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The goal is to show that an edge-reinforced random walk on a graph of bounded degree, with reinforcement weight function $W$ taken from a general class of reciprocally summable reinforcement weight functions, traverses a random attracting…

概率论 · 数学 2009-09-29 Vlada Limic , Pierre Tarrès

We consider the branching random walk in random environment with a random absorption wall. When we add this barrier, we discuss some topics related to the survival probability. We assume that the random environment is i.i.d., $S_i$ is a…

概率论 · 数学 2019-05-09 You Lv

A step-reinforced random walk is a discrete-time stochastic process with long-range dependence. At each step, with a fixed probability $\alpha$, the so-called positively step-reinforced random walk repeats one of its previous steps, chosen…

概率论 · 数学 2025-05-01 Rafik Aguech , Samir Ben Hariz , Mohamed El Machkouri , Youssef Faouzi

We consider a one dimensional asymmetric random walk whose jumps are identical, independent and drawn from a distribution \phi(\eta) displaying asymmetric power law tails (i.e. \phi(\eta) \sim c/\eta^{\alpha +1} for large positive jumps and…

统计力学 · 物理学 2014-02-24 Clélia de Mulatier , Alberto Rosso , Gregory Schehr

Non-linear renewal theory is extended to include random walks perturbed by both a slowly changing sequence and a stationary one. Main results include a version of the Key Renewal Theorem, a derivation of the limiting distribution of the…

统计理论 · 数学 2007-06-13 Dong-Yun Kim , Michael Woodroofe

We consider a real random walk S_n = X_1 + ... + X_n attracted (without centering) to the normal law: this means that for a suitable norming sequence a_n we have the weak convergence S_n / a_n --> f(x) dx, where f(x) is the standard normal…

概率论 · 数学 2007-05-23 Francesco Caravenna

We consider a self-attracting random walk in dimension d=1, in presence of a field of strength s, which biases the walker toward a target site. We focus on the dynamic case (true reinforced random walk), where memory effects are implemented…

统计力学 · 物理学 2015-06-05 Elena Agliari , Raffaella Burioni , Guido Uguzzoni

We consider a random walk with a negative drift and with a jump distribution which under Cram\'er's change of measure belongs to the domain of attraction of a spectrally positive stable law. If conditioned to reach a high level and suitably…

概率论 · 数学 2012-08-20 Sergey G. Foss , Anatolii A. Puhalskii

Let S_0=0,{S_n, n>0} be a random walk generated by a sequence of i.i.d. random variables X_1,X_2,... and let \tau^{-} be the first descending ladder epoch. Assuming that the distribution of X_1 belongs to the domain of attraction of an…

概率论 · 数学 2007-11-09 Vladimir Vatutin , Vitali Wachtel

We generalize a result from Volkov [Ann. Probab. 29 (2001) 66--91] and prove that, on a large class of locally finite connected graphs of bounded degree $(G,\sim)$ and symmetric reinforcement matrices $a=(a_{i,j})_{i,j\in G}$, the…

概率论 · 数学 2012-01-18 Michel Benaïm , Pierre Tarrès

In this paper we prove the following renewal-type limit theorem. Given an irrational $\alpha$ in (0,1) and R>0, let $q_{n_R}$ be the first denominator of the convergents of $\alpha$ which exceeds R. The main result in the paper is that the…

动力系统 · 数学 2007-10-08 Yakov G. Sinai , Corinna Ulcigrai

We consider random walk in Dirichlet random environment in ${\mathbf{Z}^d, d\ge 3}$, which corresponds to the case where the environment is constructed from i.i.d. transition probabilities at each vertex with a Dirichlet distribution with…

概率论 · 数学 2024-04-10 Adrien Perrel

This paper explores various distributional aspects of random variables defined as the ratio of two independent positive random variables where one variable has an $\alpha$-stable law, for $0<\alpha<1$, and the other variable has the law…

概率论 · 数学 2010-10-22 Lancelot F. James

We prove a law of large numbers for a class of multidimensional random walks in random environments where the environment satisfies appropriate mixing conditions, which hold when the environment is a weak mixing field in the sense of…

概率论 · 数学 2007-05-23 Francis Comets , Ofer Zeitouni

In this paper, we study a class of random walks that build their own tree. At each step, the walker attaches a random number of leaves to its current position. The model can be seen as a subclass of the Random Walk in Changing Environments…

概率论 · 数学 2024-05-08 Rodrigo Ribeiro

In this paper, we work on a class of self-interacting nearest neighbor random walks, introduced in [Probab. Theory Related Fields 154 (2012) 149-163], for which there is competition between repulsion of neighboring edges and attraction of…

概率论 · 数学 2016-03-16 Daniel Kious

We prove a law of large numbers for certain random walks on certain attractive dynamic random environments when initialised from all sites equal to the same state. This result applies to random walks on $\mathbb{Z}^d$ with $d\geq1$. We…

概率论 · 数学 2018-01-11 Stein Andreas Bethuelsen , Markus Heydenreich

Famously, a $d$-dimensional, spatially homogeneous random walk whose increments are non-degenerate, have finite second moments, and have zero mean is recurrent if $d \in \{1,2\}$ but transient if $d \geq 3$. Once spatial homogeneity is…

In this paper we consider an irreducible random walk on the integer lattice $\mathbb{Z}$ that is in the domain of normal attraction of a strictly stable process with index $\alpha\in (1, 2)$ and obtain the asymptotic form of the…

概率论 · 数学 2018-08-07 Kohei Uchiyama

The resurrection axioms are forcing axioms introduced recently by Hamkins and Johnstone, developing on ideas of Chalons and Velickovi\'c. We introduce a stronger form of resurrection axioms (the \emph{iterated} resurrection axioms…

逻辑 · 数学 2017-04-06 Giorgio Audrito , Matteo Viale