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An intrinsic multitype branching structure within the transient (1;R)-RWRE is revealed. The branching structure enables us to specify the density of the absolutely continuous invariant measure for the environments seen from the particle and…

概率论 · 数学 2010-03-22 Wenming Hong , Lin Zhang

We investigate reflected random walks in the quarter plane, with particular emphasis on the time spent along the reflection boundary axes. Assuming the drift of the random walk lies within the cone, the local time converges -- without the…

概率论 · 数学 2025-07-08 Viet Hung Hoang , Kilian Raschel

We study the range of a planar random walk on a randomly oriented lattice, already known to be transient. We prove that the expectation of the range grows linearly, in both the quenched (for a.e. orientation) and annealed ("averaged")…

概率论 · 数学 2011-11-04 Arnaud Le Ny

We study random walks on metric spaces with contracting isometries. In this first article of the series, we establish sharp deviation inequalities by adapting Gou\"ezel's pivotal time construction. As an application, we establish the…

概率论 · 数学 2025-10-28 Inhyeok Choi

SLE is a random growth process based on Loewner's equation with driving parameter a one-dimensional Brownian motion running with speed $\kappa$. This process is intimately connected with scaling limits of percolation clusters and with the…

概率论 · 数学 2007-05-23 Steffen Rohde , Oded Schramm

We consider a continuous-time random walk which is defined as an interpolation of a random walk on a point process on the real line. The distances between neighboring points of the point process are i.i.d. random variables in the normal…

概率论 · 数学 2020-01-08 Alessandra Bianchi , Marco Lenci , Françoise Pène

The foundations of the fractional diffusion equation are investigated based on coupled and decoupled continuous time random walks (CTRW). For this aim we find an exact solution of the decoupled CTRW, in terms of an infinite sum of stable…

统计力学 · 物理学 2009-11-07 Eli Barkai

This manuscript explores the connections between a class of stochastic processes called "Stochastic Loewner Evolution" (SLE) and conformal field theory (CFT). First some important results are recalled which we utilise in the sequel, in…

数学物理 · 物理学 2011-07-19 Roland Friedrich

L\'evy walks (LWs) are spatiotemporally coupled random-walk processes describing superdiffusive heat conduction in solids, propagation of light in disordered optical materials, motion of molecular motors in living cells, or motion of…

统计力学 · 物理学 2020-07-01 Pengbo Xu , Tian Zhou , Ralf Metzler , Weihua Deng

In previous work [AHP24], we proved a finite-time large deviation principle in the Hausdorff metric for multiradial Schramm-Loewner evolution, SLE$(\kappa)$, as $\kappa \to 0$, with good rate function being the multiradial Loewner energy.…

概率论 · 数学 2026-04-16 Osama Abuzaid , Vivian Olsiewski Healey , Eveliina Peltola

In this paper, we study the functional convergence in law of the fluctuations of the derivative martingale of branching random walk on the real line. Our main result strengthens the results of Buraczewski et. al. [Ann. Probab., 2021] and is…

概率论 · 数学 2023-11-29 Haojie Hou , Yan-Xia Ren , Renming Song

We use a random walk in the ensemble of impurity configurations to generate a Brownian motion model for energy levels in disordered conductors. Treating arc-length along the random walk as fictitous time, the resulting Langevin equation…

凝聚态物理 · 物理学 2009-10-28 J. T. Chalker , Igor V. Lerner , Robert A. Smith

We give refined estimates for the discrete time and continuous time versions of some basic random walks on the symmetric and alternating groups $S_n$ and $A_n$. We consider the following models: random transposition, transpose top with…

概率论 · 数学 2008-09-04 L. Saloff-Coste , J. Zuniga

In the context of countable groups of polynomial volume growth, we consider a large class of random walks that are allowed to take long jumps along multiple subgroups according to power law distributions. For such a random walk, we study…

We identify the local scaling limit of multiple boundary-to-boundary branches in a uniform spanning tree (UST) as a local multiple SLE(2), i.e., an SLE(2) process weighted by a suitable partition function. By recent results, this also…

概率论 · 数学 2026-03-06 Alex Karrila

In this paper, we show that the frontier of planar random walk converges weakly under natural parametrization to that of planar Brownian motion. As an intermediate result, we also show the convergence of the renormalized occupation measure.

概率论 · 数学 2025-04-21 Yifan Gao , Xinyi Li , Runsheng Liu , Xiangyi Liu , Daisuke Shiraishi

The Schramm-Loewner evolution (SLE_\kappa) is a candidate for the scaling limit of random curves arising in two-dimensional critical phenomena. When \kappa < 8, an instance of SLE_\kappa is a random planar curve with almost sure Hausdorff…

概率论 · 数学 2009-06-23 Gregory F. Lawler , Scott Sheffield

In this paper we propose an alternative to the coupling of Berkes, Liu and Wu [1] to obtain strong approximations for partial sums of dependent sequences. The main tool is a new Rosen-thal type inequality expressed in terms of the coupling…

概率论 · 数学 2018-02-14 Christophe Cuny , Jérôme Dedecker , Florence Merlevède

In this paper, we shall study the convergence of Taylor approximations for the backward Loewner differential equation (driven by Brownian motion) near the origin. More concretely, whenever the initial condition of the backward Loewner…

概率论 · 数学 2022-09-07 James Foster , Terry Lyons , Vlad Margarint

We discuss large deviation properties of continuous-time random walks (CTRW) and present a general expression for the large deviation rate in CTRW in terms of the corresponding rates for the distributions of steps' lengths and waiting…

统计力学 · 物理学 2021-04-14 Adrian Pacheco-Pozo , Igor M. Sokolov
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