相关论文: Local time for lattice paths and the associated li…
Given a sequence of lattice approximations $D_N\subset\mathbb Z^2$ of a bounded continuum domain $D\subset\mathbb R^2$ with the vertices outside $D_N$ fused together into one boundary vertex $\varrho$, we consider discrete-time simple…
Consider a randomly-oriented two dimensional Manhattan lattice where each horizontal line and each vertical line is assigned, once and for all, a random direction by flipping independent and identically distributed coins. A deterministic…
Three concepts of local times for deterministic c{\`a}dl{\`a}g paths are developed and the corresponding pathwise Tanaka--Meyer formulae are provided. For semimartingales, it is shown that their sample paths a.s. satisfy all three pathwise…
We establish and generalise several bounds for various random walk quantities including the mixing time and the maximum hitting time. Unlike previous analyses, our derivations are based on rather intuitive notions of local expansion…
We prove new results on lazy random walks on finite graphs. To start, we obtain new estimates on return probabilities $P^t(x,x)$ and the maximum expected hitting time $t_{\rm hit}$, both in terms of the relaxation time. We also prove a…
We study downward deviations of the maximum local time of the discrete-time simple random walk on $\mathbb{Z}^d$, $d\ge 3$. In our previous paper \cite{li2026ldmaxlocal}, the corresponding upper bound was established, while the matching…
We study continuous-time (variable speed) random walks in random environments on $\mathbb{Z}^d$, $d\ge2$, where, at time $t$, the walk at $x$ jumps across edge $(x,y)$ at time-dependent rate $a_t(x,y)$. The rates, which we assume stationary…
Random walks in random scenery are processes defined by $Z_n:=\sum_{k=1}^n\xi_{X_1+...+X_k}$, where $(X_k,k\ge 1)$ and $(\xi_y,y\in\mathbb Z)$ are two independent sequences of i.i.d. random variables. We assume here that their distributions…
We present a novel computational method of first-passage times between a starting site and a target site of regular bounded lattices. We derive accurate expressions for all the moments of this first-passage time, validated by numerical…
In this note we first consider local times of random walks killed at leaving positive half-axis. We prove that the distribution of the properly rescaled local time at point $N$ conditioned on being positive converges towards an exponential…
The aim of this paper is to represent any continuous local martingale as an almost sure limit of a nested sequence of simple, symmetric random walks, time changed by a discrete quadratic variation process. One basis of this is a similar…
We study an extended dynamical system on the non-negative real line with piecewise linear non-uniformly expanding local dynamics. With a uniformly distributed initial state, the distribution of successive states coincides with that of a…
We investigate the local times of a continuous-time Markov chain on an arbitrary discrete state space. For fixed finite range of the Markov chain, we derive an explicit formula for the joint density of all local times on the range, at any…
We consider a null recurrent random walk $\mathbb{X}$ on a super-critical Galton Watson marked tree $\mathbb{T}$ in the (sub-)diffusive regime. We are interested in the asymptotic behaviour of the local time of its root at $n$, which is the…
We consider homogeneous open quantum random walks on a lattice with finite dimensional local Hilbert space and we study in particular the position process of the quantum trajectories of the walk. We prove that the properly rescaled position…
We derive a local-time path-integral representation for a generic one-dimensional time-independent system. In particular, we show how to rephrase the matrix elements of the Bloch density matrix as a path integral over x-dependent local-time…
We study the distributions of the continuous-time quantum walk on a one-dimensional lattice. In particular we will consider walks on unbounded lattices, walks with one and two boundaries and Dirichlet boundary conditions, and walks with…
Consider compound Poisson processes with negative drift and no negative jumps, which converge to some spectrally positive L\'evy process with non-zero L\'evy measure. In this paper we study the asymptotic behavior of the local time process,…
An analytic effective medium theory is constructed to study the mean access times for random walks on hybrid disordered structures formed by embedding complex networks into regular lattices, considering transition rates $F$ that are…
We prove an explicit formula of hitting times in terms of enumerations of spanning trees for random walks on general connected graphs. We apply the formula to improve Lawler's bound of hitting times for general graphs, prove a sharp bound…