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相关论文: The coin-turning walk and its scaling limit

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We consider the limit behavior of a one-dimensional random walk with unit jumps whose transition probabilities are modified every time the walk hits zero. The invariance principle is proved in the scheme of series where the size of…

概率论 · 数学 2016-11-08 Andrey Pilipenko , Vladislav Khomenko

In previous work by Avena and den Hollander, a model of a one-dimensional random walk in a dynamic random environment was proposed where the random environment is resampled from a given law along a growing sequence of deterministic times.…

概率论 · 数学 2018-03-12 L. Avena , Y. Chino , C. da Costa , F. den Hollander

Recently, in ["The coin-turning walk and its scaling limit", Electronic Journal of Probability, 25 (2020)], the ``coin-turning walk'' was introduced on ${\mathbb Z}$. It is a non-Markovian process where the steps form a (possibly)…

概率论 · 数学 2022-10-10 Janos Englander , Stanislav Volkov

We analyze the asymptotic scaling of persistence of unvisited sites for quantum walks on a line. In contrast to the classical random walk there is no connection between the behaviour of persistence and the scaling of variance. In…

量子物理 · 物理学 2016-03-17 Martin Stefanak , Igor Jex

Donsker's invariance principle is shown to hold for random walks in rough path topology. As application, we obtain Donsker-type weak limit theorems for stochastic integrals and differential equations.

概率论 · 数学 2008-10-16 Emmanuel Breuillard , Peter Friz , Martin Huesmann

We prove an invariance principle for continuous-time random walks in a dynamically averaging environment on $\mathbb Z$. In the beginning, the conductances may fluctuate substantially, but we assume that as time proceeds, the fluctuations…

概率论 · 数学 2020-09-24 Stein Andreas Bethuelsen , Christian Hirsch , Christian Mönch

We establish scaling limits for the random walk whose state space is the range of a simple random walk on the four-dimensional integer lattice. These concern the asymptotic behaviour of the graph distance from the origin and the spatial…

概率论 · 数学 2021-12-08 David A. Croydon , Daisuke Shiraishi

We study a class of non-reversible, continuous-time random walks in random environments on $\mathbb{Z}^d$ that admit a cycle representation with finite cycle length. The law of the transition rates, taking values in $[0, \infty)$, is…

概率论 · 数学 2024-11-12 Jean-Dominique Deuschel , Martin Slowik , Weile Weng

Recently, a generalized Bernoulli process (GBP) was developed as a stationary binary sequence that can have long-range dependence. In this paper, we find the scaling limit of a random walk that follows GBP. The result is a new class of…

概率论 · 数学 2025-12-30 Jeonghwa Lee

A scaling limit for the simple random walk on the largest connected component of the Erdos-Renyi random graph in the critical window is deduced. The limiting diffusion is constructed using resistance form techniques, and is shown to satisfy…

概率论 · 数学 2012-10-23 David A. Croydon

We consider biased random walks in positive random conductances on the d-dimensional lattice in the zero-speed regime and study their scaling limits. We obtain a functional Law of Large Numbers for the position of the walker, properly…

概率论 · 数学 2016-09-07 Alexander Fribergh , Daniel Kious

For a generalized step reinforced random walk, starting from the origin, the first step is taken according to the first element of an innovation sequence. Then in subsequent epochs, it recalls a past epoch with probability proportional to a…

概率论 · 数学 2025-05-12 Aritra Majumdar , Krishanu Maulik

We investigate the diffusion limited aggregation of particles executing persistent random walks. The scaling properties of both random walks and large aggregates are presented. The aggregates exhibit a crossover between ballistic and…

统计力学 · 物理学 2011-07-28 Isadora R. Nogueira , Sidiney G. Alves , Silvio C. Ferreira

Consider a family of random ordered graph trees $(T_n)_{n\geq 1}$, where $T_n$ has $n$ vertices. It has previously been established that if the associated search-depth processes converge to the normalised Brownian excursion when rescaled…

概率论 · 数学 2012-10-24 David A. Croydon

The quantum random walk has been much studied recently, largely due to its highly nonclassical behavior. In this paper, we study one possible route to classical behavior for the discrete quantum walk on the line: the presence of decoherence…

量子物理 · 物理学 2009-11-07 Todd A. Brun , Hilary A. Carteret , Andris Ambainis

A proof is provided of a strong law of large numbers for a one-dimensional random walk in a dynamic random environment given by a supercritical contact process in equilibrium. The proof is based on a coupling argument that traces the…

概率论 · 数学 2013-03-27 Frank den Hollander , Renato dos Santos

We look at two possible routes to classical behavior for the discrete quantum random walk on the line: decoherence in the quantum ``coin'' which drives the walk, or the use of higher-dimensional coins to dilute the effects of interference.…

量子物理 · 物理学 2009-11-07 Todd A. Brun , Hilary A. Carteret , Andris Ambainis

Let $\left\{ S_{n},n\geq 0\right\} $ be a random walk whose increment distribution belongs without centering to the domain of attraction of an $% \alpha $-stable law, i.e., there are some scaling constants $a_{n}$ such that the sequence…

概率论 · 数学 2023-12-19 Congzao Dong , Elena Dyakonova , Vladimir Vatutin

We consider a ballistic random walk in an i.i.d. random environment that does not allow retreating in a certain fixed direction. We prove an invariance principle (functional central limit theorem) under almost every fixed environment. The…

概率论 · 数学 2016-08-14 Firas Rassoul-Agha , Timo Seppäläinen

This paper concerns a scaling limit of a one-dimensional random walk $S^x_n$ started from $x$ on the integer lattice conditioned to avoid a non-empty finite set $A$, the random walk being assumed to be irreducible and have zero mean.…

概率论 · 数学 2019-05-06 Kohei Uchiyama
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