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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

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 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

Let $S=(S_n)$ be an oscillatory random walk on the integer lattice $\mathbb{Z}$ with i.i.d. increments. Let $V_{{\rm d}}(x)$ be the renewal function of the strictly descending ladder height process for $S$. We obtain several sufficient…

概率论 · 数学 2021-06-01 Kohei Uchiyama

Let $\{S_n,n\geq 0\} $ be a random walk whose increments belong without centering to the domain of attraction of an $\alpha$-stable law $\{Y_t,t\geq 0\}$, i.e. $S_{nt}/a_n\Rightarrow Y_t,t\geq 0,$ for some scaling constants $a_n$. Assuming…

概率论 · 数学 2023-03-15 Congzao Dong , Elena Dyakonova , Vladimir Vatutin

Let \begin{equation*} S_{0}=0,\quad S_{n}=X_{1}+...+X_{n},\ n\geq 1, \end{equation*} be a random walk whose increments belong without centering to the domain of attraction of a stable law with scaling constants $a_{n}$, that provide…

概率论 · 数学 2024-09-05 Vladimir Vatutin , Elena Dyakonova

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 describe the scaling limit of the nearest neighbour prudent walk on the square lattice, which performs steps uniformly in directions in which it does not see sites already visited. We show that the scaling limit is given by the process…

概率论 · 数学 2018-04-26 V. Beffara , S. Friedli , Y. Velenik

We consider line ensembles of non-intersecting random walks constrained by a hard wall, each tilted by the area underneath it with geometrically growing pre-factors $\mathfrak{b}^i$ where $\mathfrak{b}>1$. This is a model for the level…

概率论 · 数学 2023-10-31 Christian Serio

We consider a random walk on the Manhattan lattice. The walker must follow the orientations of the bonds in this lattice, and the walker is not allowed to visit a site more than once. When both possible steps are allowed, the walker chooses…

概率论 · 数学 2018-11-14 Tom Kennedy

Let $S_n =X_1+\cdots +X_n$ be an irreducible random walk (r.w.) on the one dimensional integer lattice with zero mean, infinite variance and i.i.d. increments $X_n$. We obtain an upper and lower bounds of the potential function, $a(x)$, of…

概率论 · 数学 2020-10-19 Kohei Uchiyama

Let $X_1, X_2, \ldots$ be a sequence of i.i.d. real-valued random variables with mean zero, and consider the scaled random walk of the form $Y^N_{k+1} = Y^N_{k} + a_N(Y^N_k) X_{k+1}$, where $a_N: \mathbb R \to \mathbb R_+$. We show, under…

概率论 · 数学 2015-09-24 Stefan Ankirchner , Thomas Kruse , Mikhail Urusov

This paper analyzes a random walk model for the level lines appearing in the entropic repulsion phenomena of three-dimensional discrete random interfaces above a hard wall; we are particularly motivated by the low-temperature (2+1)D…

概率论 · 数学 2025-02-17 Milind Hegde , Yujin H. Kim , Christian Serio

Let (S_n)_{n\in\N} be a Z-valued random walk with increments from the domain of attraction of some \alpha-stable law and let (\xi(i))_{i\in\Z} be a sequence of iid random variables. We want to investigate U-statistics indexed by the random…

概率论 · 数学 2015-03-04 Brice Franke , Francoise Pene , Martin Wendler

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

We study limit laws for simple random walks on supercritical long-range percolation clusters on the integer lattice. For the long range percolation model, the probability that two vertices are connected behaves asymptotically as a negative…

概率论 · 数学 2024-05-31 Noam Berger , Yuki Tokushige

We prove an invariance principle for linearly edge reinforced random walks on $\gamma$-stable critical Galton-Watson trees, where $\gamma \in (1,2]$ and where the edge joining $x$ to its parent has rescaled initial weight $d(\rho,…

概率论 · 数学 2025-09-30 George Andriopoulos , Eleanor Archer

Consider a random walk $S_n=\sum_{i=1}^n X_i$ with independent and identically distributed real-valued increments $X_i$ of zero mean and finite variance. Assume that $X_i$ is non-lattice and has a moment of order $2+\delta$. For any $x\geq…

概率论 · 数学 2021-10-12 Ion Grama , Hui Xiao

We consider a state-dependent, time-dependent, discrete random walks $X_t^{\{a_n\}}$ defined on natural numbers $\mathbb{N}$ (bent to a "stair" in $\mathbb{N}^2$) where the random walk depends on input of a positive deterministic sequence…

统计理论 · 数学 2019-10-01 Yufan Li , Jeffery Rosenthal

In this article we study a one dimensional model for a polymer in a poor solvent: the random walk on $\mathbb{Z}$ penalized by its range. More precisely, we consider a Gibbs transformation of the law of the simple symmmetric random walk by…

概率论 · 数学 2022-07-21 Nicolas Bouchot
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