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For a random walk $S_n$ on $\mathbb{R}^d$ we study the asymptotic behaviour of the associated centre of mass process $G_n = n^{-1} \sum_{i=1}^n S_i$. For lattice distributions we give conditions for a local limit theorem to hold. We prove…

概率论 · 数学 2019-10-04 Chak Hei Lo , Andrew R. Wade

Community assembly is studied using individual-based multispecies models. The models have stochastic population dynamics with mutation, migration, and extinction of species. Mutants appear as a result of mutation of the resident species,…

种群与进化 · 定量生物学 2010-05-18 Yohsuke Murase , Takashi Shimada , Nobuyasu Ito , Per Arne Rikvold

For the perimeter length $L_n$ and the area $A_n$ of the convex hull of the first $n$ steps of a planar random walk, this thesis study $n \to \infty$ mean and variance asymptotics and establish distributional limits. The results apply to…

概率论 · 数学 2017-09-07 Chang Xu

We study the asymptotic behavior of the simple random walk on oriented versions of $\mathbb{Z}^2$. The considered lattices are not directed on the vertical axis but unidirectional on the horizontal one, with random orientations whose…

概率论 · 数学 2007-05-23 Nadine Guillotin-Plantard , Arnaud Le Ny

We use various combinatorial and probabilistic techniques to study growth rates for the probability that a random permutation from the Mallows distribution avoids consecutive patterns. The Mallows distribution behaves like a $q$-analogue of…

组合数学 · 数学 2016-09-07 Harry Crane , Stephen DeSalvo , Sergi Elizalde

We compute the limiting distribution of height of a random discrete excursion with step sets consisting of one positive step 1 and arbitrary finite set of non-positive integers. The limit law is the supremum of a Brownian excursion. This is…

组合数学 · 数学 2012-08-14 Uwe Schwerdtfeger

The Airy line ensemble is a random collection of continuous ordered paths that plays an important role within random matrix theory and the Kardar-Parisi-Zhang universality class. The aim of this paper is to prove a universality property of…

概率论 · 数学 2026-03-04 Denis Denisov , Will FitzGerald , Vitali Wachtel

In this paper we study a random walk in a one-dimensional dynamic random environment consisting of a collection of independent particles performing simple symmetric random walks in a Poisson equilibrium with density $\rho \in (0,\infty)$.…

We present some new results about the distribution of a random walk whose independent steps follow a $q-$Gaussian distribution with exponent $\frac{1}{1-q}; q \in \mathbb{R}$. In the case $q>1$ we show that a stochastic representation of…

统计力学 · 物理学 2009-11-11 C. Vignat , A. Plastino

We are interested in the random walk in random environment on an infinite tree. Lyons and Pemantle [11] give a precise recurrence/transience criterion. Our paper focuses on the almost sure asymptotic behaviours of a recurrent random walk…

概率论 · 数学 2007-05-23 Yueyun Hu , Zhan Shi

Using Stein's method for the Beta distributions and a recent technique by Goldstein and Reinert of comparing the Stein characterization of the target distribution with that of the approximating distribution we prove a rate of convergence in…

概率论 · 数学 2012-07-11 Christian Döbler

This thesis concerns the study of random walks in random environments (RWRE). Since there are two levels of randomness for random walks in random environments, there are two different distributions for the random walk that can be studied.…

概率论 · 数学 2008-10-02 Jonathon Peterson

We consider a Branching Random Walk on $\R$ whose step size decreases by a fixed factor, $0<b<1$, with each turn. This process generates a random probability measure on $\R$, that is, the limit of uniform distribution among the $2^n$…

概率论 · 数学 2011-07-20 Itai Benjamini , Ori Gurel-Gurevich , Boris Solomyak

Consider a one dimensional simple random walk $X=(X_n)_{n\geq0}$. We form a new simple symmetric random walk $Y=(Y_n)_{n\geq0}$ by taking sums of products of the increments of $X$ and study the two-dimensional walk…

概率论 · 数学 2015-08-18 Andrea Collevecchio , Kais Hamza , Meng Shi

We prove that for a random walk on the real line whose increments have zero mean and are either integer-valued or spread out (i.e. the distributions of the steps of the walk are eventually non-singular), the Markov chain of overshoots above…

概率论 · 数学 2019-05-14 Aleksandar Mijatović , Vladislav Vysotsky

We consider random walks in dynamic random environments given by Markovian dynamics on $\mathbb{Z}^d$. We assume that the environment has a stationary distribution $\mu$ and satisfies the Poincar\'e inequality w.r.t. $\mu$. The random walk…

概率论 · 数学 2016-11-01 L. Avena , O. Blondel , A. Faggionato

In this article, we first give a comprehensive description of random walk (RW) problem focusing on self-similarity, dynamic scaling and its connection to diffusion phenomena. One of the main goals of our work is to check how robust the RW…

统计力学 · 物理学 2021-03-17 Tushar Mitra , Tomal Hossain , Santo Banerjee , Md. Kamrul Hassan

Let $S_n$ be a centered random walk with a finite variance, and define the new sequence $A_n:=\sum_{i=1}^n S_i$, which we call an integrated random walk. We are interested in the asymptotics of $$p_N:=P(\min_{1 \le k \le N} A_k \ge 0)$$ as…

概率论 · 数学 2010-05-06 Vladislav Vysotsky

In this paper, we derive the distribution of a two-dimensional (complex) random walk in which the angle of each step is restricted to a subset of the circle. This setting appears in various domains, such as in over-the-air computation in…

信号处理 · 电气工程与系统科学 2026-05-18 Karl-Ludwig Besser

In \cite{SzT}, D. Sz\'asz and A. Telcs have shown that for the diffusively scaled, simple symmetric random walk, weak convergence to the Brownian motion holds even in the case of local impurities if $d \ge 2$. The extension of their result…

概率论 · 数学 2015-05-20 Daniel Paulin , Domokos Szász