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We propose a model of random walks on weighted graphs where the weights are interval valued, and connect it to reversible imprecise Markov chains. While the theory of imprecise Markov chains is now well established, this is a first attempt…

最优化与控制 · 数学 2016-09-20 Damjan Škulj

Consider the random graph sampled uniformly from the set of all simple graphs with a given degree sequence. Under mild conditions on the degrees, we establish a Large Deviation Principle (LDP) for these random graphs, viewed as elements of…

概率论 · 数学 2020-11-25 Souvik Dhara , Subhabrata Sen

Large deviation principles and related results are given for a class of Markov chains associated to the "leaves" in random recursive trees and preferential attachment random graphs, as well as the "cherries" in Yule trees. In particular,…

概率论 · 数学 2010-01-22 W. Bryc , D. Minda , S. Sethuraman

Simple random walks are a basic staple of the foundation of probability theory and form the building block of many useful and complex stochastic processes. In this paper we study a natural generalization of the random walk to a process in…

概率论 · 数学 2017-08-11 Bala Rajaratnam , Narut Sereewattanawoot , Doug Sparks , Meng-Hsuan Wu

The goal of these notes is to fill some gaps in the literature about random walks in the Cauchy domain of attraction, which has been in many cases left aside because of its additional technical difficulties. We prove here several results in…

概率论 · 数学 2018-11-14 Quentin Berger

We consider a general discrete-time branching random walk on a countable set X. We relate local, strong local and global survival with suitable inequalities involving the first-moment matrix M of the process. In particular we prove that,…

概率论 · 数学 2015-05-18 Fabio Zucca

We prove large deviations principles in large time, for the Brownian occupation time in random scenery. The random scenery is constant on unit cubes, and consist of i.i.d. bounded variables, independent of the Brownian motion. This model is…

概率论 · 数学 2007-05-23 A. Asselah , F. Castell

In this work, we establish the existence of large deviation principles of random walk in strongly mixing environments. The quenched and annealed rate functions have the same zero set whose shape is either a singleton point or a line…

概率论 · 数学 2025-06-04 Jiaming Chen

We investigate the directed random walk on hierarchic trees. Two cases are investigated: random variables on deterministic trees with a continuous branching, and random variables on the trees constructed trough the random branching process.…

统计力学 · 物理学 2015-06-12 David B. Saakian

The large deviations theory for heavy-tailed processes has seen significant advances in the recent past. In particular, Rhee et al. (2019) and Bazhba et al. (2020) established large deviation asymptotics at the sample-path level for L\'evy…

概率论 · 数学 2024-10-29 Zhe Su , Chang-Han Rhee

Preferential attachment schemes, where the selection mechanism is linear and possibly time-dependent, are considered, and an infinite-dimensional large deviation principle for the sample path evolution of the empirical degree distribution…

概率论 · 数学 2013-02-25 Jihyeok Choi , Sunder Sethuraman

Consider the random walk $G_n : = g_n \ldots g_1$, $n \geq 1$, where $(g_n)_{n\geq 1}$ is a sequence of independent and identically distributed random elements with law $\mu$ on the general linear group ${\rm GL}(V)$ with $V=\mathbb R^d$.…

概率论 · 数学 2022-09-13 Hui Xiao , Ion Grama , Quansheng Liu

We consider a multidimensional random walk in a product random environment with bounded steps, transience in some spatial direction, and high enough moments on the regeneration time. We prove an invariance principle, or functional central…

概率论 · 数学 2015-05-13 Firas Rassoul-Agha , Timo Seppalainen

We study a random walk driven by a particle system from a generic class, and establish a law of large numbers for the walk for almost all densities of the environment. To do so, we exploit the finite-ranged approximations of the environment…

概率论 · 数学 2026-05-27 Guillaume Conchon--Kerjan , Toril Palaniappan

Random walks as well as diffusions in random media are considered. Methods are developed that allow one to establish large deviation results for both the `quenched' and the `averaged' case.

概率论 · 数学 2007-05-23 S R S Varadhan

We consider the random conductance model, where the underlying graph is an infinite supercritical Galton--Watson tree, the conductances are independent but their distribution may depend on the degree of the incident vertices. We prove that,…

概率论 · 数学 2015-03-17 Nina Gantert , Sebastian Müller , Serguei Popov , Marina Vachkovskaia

We prove a full large deviations principle in large time, for a diffusion process with random drift V, which is a centered Gaussian shear flow random field. The large deviations principle is established in a ``quenched'' setting, i.e. is…

概率论 · 数学 2007-05-23 A. Asselah , F. Castell

We construct a renewal structure for random walks on surface groups. The renewal times are defined as times when the random walks enters a particular type of a cone and never leaves it again. As a consequence, the trajectory of the random…

概率论 · 数学 2016-09-16 Peter Haissinsky , Pierre Mathieu , Sebastian Mueller

We calculate the large deviation function of the end-to-end distance and the corresponding extension-versus-force relation for (isotropic) random walks, on and off-lattice, with and without persistence, and in any spatial dimension. For…

统计力学 · 物理学 2019-03-21 Karel Proesmans , Raul Toral , Christian Van den Broeck

In this article it is shown that the Brownian motion on the continuum random tree is the scaling limit of the simple random walks on any family of discrete $n$-vertex ordered graph trees whose search-depth functions converge to the Brownian…

概率论 · 数学 2012-10-24 David Croydon