中文
相关论文

相关论文: Renewal theory for iterated perturbed random walks…

200 篇论文

In this paper, we study a class of random walks that build their own tree. At each step, the walker attaches a random number of leaves to its current position. The model can be seen as a subclass of the Random Walk in Changing Environments…

概率论 · 数学 2024-05-08 Rodrigo Ribeiro

We study a variant of the Generalized Excited Random Walk (GERW) on $\mathbb{Z}^d$ introduced by Menshikov, Popov, Ram\'irez and Vachkovskaia in [Ann. Probab. 40 (5), 2012]. It consists of a particular version of the model studied in [arXiv…

概率论 · 数学 2026-05-27 Rodrigo B. Alves , Giulio Iacobelli , Glauco Valle , Leonel Zuaznábar

We consider random walks in dynamic random environments which arise naturally as spatial embeddings of ancestral lineages in spatial locally regulated population models. In particular, as the main result, we prove the quenched central limit…

概率论 · 数学 2024-03-15 Matthias Birkner , Andrej Depperschmidt , Timo Schlüter

In this paper we are interested in a random walk in a random environment on a super-critical Galton-Watson tree. We focus on the recurrent cases already studied by Y. Hu and Z. Shi and G. Faraud. We prove that the largest generation…

概率论 · 数学 2011-12-19 Pierre Andreoletti , Pierre Debs

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

Consider a Crump-Mode-Jagers process generated by an increasing random walk whose increments have finite second moment. Let $Y_k(t)$ be the number of individuals in generation $k\in \mathbb N$ born in the time interval $[0,t]$. We prove a…

概率论 · 数学 2022-12-29 Alexander Iksanov , Zakhar Kabluchko , Valeriya Kotelnikova

We consider random walks in dynamic random environments, with an environment generated by the time-reversal of a Markov process from the oriented percolation universality class. If the influence of the random medium on the walk is small in…

概率论 · 数学 2016-06-02 Matthias Birkner , Jiří Černý , Andrej Depperschmidt

We consider a null-recurrent randomly biased walk $\mathbb{X}$ on a Galton-Watson tree in the (sub)-diffusive regime and we prove that properly renormalized, the local time in a critical generation converges in law towards some function of…

概率论 · 数学 2026-03-26 Alexis Kagan

We consider a branching population where individuals have i.i.d.\ life lengths (not necessarily exponential) and constant birth rate. We let $N_t$ denote the population size at time $t$. %(called homogeneous, binary Crump--Mode--Jagers…

概率论 · 数学 2011-10-14 Amaury Lambert , Pieter Trapman

Functional limit theorem for continuous-time random walks (CTRW) are found in general case of dependent waiting times and jump sizes that are also position dependent. The limiting anomalous diffusion is described in terms of fractional…

概率论 · 数学 2022-05-03 Vassili N. Kolokoltsov

We consider an exactly solvable model of branching random walk with random selection, which describes the evolution of a population with $N$ individuals on the real line. At each time step, every individual reproduces independently, and its…

概率论 · 数学 2018-10-09 Aser Cortines , Bastien Mallein

Given a random walk $(S_n)$ with typical step distributed according to some fixed law and a fixed parameter $p \in (0,1)$, the associated positively step-reinforced random walk is a discrete-time process which performs at each step, with…

概率论 · 数学 2022-10-19 Marco Bertenghi , Alejandro Rosales-Ortiz

We study a renewal problem within a periodic environment, departing from the classical renewal theory by relaxing the assumption of independent and identically distributed inter-arrival times. Instead, the conditional distribution of the…

概率论 · 数学 2024-03-13 Quentin Cormier

Let $(\xi_k)$ and $(\eta_k)$ be infinite independent samples from different distributions. We prove a functional limit theorem for the maximum of a perturbed random walk $\underset{0\leq k\leq n}{\max}\,(\xi_1+\ldots+\xi_k+\eta_{k+1})$ in a…

概率论 · 数学 2014-02-20 Alexander Iksanov , Andrey Pilipenko

This paper studies long range random walks on ${\mathbb{Z}_q}^d$. $X_{t+1} = X_t + Z_t \mod q$, with $(Z_t)$ independent and identically distributed. Multiple entries of $Z_t$ can be non-zero in a transition. An emphasis is on finding the…

概率论 · 数学 2025-10-28 Robert Griffiths , Shuhei Mano

Let {X_n,n\geq0} be a Markov chain on a general state space X with transition probability P and stationary probability \pi. Suppose an additive component S_n takes values in the real line R and is adjoined to the chain such that…

概率论 · 数学 2016-09-07 Cheng-Der Fuh

We replicate a renewal process at random times, which is equivalent to nesting two renewal processes, or considering a renewal process subject to stochastic resetting. We investigate the consequences on the statistical properties of the…

统计力学 · 物理学 2025-01-31 Claude Godrèche , Jean-Marc Luck

We introduce a new random walk with unbounded memory obtained as a mixture of the Elephant Random Walk and the Dynamic Random Walk which we call the Dynamic Elephant Random Walk (DERW). As a consequence of this mixture the distribution of…

概率论 · 数学 2021-02-04 Cristian F. Coletti , Lucas R. de Lima , Renato J. Gava , Denis A. Luiz

Let $\xi_1, \xi_2, \ldots$ be independent copies of a positive random variable $\xi$, $S_0 = 0$, and $S_k = \xi_1+\ldots+\xi_k$, $k \in \mathbb{N}$. Define $N(t) = \inf\{k \in \mathbb{N}: S_k>t\}$ for $t\geq 0$. The process $(N(t))_{t\geq…

概率论 · 数学 2016-03-28 Alexander Iksanov , Alexander Marynych , Matthias Meiners

A classical random walk $(S_t, t\in\mathbb{N})$ is defined by $S_t:=\displaystyle\sum_{n=0}^t X_n$, where $(X_n)$ are i.i.d. When the increments $(X_n)_{n\in\mathbb{N}}$ are a one-order Markov chain, a short memory is introduced in the…

概率论 · 数学 2012-08-17 Peggy Cénac , Brigitte Chauvin , Samuel Herrmann , Pierre Vallois