中文
相关论文

相关论文: Joint invariance principles for random walks with …

200 篇论文

We investigate random walks on the general linear group constrained within a specific domain, with a focus on their asymptotic behavior. In a previous work [38], we constructed the associated harmonic measure, a key element in formulating…

概率论 · 数学 2025-07-16 Ion Grama , Jean-François Quint , Hui Xiao

In the proof of the invariance principle for locally perturbed periodic Lorentz process with finite horizon, a lot of delicate results were needed concerning the recurrence properties of its unperturbed version. These were analogous to the…

概率论 · 数学 2016-03-25 Péter Nándori

We consider a variant of random walks on finite groups. At each step, we choose an element from a set of generators ("directions") uniformly, and an integer from a power law ("speed") distribution associated with the chosen direction. We…

概率论 · 数学 2022-03-14 Laurent Saloff-Coste , Yuwen Wang

The aim of this paper is to deepen the analysis of the asymptotic behavior of the so-called minimal random walk (MRW) using a new martingale approach. The MRW is a discrete-time random walk with infinite memory that has three regimes…

概率论 · 数学 2023-06-21 Bernard Bercu , Víctor Hugo Vázquez Guevara

We establish annealed and quenched invariance principles for random walks in random conductances lifted to the p-variation rough path topology, allowing for degenerate environments and long-range jumps. Our proof is based on a unified…

概率论 · 数学 2026-04-17 Johannes Bäumler , Noam Berger , Tal Orenshtein , Martin Slowik

When the memory parameter of the elephant random walk is above a critical threshold, the process becomes superdiffusive and, once suitably normalised, converges to a non-Gaussian random variable. In a recent paper by the three first…

概率论 · 数学 2024-09-12 Hélène Guérin , Lucile Laulin , Kilian Raschel , Thomas Simon

Vertex-reinforced random walk is defined in Pemantle's (1988) thesis; it is a random walk that is biased to visit sites it has already visited a lot. We show that this reinforcement scheme, in contrast to the scheme of edge-reinforcement,…

概率论 · 数学 2016-09-07 Robin Pemantle , Stanislav Volkov

We study a one-dimensional random walk among random conductances, with unbounded jumps. Assuming the ergodicity of the collection of conductances and a few other technical conditions (uniform ellipticity and polynomial bounds on the tails…

概率论 · 数学 2013-04-10 Christophe Gallesco , Serguei Popov

We prove a quenched functional central limit theorem (quenched FCLT) for the sums of a random field (r.f.) along a Z d-random walk in different frameworks: probabilistic (when the r.f. is i.i.d. or a moving average of i.i.d. random…

动力系统 · 数学 2021-04-27 Jean-Pierre Conze

Let $(Y_n)$ be a sequence of i.i.d. real valued random variables. Reflected random walk $(X_n)$ is defined recursively by $X_0=x \ge 0$, $X_{n+1} = |X_n - Y_{n+1}|$. In this note, we study recurrence of this process, extending a previous…

概率论 · 数学 2007-05-23 Marc Peigné , Wolfgang Woess

We consider a random walk on a multidimensional integer lattice with random bounds on local times, conditioned on the event that it hits a high level before its death. We introduce an auxiliary "core" process that has a regenerative…

概率论 · 数学 2021-05-19 Sergey Foss , Alexander Sakhanenko

Random walks on the circle group $\mathbb{R}/\mathbb{Z}$ whose elementary steps are lattice variables with span $\alpha \not\in \mathbb{Q}$ or $p/q \in \mathbb{Q}$ taken mod $\mathbb{Z}$ exhibit delicate behavior. In the rational case we…

概率论 · 数学 2024-02-20 Istvan Berkes , Bence Borda

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

This paper takes the so-called probabilistic approach to the Strong Renewal Theorem (SRT) for multivariate distributions in the domain of attraction of a stable law. A version of the SRT is obtained that allows any kind of…

概率论 · 数学 2017-03-16 Zhiyi Chi

This article studies vertex reinforced random walks that are non-backtracking (denoted VRNBW), i.e. U-turns forbidden. With this last property and for a strong reinforcement, the emergence of a path may occur with positive probability.…

概率论 · 数学 2017-08-02 Line C. Le Goff , Olivier Raimond

We consider the branching random walk in random environment with a random absorption wall. When we add this barrier, we discuss some topics related to the survival probability. We assume that the random environment is i.i.d., $S_i$ is a…

概率论 · 数学 2019-05-09 You Lv

We consider the nearest-neighbor simple random walk on $\Z^d$, $d\ge2$, driven by a field of i.i.d. random nearest-neighbor conductances $\omega_{xy}\in[0,1]$. Apart from the requirement that the bonds with positive conductances percolate,…

概率论 · 数学 2007-10-30 Marek Biskup , Timothy M. Prescott

We study the asymptotic behaviour of the martingale ($\psi$ n (o)) n$\in$N associated with the Vertex Reinforced Jump Process (VRJP). We show that it is bounded in L p for every p > 1 on trees and uniformly integrable on Z d in all the…

概率论 · 数学 2023-06-02 Valentin Rapenne

We consider a generalization of the so-called elephant random walk by introducing multiple elephants moving along the integer line, $\mathbb{Z}$. When taking a new step, each elephant considers not only its own previous steps but also the…

概率论 · 数学 2024-10-31 Deborshi Das

We investigate a self-interacting random walk, whose dynamically evolving environment is a random tree built by the walker itself, as it walks around. At time $n=1,2,\dots$, right before stepping, the walker adds a random number (possibly…

概率论 · 数学 2023-11-10 János Engländer , Giulio Iacobelli , Rodrigo Ribeiro