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We present the first rigorous quantitative analysis of once-reinforced random walks (ORRW) on general graphs, based on a novel change of measure formula.~This enables us to prove large deviations estimates for the range of the walk to have…

概率论 · 数学 2025-09-05 Andrea Collevecchio , Pierre Tarrès

Reinforced random walks are random walks on graphs whose transition probabilities along edges from a vertex are proportional to the weights of those edges, but where the weight of an edge evolves in a way that depends on the past traversals…

信息论 · 计算机科学 2026-05-22 Qinghua , Ding , Venkat Anantharam

We study linearly edge-reinforced random walks on $\mathbb{Z}_+$, where each edge $\{x,x+1\}$ has the initial weight $x^{\alpha} \vee 1$, and each time an edge is traversed, its weight is increased by $\Delta$. It is known that the walk is…

概率论 · 数学 2020-07-28 Masato Takei

We study using large deviation theory the fluctuations of time-integrated functionals or observables of the unbiased random walk evolving on Erd\"os-R\'enyi random graphs, and construct a modified, biased random walk that explains how these…

统计力学 · 物理学 2019-03-06 Francesco Coghi , Jules Morand , Hugo Touchette

A large deviations principle is established for the joint law of the empirical measure and the flow measure of a renewal Markov process on a finite graph. We do not assume any bound on the arrival times, allowing heavy tailed distributions.…

概率论 · 数学 2014-02-18 Mauro Mariani , Lorenzo Zambotti

In this article we establish a large deviation principle for the empirical measures of a simple spatially inhomogeneous random walk on $\overline{\mathbb{Z}}$, the two-point compactification of $\mathbb{Z}$. The classical Donsker--Varadhan…

概率论 · 数学 2026-05-27 Jan-Luka Fatras

We derive an annealed large deviation principle (LDP) for the normalised and rescaled local times of a continuous-time random walk among random conductances (RWRC) in a time-dependent, growing box in $\Z^d$. We work in the interesting case…

概率论 · 数学 2013-08-22 Wolfgang König , Tilman Wolff

For any finite colored graph we define the empirical neighborhood measure, which counts the number of vertices of a given color connected to a given number of vertices of each color, and the empirical pair measure, which counts the number…

概率论 · 数学 2016-08-16 Kwabena Doku-Amponsah , Peter Mörters

We study Vertex-Reinforced-Random-Walk on the complete graph with weights of the form $w(n)=n^\alpha$, with $\alpha>1$. Unlike for the Edge-Reinforced-Random-Walk, which in this case localizes a.s. on 2 sites, here we observe various phase…

概率论 · 数学 2013-10-08 Michel Benaïm , Olivier Raimond , Bruno Schapira

We study the large deviations of one-dimensional excited random walks. We prove a large deviation principle for both the hitting times and the position of the random walk and give a qualitative description of the respective rate functions.…

概率论 · 数学 2016-06-14 Jonathon Peterson

We prove that the linearly edge reinforced random walk (LRRW) on any graph with bounded degrees is recurrent for sufficiently small initial weights. In contrast, we show that for non-amenable graphs the LRRW is transient for sufficiently…

概率论 · 数学 2014-05-08 Omer Angel , Nicholas Crawford , Gady Kozma

In this article we show that the empirical measure of certain continuous time random walks satisfies a strong large deviation principle with respect to a topology introduced in~\cite{MV2016} by Mukherjee and Varadhan. This topology is…

概率论 · 数学 2024-09-04 Dirk Erhard , Tertuliano Franco , Joedson de Jesus Santana

We study random walks on Erd\"os-R\'enyi random graphs in which, every time the random walk returns to the starting point, first an edge probability is independently sampled according to a priori measure $\mu$, and then an Erd\"os-R\'enyi…

概率论 · 数学 2025-02-06 Giulio Iacobelli , Guilherme Ost , Daniel Y. Takahashi

A step-reinforced random walk is a discrete-time non-Markovian process with long range memory. At each step, with a fixed probability p, the positively step-reinforced random walk repeats one of its preceding steps chosen uniformly at…

概率论 · 数学 2023-11-28 Zhishui Hu , Yiting Zhang

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

Vertex-Reinforced Random Walk (VRRW), defined by Pemantle (1988a), is a random process in a continuously changing environment which is more likely to visit states it has visited before. We consider VRRW on arbitrary graphs and show that on…

概率论 · 数学 2016-09-07 Stanislov Volkov

It is known that simulation of the mean position of a Reflected Random Walk (RRW) $\{W_n\}$ exhibits non-standard behavior, even for light-tailed increment distributions with negative drift. The Large Deviation Principle (LDP) holds for…

概率论 · 数学 2010-11-01 Ken R. Duffy , Sean P. Meyn

We consider random walks evolving on two models of connected and undirected graphs and study the exact large deviations of a local dynamical observable. We prove, in the thermodynamic limit, that this observable undergoes a first-order…

统计力学 · 物理学 2024-09-09 Giorgio Carugno , Pierpaolo Vivo , Francesco Coghi

We prove existence of the large deviation principle, with a proper convex rate function, for the distribution of the renormalized distance from the origin of a random walk on a free product of finitely generated groups. As a consequence, we…

概率论 · 数学 2021-10-26 Emilio Corso

We consider a dynamic Erd\H{o}s-R\'enyi random graph (ERRG) on $n$ vertices in which each edge switches on at rate $\lambda$ and switches off at rate $\mu$, independently of other edges. The focus is on the analysis of the evolution of the…

概率论 · 数学 2020-09-29 Peter Braunsteins , Frank den Hollander , Michel Mandjes
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