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We derive the conditions for recurrence and transience for time-inhomogeneous birth-and-death processes considered as random walks with positively biased drifts. We establish a general result, from which the earlier known particular results…

概率论 · 数学 2023-05-11 Vyacheslav M. Abramov

We study a one-dimensional random walk whose expected drift depends both on time and the position of a particle. We establish a non-trivial phase transition for the recurrence vs. transience of the walk, and show some interesting…

概率论 · 数学 2007-11-16 Mikhail Menshikov , Stanislav Volkov

We provide necessary and sufficient conditions for explosion and implosion of birth-and-death (non-Markov) continuous-time random walks. In other words, we obtain conditions for $\infty$ to be accessible and for it to be an entrance point.…

概率论 · 数学 2025-11-17 Andrey Pilipenko , Vadym Tkachenko

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 consider a random walk on the first quadrant of the square lattice, whose increment law is, roughly speaking, homogeneous along a finite number of half-lines near each of the two boundaries, and hence essentially specified by…

概率论 · 数学 2025-04-25 Conrado da Costa , Mikhail Menshikov , Andrew Wade

We study a model of multi-excited random walk on a regular tree which generalizes the models of the once excited random walk and the digging random walk introduced by Volkov (2003). We show the existence of a phase transition of the…

概率论 · 数学 2008-12-10 Anne-Laure Basdevant , Arvind Singh

We consider general transformations of random walks on groups determined by Markov stopping times and prove that the asymptotic entropy (resp., rate of escape) of the transformed random walks is equal to the asymptotic entropy (resp., rate…

动力系统 · 数学 2019-08-12 Behrang Forghani

We consider a walker that at each step keeps the same direction with a probabilitythat depends on the time already spent in the direction the walker is currently moving. In this paper, we study some asymptotic properties of this persistent…

概率论 · 数学 2015-09-15 Peggy Cénac , Basile De Loynes , Arnaud Le Ny , Yoann Offret

We study how the recurrence and transience of space-time sets for a branching random walk on a graph depends on the offspring distribution. Here, we say that a space-time set $A$ is recurrent if it is visited infinitely often almost surely…

概率论 · 数学 2020-11-13 Tom Hutchcroft

Recently, in ["The coin-turning walk and its scaling limit", Electronic Journal of Probability, 25 (2020)], the ``coin-turning walk'' was introduced on ${\mathbb Z}$. It is a non-Markovian process where the steps form a (possibly)…

概率论 · 数学 2022-10-10 Janos Englander , Stanislav Volkov

Famously, a $d$-dimensional, spatially homogeneous random walk whose increments are non-degenerate, have finite second moments, and have zero mean is recurrent if $d \in \{1,2\}$ but transient if $d \geq 3$. Once spatial homogeneity is…

By appealing to renewal theory we determine the equations that the mean exit time of a continuous-time random walk with drift satisfies both when the present coincides with a jump instant or when it does not. Particular attention is paid to…

概率论 · 数学 2010-08-31 Miquel Montero , Javier Villarroel

We develop a criterion for transience for a general model of branching Markov chains. In the case of multi-dimensional branching random walk in random environment (BRWRE) this criterion becomes explicit. In particular, we show that…

概率论 · 数学 2008-11-12 Sebastian Müller

We consider two continuous-time generalizations of conservative random walks introduced in [J.Englander and S.Volkov (2022)], an orthogonal and a spherically-symmetrical one; the latter model is known as {\em random flights}. For both…

概率论 · 数学 2025-02-19 Satyaki Bhattacharya , Stanislav Volkov

In this note, we give an original convergence result for products of independent random elements of motion group. Then we consider dynamic random walks which are inhomogeneous Markov chains whose transition probability of each step is, in…

概率论 · 数学 2010-03-04 C. R. E. Raja , R. Schott

In quantum computation theory, quantum random walks have been utilized by many quantum search algorithms which provide improved performance over their classical counterparts. However, due to the importance of the quantum decoherence…

量子物理 · 物理学 2021-04-20 Chia-Han Chou , Wei-Shih Yang

We describe the full exit boundary of random walks on homogeneous trees, in particular, on the free groups. This model exhibits a phase transition, namely, the family of Markov measures under study loses ergodicity as a parameter of the…

概率论 · 数学 2015-04-28 A. Vershik , A. Malyutin

We give criteria for ergodicity, transience and null recurrence for the random walk in random environment on {0,1,2,...}, with reflection at the origin, where the random environment is subject to a vanishing perturbation. Our results…

概率论 · 数学 2011-10-18 M. V. Menshikov , Andrew R. Wade

We discuss the question of recurrence for persistent, or Newtonian, random walks in Z^2, i.e., random walks whose transition probabilities depend both on the walker's position and incoming direction. We use results by Toth and Schmidt-Conze…

概率论 · 数学 2008-05-27 Marco Lenci

Random walk on changing graphs is considered. For sequences of finite graphs increasing monotonically towards a limiting infinite graph, we establish transition probability upper bounds. It yields sufficient transience criteria for simple…

概率论 · 数学 2018-10-09 Ruojun Huang
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