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We prove new results on lazy random walks on finite graphs. To start, we obtain new estimates on return probabilities $P^t(x,x)$ and the maximum expected hitting time $t_{\rm hit}$, both in terms of the relaxation time. We also prove a…

概率论 · 数学 2018-07-19 Roberto I. Oliveira , Yuval Peres

Suppose that S is an asymptotically stable random walk with norming sequence c_{n} and that T_{x} is the time that S first enters (x,\inf), where x\ge 0. The asymptotic behaviour of P(T_0=n) has been described in a recent paper of Vatutin…

概率论 · 数学 2010-06-29 Ronald Doney

The distribution of the first positive position reached by a random walker starting at the origin is central to the analysis of extremes and records in one-dimensional random walks. In this work, we present a detailed and self-contained…

统计力学 · 物理学 2025-10-21 Claude Godrèche , Jean-Marc Luck

We study the appearance of first-order dynamical phase transitions (DPTs) as `intermittent' co-existing phases in the fluctuations of random walks on graphs. We show that the diverging time scale leading to critical behaviour is the waiting…

统计力学 · 物理学 2024-09-09 David C. Stuhrmann , Francesco Coghi

In this paper we present a recurrence criterion for the frog model on $\mathbb{Z}^d$ with an i.i.d. initial configuration of sleeping frogs and such that the underlying random walk has a drift to the right.

概率论 · 数学 2014-11-19 Christian Döbler , Lorenz Pfeifroth

We study the enhanced diffusivity in the so called elephant random walk model with stops (ERWS) by including symmetric random walk steps at small probability $\epsilon$. At any $\epsilon > 0$, the large time behavior transitions from…

概率论 · 数学 2017-05-09 Jiancheng Lyu , Jack Xin , Yifeng Yu

In this paper, we consider the $(1,R)$ state-dependent reflecting random walk (RW) on the half line, allowing the size of jumps to the right at maximal $R$ and to the left only 1. We provide an explicit criterion for positive recurrence and…

概率论 · 数学 2013-02-27 Wenming Hong , Ke Zhou

The elephant random walk (ERW) is a microscopic, one-dimensional, discrete-time, non-Markovian random walk, which can lead to anomalous diffusion due to memory effects. In this study, I propose a multi-dimensional generalization in which…

统计力学 · 物理学 2019-12-02 Vitor M. Marquioni

The random walk in Dirichlet environment is a random walk in random environment where the transition probabilities are independent Dirichlet random variables. This random walk exhibits a property of statistical invariance by time-reversal…

概率论 · 数学 2019-11-07 Rémy Poudevigne

The random flights are (continuous time) random walkswith finite velocity. Often, these models describe the stochastic motions arising in biology. In this paper we study the large time asymptotic behavior of random flights. We prove the…

概率论 · 数学 2012-11-30 Alessandro De Gregorio , Claudio Macci

We consider a randomized urn model with objects of finitely many colors. The replacement matrices are random, and are conditionally independent of the color chosen given the past. Further, the conditional expectations of the replacement…

概率论 · 数学 2022-10-18 Ujan Gangopadhyay , Krishanu Maulik

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 the two-dimensional simple random walk conditioned on never hitting the origin, which is,formally speaking, the Doob's $h$-transform of the simple random walk with respect to the potential kernel. We then study the behavior of…

概率论 · 数学 2020-05-01 Serguei Popov , Leonardo T. Rolla , Daniel Ungaretti

We study a $d$-dimensional random walk with zero mean and finite variance in the Weyl chambers of type C and D. Under optimal moment assumptions we construct positive harmonic functions for random walks killed on exiting Weyl chambers. We…

概率论 · 数学 2025-10-28 Denis Denisov , Will FitzGerald , Kaiyuan Zhang

We consider a random walk in confined geometry, starting from a site and eventually reaching a target site. We calculate analytically the distribution of the occupation time on a third site, before reaching the target site. The obtained…

统计力学 · 物理学 2009-11-13 S. Condamin , V. Tejedor , O. Benichou

Quantum random walks have been much studied recently, largely due to their highly nonclassical behavior. In this paper, we study one possible route to classical behavior for the discrete quantum random walk on the line: the use of multiple…

量子物理 · 物理学 2009-11-07 Todd A. Brun , Hilary A. Carteret , Andris Ambainis

We revisit an old minor topic in algorithms, the deterministic walk on a finite graph which always moves toward the nearest unvisited vertex until every vertex is visited. There is an elementary connection between this cover time and…

概率论 · 数学 2021-03-19 David Aldous

Random walks on a group $G$ model many natural phenomena. A random walk is defined by a probability measure $p$ on $G$. We are interested in asymptotic properties of the random walks and in particular in the linear drift and the asymptotic…

概率论 · 数学 2015-12-14 Lorenz A. Gilch , François Ledrappier

Consider the extreme value of a Bernoulli random walk on the one-dimensional integer lattice, with reflection at 0, over a finite discrete time interval. Only the asymmetric (biased) case is discussed. Asymptotic mean/variance results are…

历史与综述 · 数学 2018-08-27 Steven R. Finch

We consider a last progeny modified branching random walk, in which the position of each particle at the last generation $n$ is modified by an i.i.d. copy of a random variable $Y$. Depending on the asymptotic properties of the tail of $Y$,…

概率论 · 数学 2026-02-03 Partha Pratim Ghosh , Bastien Mallein