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We give a sufficient condition for the existence of the harmonic measure from infinity of transient random walks on weighted graphs. In particular, this condition is verified by the random conductance model on $\Z^d$, $d\geq 3$, when the…

概率论 · 数学 2012-02-16 Daniel Boivin , Clément Rau

We investigate the invariant probability measures for Cherry flows, i.e. flows on the two-torus which have a saddle, a source, and no other fixed points, closed orbits or homoclinic orbits. In the case when the saddle is dissipative or…

动力系统 · 数学 2015-05-30 Radu Saghin , Edson Vargas

We consider the continuous-time random walk of a particle in a two-dimensional self-affine quenched random potential of Hurst exponent $H>0$. The corresponding master equation is studied via the strong disorder renormalization procedure…

无序系统与神经网络 · 物理学 2010-02-01 Cecile Monthus , Thomas Garel

We prove that the dimension drop phenomenon holds for the harmonic measure associated to a transient random walk in a random environment (as defined by R. Lyons and R. Pemantle in 1992 and generalized by G. Faraud in 2011) on an infinite…

概率论 · 数学 2017-11-22 Pierre Rousselin

We study continuous-time (variable speed) random walks in random environments on $\mathbb{Z}^d$, $d\ge2$, where, at time $t$, the walk at $x$ jumps across edge $(x,y)$ at time-dependent rate $a_t(x,y)$. The rates, which we assume stationary…

概率论 · 数学 2020-01-06 Marek Biskup , Pierre-François Rodriguez

The node2vec random walk is a non-Markovian random walk on the vertex set of a graph, widely used for network embedding and exploration. This random walk model is defined in terms of three parameters which control the probability of,…

概率论 · 数学 2026-04-16 Luca Avena , Gianmarco Bet , Lars Schroeder , Clara Stegehuis

Let $\mu_1,... \mu_k$ be $d$-dimensional probability measures in $\R^d$ with mean 0. At each step we choose one of the measures based on the history of the process and take a step according to that measure. We give conditions for transience…

概率论 · 数学 2012-03-16 Yuval Peres , Serguei Popov , Perla Sousi

A deterministic walk in a random environment can be understood as a general random process with finite-range dependence that starts repeating a loop once it reaches a site it has visited before. Such process lacks the Markov property. We…

概率论 · 数学 2012-10-15 Ivan Matic

In the article, we address the problem of absolute continuity of translated Rosenblatt measures on the path space. In [\v{C}oupek, P., K\v{r}\'i\v{z}, P., Maslowski, B., Stoch. Proc. Appl. 179 (2025) art. no. 104499], it is shown that there…

概率论 · 数学 2026-04-28 Petr Čoupek , Tyrone E. Duncan , Bozenna Pasik-Duncan , Jakub Slavík

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…

We establish a general version of the strong KPZ universality conjecture near the axis for random walks in a random environment (RWRE) on $\mathbb{Z}^2$. For an i.i.d. elliptic random environment, we consider the quenched large deviations…

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

We consider a Branching Random Walk on $\R$ whose step size decreases by a fixed factor, $0<b<1$, with each turn. This process generates a random probability measure on $\R$, that is, the limit of uniform distribution among the $2^n$…

概率论 · 数学 2011-07-20 Itai Benjamini , Ori Gurel-Gurevich , Boris Solomyak

We construct a two-dimensional counterexample of a random walk in random environment (RWRE). The environment is stationary, mixing and perturbative, and the corresponding RWRE has non-trivial probability to wander off to the upper right.…

概率论 · 数学 2012-03-15 Hadrian Heil

We study the asymptotic behaviour of random walks in i.i.d. random environments on $\Z^d$. The environments need not be elliptic, so some steps may not be available to the random walker. We prove a monotonicity result for the velocity (when…

概率论 · 数学 2018-11-27 Mark Holmes , Thomas S. Salisbury

In this article we provide a proof of the so called absolute continuity theorem for random dynamical systems on $R^d$ which have an invariant probability measure. First we present the construction of local stable manifolds in this case.…

概率论 · 数学 2014-01-07 Moritz Biskamp

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

We consider many-particle diffusion in one spatial dimension modeled as Random Walks in a Random Environment (RWRE). A shared short-range space-time random environment determines the jump distributions that drive the motion of the…

统计力学 · 物理学 2024-06-26 Jacob Hass , Hindy Drillick , Ivan Corwin , Eric Corwin

This paper states a law of large numbers for a random walk in a random iid environment on ${\mathbb Z}^d$, where the environment follows some Dirichlet distribution. Moreover, we give explicit bounds for the asymptotic velocity of the…

概率论 · 数学 2007-05-23 Nathanaël Enriquez , Christophe Sabot

We study a class of Markov chains that model the evolution of a quantum system subject to repeated measurements. Each Markov chain in this class is defined by a measure on the space of matrices. It is then given by a random product of…

概率论 · 数学 2017-04-03 Tristan Benoist , Martin Fraas , Yan Pautrat , Clément Pellegrini