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We study existence of percolation in the hierarchical group of order $N$, which is an ultrametric space, and transience and recurrence of random walks on the percolation clusters. The connection probability on the hierarchical group for two…

概率论 · 数学 2016-02-09 D. A. Dawson , L. G. Gorostiza

In the present paper, we study long time asymptotics of non-symmetric random walks on crystal lattices from a view point of discrete geometric analysis due to Kotani and Sunada [11, 23]. We observe that the Euclidean metric associated with…

概率论 · 数学 2015-10-20 Satoshi Ishiwata , Hiroshi Kawabi , Motoko Kotani

Let $S_n$ be partial sums of an i.i.d. sequence $\{X_i\}$. We assume that $\mathbb{E} X_1 <0$ and $\mathbb{P}[X_1>0]>0$. In this paper we study the first passage time $$ \tau_u = \inf\{n:\; S_n > u\}. $$ The classical Cram\'er's estimate of…

概率论 · 数学 2016-08-09 Dariusz Buraczewski , Mariusz Maślanka

We investigate the long-term behavior of a random walker evolving on top of the simple symmetric exclusion process (SSEP) at equilibrium, in dimension one. At each jump, the random walker is subject to a drift that depends on whether it is…

概率论 · 数学 2020-10-28 Marcelo R. Hilário , Daniel Kious , Augusto Teixeira

We consider $Z^d$, with d bigger or equal to three. We investigate the vacant set of random interlacements in the strongly percolative regime, the vacant set of the simple random walk, and the excursion set above a given level of the…

概率论 · 数学 2019-07-08 Alain-Sol Sznitman

We study level-set percolation for the harmonic crystal on $\mathbb{Z}^d$, $d \geq 3$, with uniformly elliptic random conductances. We prove that this model undergoes a non-trivial phase transition at a critical level that is almost surely…

概率论 · 数学 2021-08-18 Alberto Chiarini , Maximilian Nitzschner

We show that the dissipative Abelian sandpile on a graph L can be related to a random walk on a graph which consists of L extended with a trapping site. From this relation it can be shown, using exact results and a scaling assumption, that…

统计力学 · 物理学 2009-11-07 C. Vanderzande , F. Daerden

We study a biased random walk on the interlacement set of $\mathbb{Z}^d$ for $d\geq 3$. Although the walk is always transient, we can show, in the case $d=3$, that for any value of the bias the walk has a zero limiting speed and actually…

概率论 · 数学 2019-05-28 Alexander Fribergh , Serguei Popov

We evaluate the limit distribution of the maximal excursion of a random walk in any dimension for homogeneous environments and for self-similar supports under the assumption of spherical symmetry. This distribution is obtained in closed…

统计力学 · 物理学 2009-10-31 Roger Bidaux , Jerome Chave , Radim Vocka

We investigate a diffusive motion of a system of interacting Brownian particles in quasi-one-dimensional micropores. In particular, we consider a semi-infinite 1D geometry with a partially absorbing boundary and the hard-core inter-particle…

统计力学 · 物理学 2012-03-06 Artem Ryabov , Petr Chvosta

We present an analytical approach to study simple symmetric random walks (RWs) on a crossing geometry consisting of a plane square lattice crossed by $n_l$ number of lines that all meet each other at a single point (the origin) on the…

统计力学 · 物理学 2019-09-02 Reza Sepehrinia , Abbas Ali Saberi , Hor Dashti-Naserabadi

Let $(X_t, t \geq 0)$ be an $\alpha$-stable random walk with values in $\Z^d$. Let $l_t(x) = \int_0^t \delta_x(X_s) ds$ be its local time. For $p>1$, not necessarily integer, $I_t = \sum_x l_t^p(x)$ is the so-called $p$-fold self-…

概率论 · 数学 2012-05-23 Fabienne Castell , Clément Laurent , Clothilde Mélot

We consider a system of asymmetric independent random walks on $\mathbb{Z}^d$, denoted by $\{\eta_t,t\in{\mathbb{R}}\}$, stationary under the product Poisson measure $\nu_{\rho}$ of marginal density $\rho>0$. We fix a pattern $\mathcal{A}$,…

概率论 · 数学 2007-05-23 Amine Asselah , Pablo A. Ferrari

We study random walks in i.i.d. random environments on $\mathbb{Z}^d$ when there are two basic types of vertices, which we call "blue" and "red". Each color represents a different probability distribution on transition probability vectors.…

概率论 · 数学 2025-01-03 Daniel J. Slonim

Let (S_n)_{n\in\N} be a Z-valued random walk with increments from the domain of attraction of some \alpha-stable law and let (\xi(i))_{i\in\Z} be a sequence of iid random variables. We want to investigate U-statistics indexed by the random…

概率论 · 数学 2015-03-04 Brice Franke , Francoise Pene , Martin Wendler

We compute analytically the mean number of common sites, W_N(t), visited by N independent random walkers each of length t and all starting at the origin at t=0 in d dimensions. We show that in the (N-d) plane, there are three distinct…

统计力学 · 物理学 2015-06-05 Satya N. Majumdar , Mikhail V. Tamm

We consider a random walk on a closed manifold $M$ driven by a probability measure $\mu$ on the space of $C^2$ diffeomorphisms. Provided $\mu$ has compact support, satisfies certain gap and pinching conditions, and is weak-$*$ close to a…

动力系统 · 数学 2026-05-27 Timothée Bénard , Zhiyuan Zhang

We argue that the mean crossing number of a random polymer configuration is simply a measure of opacity, without being closely related to entanglement as claimed by several authors. We present an easy way of estimating its asymptotic…

统计力学 · 物理学 2009-10-31 Peter Grassberger

We investigate a class of line ensembles whose local structure is described by independent geometric random walk bridges, which have been conditioned to interlace with each other. The latter arise naturally in the context Schur processes,…

概率论 · 数学 2025-09-16 Evgeni Dimitrov

We consider random walks on $\Z^d$ among nearest-neighbor random conductances which are i.i.d., positive, bounded uniformly from above but whose support extends all the way to zero. Our focus is on the detailed properties of the paths of…

概率论 · 数学 2014-10-29 Marek Biskup , Oren Louidor , Alex Rozinov , Alexander Vandenberg-Rodes