相关论文: Taming Irrationality: An Invariance Principle for …

In this paper we study a random walk on an affine building of type $\tilde{A}_r$, whose radial part, when suitably normalized, converges to the Brownian motion of the Weyl chamber. This gives a new discrete approximation of this process,…

Let ${\cal T}$ be a rooted Galton-Watson tree with offspring distribution $\{p_k\}$ that has $p_0=0$, mean $m=\sum kp_k>1$ and exponential tails. Consider the $\lambda$-biased random walk $\{X_n\}_{n\geq 0}$ on ${\cal T}$; this is the…

For a random walk defined for a doubly infinite sequence of times, we let the time parameter itself be an integer-valued process, and call the orginal process a random walk at random time. We find the scaling limit which generalizes the…

A random walk problem with particles on discrete double infinite linear grids is discussed. The model is based on the work of Montroll and others. A probability connected with the problem is given in the form of integrals containing…

Let $(\xi_k, \eta_k)_{k\geq 1}$be independent identically distributed random vectors with arbitrarily dependent positive components and $T_k:=\xi_1+\ldots+\xi_{k-1}+\eta_k$for $k\in\mathbb{N}$. We call the random sequence {T_k, k=1,2...} a…

We consider a random walk on Z^d in an i.i.d. balanced random environment, that is a random walk for which the probability to jump from x to nearest neighbor x+e is the same as to nearest neighbor x-e. Assuming that the environment is…

In this thesis, we study the diffusive and ballistic behaviors of random walk in random environment (RWRE) in an integer lattice with dimension at least 2. Our contributions are in three directions: a conditional law of large numbers and…

The aim of this paper is to deepen the analysis of the asymptotic behavior of the so-called minimal random walk (MRW) using a new martingale approach. The MRW is a discrete-time random walk with infinite memory that has three regimes…

We consider the simple random walk on the (unique) infinite cluster of super-critical bond percolation in $\Z^d$ with $d\ge2$. We prove that, for almost every percolation configuration, the path distribution of the walk converges weakly to…

We introduce a continuous-time random walk model on an infinite multilayer structure inspired by transportation networks. Each layer is a copy of $\mathbb{R}^d$, indexed by a non-negative integer. A walker moves within a layer by means of…

In generic Hamiltonian systems with a mixed phase space chaotic transport may be directed and ballistic rather than diffusive. We investigate one particular model showing this behaviour, namely a spatially periodic billiard chain in which…

The paper deals with a new class of random walks strictly connected with the Pareto distribution. We consider stochastic processes in the sense of generalized convolution or weak generalized convolution following the idea given in [1]. The…

We consider a random walk in $\mathbb Z^d$ which jumps from a site $x$ to a nearest neighboring site $x+e$ (where $e\in V:=\{x\in\mathbb Z^d: |x|_1=1\}$) with probability $p_0(e)+\epsilon\xi(x,e)$. Here $\sum_e p_0(e)=1$, $p_0(e)> 0$,…

We consider transient random walks on a strip in a random environment. The model was introduced by Bolthausen and Goldsheid [Comm. Math. Phys. 214 (2000) 429--447]. We derive a strong law of large numbers for the random walks in a general…

We consider an i.i.d. random environment with a strong form of transience on the two dimensional integer lattice. Namely, the walk always moves forward in the y-direction. We prove a functional CLT for the quenched expected position of the…

We study diffusion on a periodic billiard table with infinite horizon in the limit of narrow corridors. An effective trapping mechanism emerges according to which the process can be modeled by a L\'evy walk combining…

We introduce the spherical wedge billiard, a dynamical system consisting of a particle moving along a geodesic on a closed non-Euclidean surface of a spherical wedge. We derive the analytic form of the corresponding Poincar\'e map and find…

Simple random walks on a partially directed version of $\mathbb{Z}^2$ are considered. More precisely, vertical edges between neighbouring vertices of $\mathbb{Z}^2$ can be traversed in both directions (they are undirected) while horizontal…

Via a Dirichlet form extension theorem and making full use of two-sided heat kernel estimates, we establish quenched invariance principles for random walks in random environments with a boundary. In particular, we prove that the random walk…

Random walks in random scenery are processes defined by $$Z_n:=\sum_{k=1}^n\omega_{S_k}$$ where $S:=(S_k,k\ge 0)$ is a random walk evolving in $\mathbb{Z}^d$ and $\omega:=(\omega_x, x\in{\mathbb Z}^d)$ is a sequence of i.i.d. real random…