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For a random walk on the integer lattice $\mathbb{Z}$ that is attracted to a strictly stable process with index $\alpha\in (1, 2)$ we obtain the asymptotic form of the transition probability for the walk killed when it hits a finite set.…

概率论 · 数学 2019-04-24 Kohei Uchiyama

We consider a weighted lattice $Z^d$ with conductance $\mu_e=|e|^{-\alpha}$. We show that the heat kernel of a variable speed random walk on it satisfies a two-sided Gaussian bound by using an intrinsic metric. We also show that when $d=2$…

概率论 · 数学 2015-10-02 Xinxing Chen

Consider a closed surface $M$ with negative Euler characteristic, and an admissible probability measure on the fundamental group of $M$ with finite first moment. Corresponding to each point in the Teichm\"uller space of $M$, there is an…

We consider random walks in a random environment that is given by i.i.d. Dirichlet distributions at each vertex of Z^d or, equivalently, oriented edge reinforced random walks on Z^d. The parameters of the distribution are a 2d-uplet of…

概率论 · 数学 2013-09-20 Christophe Sabot , Laurent Tournier

We study a discrete-time random walk on the non-negative integers, such that when 0 is reached a jump occurs to an arbitrary location, with given probabilities. We obtain an asymptotic formula for the expected position at large times, in…

概率论 · 数学 2011-09-01 Guy Katriel

We consider random walk among iid, uniformly elliptic conductances on $\mathbb Z^d$, and prove the Einstein relation (see Theorem 1). It says that the derivative of the velocity of a biased walk as a function of the bias equals the…

概率论 · 数学 2015-12-08 Nina Gantert , Xiaoqin Guo , Jan Nagel

We consider a discrete-time random walk on the nodes of an unbounded hexagonal lattice. We determine the probability generating functions, the transition probabilities and the relevant moments. The convergence of the stochastic process to a…

概率论 · 数学 2019-09-16 Antonio Di Crescenzo , Claudio Macci , Barbara Martinucci , Serena Spina

We study models of continuous time, symmetric, $\Z^d$-valued random walks in random environments. One of our aims is to derive estimates on the decay of transition probabilities in a case where a uniform ellipticity assumption is absent. We…

概率论 · 数学 2007-05-23 L. R. G. Fontes , P. Mathieu

We present a comparative study of several algorithms for an in-plane random walk with a variable step. The goal is to check the efficiency of the algorithm in the case where the random walk terminates at some boundary. We recently found…

统计力学 · 物理学 2019-04-17 Olga Klimenkova , Anton Yu. Menshutin , Lev N. Shchur

We develop a technique that provides a lower bound on the speed of transient random walk in a random environment on regular trees. A refinement of this technique yields upper bounds on the first regeneration level and regeneration time. In…

概率论 · 数学 2009-11-03 Andrea Collevecchio , Tom Schmitz

Consider the first exit time of one-dimensional Brownian motion $\{B_s\}_{s\geq 0}$ from a random passageway. We discuss a Brownian motion with two time-dependent random boundaries in quenched sense. Let $\{W_s\}_{s\geq 0}$ be an other…

概率论 · 数学 2018-09-18 You Lv

A Bernoulli random walk is a random trajectory starting from 0 and having i.i.d. increments, each of them being $+1$ or -1, equally likely. The other families cited in the title are Bernoulli random walks under various conditionings. A peak…

概率论 · 数学 2007-05-23 Jean-Maxime Labarbe , Jean-François Marckert

We consider the telegraph process with two velocities, $a_1>a_2\in\mathbb{R}$, and two rates of reversal, $\lambda_1,\lambda_2>0$. We study some of its features with respect to the conditional probability measure where both the initial…

概率论 · 数学 2022-02-07 Fabrizio Cinque

Consider a nearest-neighbor random walk with certain asymptotically zero drift on the positive half line. Let $M$ be the maximum of an excursion starting from $1$ and ending at $0.$ We study the distribution of $M$ and characterize its…

概率论 · 数学 2020-04-28 Hongyan Sun , Hua-Ming Wang

We consider a system of independent one-dimensional random walks in a common random environment under the condition that the random walks are transient with positive speed $v_P$. We give upper bounds on the quenched probability that at…

概率论 · 数学 2016-06-14 Jonathon Peterson

We consider a random walk on integers where at the first visits to a site the walker gets a positive drift, but where after a certain number of visits the walker gets a negative drift. We prove that the walker is almost surely transient to…

概率论 · 数学 2008-12-18 Bruno Schapira

We study a one-dimensional random walk among random conductances, with unbounded jumps. Assuming the ergodicity of the collection of conductances and a few other technical conditions (uniform ellipticity and polynomial bounds on the tails…

概率论 · 数学 2012-10-08 Christophe Gallesco , Serguei Popov

We introduce a multidimensional walk with memory and random tendency. The asymptotic behaviour is characterized, proving a law of large numbers and showing a phase transition from diffusive to superdiffusive regimes. In first case, we…

概率论 · 数学 2020-10-09 Manuel González-Navarrete

We consider a self-attracting random walk in dimension d=1, in presence of a field of strength s, which biases the walker toward a target site. We focus on the dynamic case (true reinforced random walk), where memory effects are implemented…

统计力学 · 物理学 2015-06-05 Elena Agliari , Raffaella Burioni , Guido Uguzzoni

We prove that every random walk in a uniformly elliptic random environment satisfying the cone mixing condition and a non-effective polynomial ballisticity condition with high enough degree has an asymptotic direction.

概率论 · 数学 2019-08-27 Enrique Guerra , Alejandro F. Ramírez