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A decoupled standard random walk is a sequence of independent random variables $(\hat{S}_n)_{n \geq 1}$ such that, for each $n \geq 1$, the distribution of $\hat{S}_n$ is the same as that of $S_n = \xi_1 + \ldots + \xi_n$, where $(\xi_k)_{k…

概率论 · 数学 2025-08-08 Dariusz Buraczewski , Alexander Iksanov , Alexander Marynych

A discrete time quantum walk is considered in which the step lengths are chosen to be either $1$ or $2$ with the additional feature that the walker is persistent with a probability $p$. This implies that with probability $p$, the walker…

量子物理 · 物理学 2020-04-08 Suchetana Mukhopadhyay , Parongama Sen

We consider a random walk in a fixed Z environment composed of two point types: (q,1-q) and (p,1-p) for 1/2<q<p. We study the expected hitting time at N for a given number k of p-drifts in the interval [1,N-1], and find that this time is…

概率论 · 数学 2017-06-19 Amichai Lampert , Assaf Shapira

We prove large deviations principles (LDPs) for the perimeter and the area of the convex hull of a planar random walk with finite Laplace transform of its increments. We give explicit upper and lower bounds for the rate function of the…

概率论 · 数学 2021-04-05 Arseniy Akopyan , Vladislav Vysotsky

We consider the vacant set of random interlacements on Z^d, with d bigger or equal to 3, in the percolative regime. Motivated by the large deviation principles obtained in our recent work arXiv:1304.7477, we investigate the asymptotic…

概率论 · 数学 2014-03-18 Xinyi Li , Alain-Sol Sznitman

We derive a functional central limit theorem for the excursion of a random walk conditioned on sweeping a prescribed geometric area. We assume that the increments of the random walk are integer-valued, centered, with a third moment equal to…

概率论 · 数学 2019-10-30 Philippe Carmona , Nicolas Pétrélis

We investigate random walks on the general linear group constrained within a specific domain, with a focus on their asymptotic behavior. In a previous work [38], we constructed the associated harmonic measure, a key element in formulating…

概率论 · 数学 2025-07-16 Ion Grama , Jean-François Quint , Hui Xiao

In this paper we study a random walk in a one-dimensional dynamic random environment consisting of a collection of independent particles performing simple symmetric random walks in a Poisson equilibrium with density $\rho \in (0,\infty)$.…

We consider integer-valued random walks with independent but not identically distributed increments, and extend to this context several classical estimates, including a local limit theorem, precise small-ball estimates (both conditional on…

概率论 · 数学 2025-11-13 Sébastien Ott , Yvan Velenik

We consider a system of particles performing a discrete-time binary branching random walk with independent standard normal increments subject to a penalty $\b$ for every pair of particles that get within distance $\e$ of each other at every…

概率论 · 数学 2026-03-16 Anton Bovier , Lisa Hartung , Frank den Hollander

We prove that the local time process of a planar simple random walk, when time is scaled logarithmically, converges to a non-degenerate pure jump process. The convergence takes place in the Skorokhod space with respect to the $M1$ topology…

概率论 · 数学 2016-03-25 Péter Nándori , Zeyu Shen

The paper considers a continuous-time birth-death process where the jump rate has an asymptotically polynomial dependence on the process position. We obtain a rough exponential asymptotics for the probability of excursions of a re-scaled…

概率论 · 数学 2018-06-26 N. D. Vvedenskaya , A. V. Logachov , Y. M. Suhov , A. A. Yambartsev

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 consider a random walk on the support of an ergodic simple point process on R^d, d>1, furnished with independent energy marks. The jump rates of the random walk decay exponentially in the jump length and depend on the energy marks via a…

数学物理 · 物理学 2007-05-23 A. Faggionato , P. Mathieu

Random walks describe diffusion processes, where movement at every time step is restricted to only the neighbouring locations. We construct a quantum random walk algorithm, based on discretisation of the Dirac evolution operator inspired by…

量子物理 · 物理学 2015-03-13 Apoorva Patel , Md. Aminoor Rahaman

The decay of directional correlations in self-avoiding random walks on the square lattice is investigated. Analysis of exact enumerations and Monte Carlo data suggest that the correlation between the directions of the first step and the…

统计力学 · 物理学 2009-11-07 E. Eisenberg , A. Baram

This paper is a collection of recent results on discrete-time and continuous-time branching random walks. Some results are new and others are known. Many aspects of this theory are considered: local, global and strong local survival, the…

概率论 · 数学 2018-05-07 Daniela Bertacchi , Fabio Zucca

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 consider random walks with finite second moment which drifts to $-\infty$ and have heavy tail. We focus on the events when the minimum and the final value of this walk belong to some compact set. We first specify the associated…

概率论 · 数学 2013-12-12 Vincent Bansaye , Vladimir Vatutin

Consider a sequence of independent random isometries of Euclidean space with a previously fixed probability law. Apply these isometries successively to the origin and consider the sequence of random points that we obtain this way. We prove…

动力系统 · 数学 2015-08-17 Péter Pál Varjú
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