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相关论文: Scaling limit of loop erased random walk - a naive…

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Let \zeta be the intersection exponent of random walks in Z^3 and \alpha be a positive real number. We construct a stochastic process from a simple random walk by erasing loops of length at most N^\alpha. We will prove that for \alpha <…

概率论 · 数学 2007-05-23 Wei-Shih Yang , Aklilu Zeleke

We prove that the scaling limit of loop-erased random walk in a simply connected domain $D$ is equal to the radial SLE(2) path in $D$. In particular, the limit exists and is conformally invariant. It follows that the scaling limit of the…

概率论 · 数学 2008-11-26 Gregory F. Lawler , Oded Schramm , Wendelin Werner

We consider a one-dimensional random walk among biased i.i.d. conductances, in the case where the random walk is transient but sub-ballistic: this occurs when the conductances have a heavy-tail at $+\infty$ or at $0$. We prove that the…

概率论 · 数学 2019-04-16 Quentin Berger , Michele Salvi

We develop nonlinear renewal theorems for a perturbed random walk without assuming stochastic boundedness of centered perturbation terms. A second order expansion of the expected stopping time is obtained via the uniform integrability of…

统计理论 · 数学 2007-06-13 Keiji Nagai , Cun-Hui Zhang

We establish the scaling limit of a class of boundary random walks to the full spectrum of Brownian-type processes on the half-line. By solving the associated martingale problem and employing weak convergence techniques, we prove that under…

概率论 · 数学 2025-10-03 Juan Carlos Arroyave , Eldon Barros , Eduardo Pimenta

We consider a random walk amongst positive random conductances on $\mathbb{Z}^d, d \ge 2$, with directional bias. When the conductances have a stable distribution with parameter $\gamma \in (0, 1)$, the walk is sub-ballistic. In this regime…

概率论 · 数学 2025-07-28 Umberto De Ambroggio , Carlo Scali

Central limit theorems for random walks in quenched random environments have attracted plenty of attention in the past years. More recently still, finer local limit theorems -- yielding a Gaussian density multiplied by a highly oscillatory…

概率论 · 数学 2013-03-07 Mikko Stenlund

We give a new proof of a result of Kenyon that the growth exponent for loop-erased random walks in two dimensions is 5/4. The proof uses the convergence of LERW to Schramm-Loewner evolution with parameter 2, and is valid for irreducible…

概率论 · 数学 2009-10-28 Robert Masson

This paper considers the optimal scaling problem for high-dimensional random walk Metropolis algorithms for densities which are differentiable in Lp mean but which may be irregular at some points (like the Laplace density for example)…

概率论 · 数学 2016-04-25 Alain Durmus , Sylvain Le Corff , Eric Moulines , Gareth O. Roberts

In this paper we present a new and flexible method to show that, in one dimension, various self-repellent random walks converge to self-repellent Brownian motion in the limit of weak interaction after appropriate space-time scaling. Our…

概率论 · 数学 2007-05-23 R. van der Hofstad , F. den Hollander , W. Koenig

We simulate loop-erased random walks on simple (hyper-)cubic lattices of dimensions 2,3, and 4. These simulations were mainly motivated to test recent two loop renormalization group predictions for logarithmic corrections in $d=4$,…

统计力学 · 物理学 2015-05-13 Peter Grassberger

We prove that random walks in random environments, that are exponentially mixing in space and time, are almost surely diffusive, in the sense that their scaling limit is given by the Wiener measure.

数学物理 · 物理学 2009-11-13 Jean Bricmont , Antti Kupiainen

We study downward deviations of the maximum local time of the discrete-time simple random walk on $\mathbb{Z}^d$, $d\ge 3$. In our previous paper \cite{li2026ldmaxlocal}, the corresponding upper bound was established, while the matching…

概率论 · 数学 2026-05-26 Xinyi Li , Yushu Zheng

In this work, we consider loop-erased random walk (LERW) in three dimensions and give an asymptotic estimate on the one-point function for LERW and the non-intersection probability of LERW and simple random walk in three dimensions for…

概率论 · 数学 2018-07-03 Xinyi Li , Daisuke Shiraishi

This paper enhances the result of the work [G. Kozma, B. T\'oth, Ann. Probab. vol. 45 (2017) 4307-4347] . We prove the central limit theorem (in probability w.r.t. the environment) for the displacement of a random walker in divergence-free…

概率论 · 数学 2026-02-19 Bálint Tóth

We give a local central limit theorem for simple random walks on Z^d, including Gaussian error estimates. The detailed proof combines standard large deviation techniques with Cramer-Edgeworth expansions for lattice distributions.

概率论 · 数学 2007-05-23 Christine Ritzmann

We study the quenched behaviour of a perturbed version of the simple symmetric random walk on the set of integers. The random walker moves symmetrically with an exception of some randomly chosen sites where we impose a random drift. We show…

概率论 · 数学 2023-01-03 Dariusz Buraczewski , Piotr Dyszewski , Alicja Kołodziejska

We derive a perturbation expansion for general self-interacting random walks, where steps are made on the basis of the history of the path. Examples of models where this expansion applies are reinforced random walk, excited random walk, the…

概率论 · 数学 2010-01-13 Remco van der Hofstad , Mark Holmes

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

In this article we study a one dimensional model for a polymer in a poor solvent: the random walk on $\mathbb{Z}$ penalized by its range. More precisely, we consider a Gibbs transformation of the law of the simple symmmetric random walk by…

概率论 · 数学 2022-07-21 Nicolas Bouchot