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In this paper we improve the best known constant for the discrepancy formulated in the Komlos Conjecture. The result is based on the improvement of the subgaussian bound for the random vector constructed in the Gram-Schmidt Random Walk…

概率论 · 数学 2024-04-09 Witold Bednorz , Piotr Godlewski

We study the shrinking Pearson random walk in two dimensions and greater, in which the direction of the Nth is random and its length equals lambda^{N-1}, with lambda<1. As lambda increases past a critical value lambda_c, the endpoint…

数据分析、统计与概率 · 物理学 2010-01-25 C. A. Serino , S. Redner

We prove an estimate for the probability that a simple random walk in a simply connected subset A of Z^2 starting on the boundary exits A at another specified boundary point. The estimates are uniform over all domains of a given inradius.…

概率论 · 数学 2009-05-15 Michael J. Kozdron , Gregory F. Lawler

We study the asymptotics of the $p$-mapping model of random mappings on $[n]$ as $n$ gets large, under a large class of asymptotic regimes for the underlying distribution $p$. We encode these random mappings in random walks which are shown…

概率论 · 数学 2007-05-23 David J. Aldous , Gregory Miermont , Jim Pitman

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 $\sum_e p_0(e)=1$, $p_0(e)> 0$,…

概率论 · 数学 2017-01-31 Alejandro F. Ramirez

We consider a one dimensional random walk in random environment that is uniformly biased to one direction. In addition to the transition probability, the jump rate of the random walk is assumed to be spatially inhomogeneous and random. We…

概率论 · 数学 2018-11-27 Amir Dembo , Ryoki Fukushima , Naoki Kubota

In this article we consider transient random walks on free products of graphs. We prove that the asymptotic range of these random walks exists and is strictly positive. In particular, we show that the range varies real-analytically in terms…

概率论 · 数学 2022-12-05 Lorenz A. Gilch

Let $G$ be a connected semisimple real Lie group with finite center, and $\mu$ a probability measure on $G$ whose support generates a Zariski-dense subgroup of $G$. We consider the right $\mu$-random walk on $G$ and show that each random…

动力系统 · 数学 2022-10-18 Timothée Bénard

Fix $p>1$, not necessarily integer, with $p(d-2)<d$. We study the $p$-fold self-intersection local time of a simple random walk on the lattice $\Z^d$ up to time $t$. This is the $p$-norm of the vector of the walker's local times, $\ell_t$.…

概率论 · 数学 2011-06-10 Mathias Becker , Wolfgang König

This paper presents a sharp approximation of the density of long runs of a random walk conditioned on its end value or by an average of a functions of its summands as their number tends to infinity. The conditioning event is of moderate or…

概率论 · 数学 2011-06-14 Michel Broniatowski , Virgile Caron

In this paper we present closed-form expressions for the wave function that governs the evolution of the discrete-time quantum walk on a line when the coin operator is arbitrary. The formulas were derived assuming that the walker can either…

量子物理 · 物理学 2015-02-18 Miquel Montero

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…

概率论 · 数学 2014-09-29 Nadine Guillotin-Plantard , Julien Poisat

Squaring and adding $\pm 1$ mod p generates a curiously intractable random walk. A similar process over the finite field $\mathbf{F}_q$ (with $q=2^d$) leads to novel connections between elementary Galois theory and probability.

概率论 · 数学 2021-07-08 Persi Diaconis , Jimmy He , I. Martin Isaacs

The rate of convergence of simple random walk on the Heisenberg group over $Z/nZ$ with a standard generating set was determined by Bump et al [1,2]. We extend this result to random walks on the same groups with an arbitrary minimal…

概率论 · 数学 2016-07-20 Aaron Abrams , Henry Landau , Zeph Landau , James Pommersheim

Consider a simple random walk on the integers with the following transition mechanism. At each site $x$, the probability of jumping to the right is $\omega(x)\in[\frac12,1)$, until the first time the process jumps to the left from site $x$,…

概率论 · 数学 2015-05-13 Ross Pinsky

Given a random walk a method is presented to produce a matrix of transition probabilities that is consistent with that random walk. The method is a kind of reverse application of the usual ergodicity and is tested by using a transition…

综合物理 · 物理学 2017-08-02 Lawrence S. Schulman

We prove an invariance principle for continuous-time random walks in a dynamically averaging environment on $\mathbb Z$. In the beginning, the conductances may fluctuate substantially, but we assume that as time proceeds, the fluctuations…

概率论 · 数学 2020-09-24 Stein Andreas Bethuelsen , Christian Hirsch , Christian Mönch

We study the transition probability, say $p_A^n(x,y)$, of a one-dimensional random walk on the integer lattice killed when entering into a non-empty finite set $A$. The random walk is assumed to be irreducible and have zero mean and a…

概率论 · 数学 2017-01-24 Kohei Uchiyama

We consider a Branching Random Walk on $\R$ whose step size decreases by a fixed factor, $0<b<1$, with each turn. This process generates a random probability measure on $\R$, that is, the limit of uniform distribution among the $2^n$…

概率论 · 数学 2011-07-20 Itai Benjamini , Ori Gurel-Gurevich , Boris Solomyak

We prove strong theorems for the local time at infinity of a nearest neighbor transient random walk. First, laws of the iterated logarithm are given for the large values of the local time. Then we investigate the length of intervals over…

概率论 · 数学 2007-07-06 Endre Csáki , Antónia Földes , Pál Révész