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Random walks in random scenery are processes defined by $Z_n:=\sum_{k=1}^n\xi_{X_1+...+X_k}$, where $(X_k,k\ge 1)$ and $(\xi_y,y\in{\mathbb Z}^d)$ are two independent sequences of i.i.d. random variables with values in ${\mathbb Z}^d$ and…

概率论 · 数学 2011-03-24 Fabienne Castell , Nadine Guillotin--Plantard , Françoise Pène

We consider a ballistic random walk in an i.i.d. random environment that does not allow retreating in a certain fixed direction. Homogenization and regeneration techniques combine to prove a law of large numbers and an averaged invariance…

概率论 · 数学 2007-06-13 F. Rassoul-Agha , T. Seppalainen

We prove limit theorems for random walks with $n$ steps in the $d$-dimensional Euclidean space as both $n$ and $d$ tend to infinity. One of our results states that the path of such a random walk, viewed as a compact subset of the…

概率论 · 数学 2023-05-23 Zakhar Kabluchko , Alexander Marynych

We study an extended dynamical system on the non-negative real line with piecewise linear non-uniformly expanding local dynamics. With a uniformly distributed initial state, the distribution of successive states coincides with that of a…

动力系统 · 数学 2026-01-09 Juho Leppänen

We consider a state-dependent, time-dependent, discrete random walks $X_t^{\{a_n\}}$ defined on natural numbers $\mathbb{N}$ (bent to a "stair" in $\mathbb{N}^2$) where the random walk depends on input of a positive deterministic sequence…

统计理论 · 数学 2019-10-01 Yufan Li , Jeffery Rosenthal

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 random walk X_n in Z_+, starting at X_0=x>= 0, with transition probabilities P(X_{n+1}=X_n+1|X_n=y>=1)=1/2-\delta/(4y+2\delta) P(X_{n+1}=X_n+1|X_n=y>=1)=1/2+\delta/(4y+2\delta) and X_{n+1}=1 whenever X_n=0. We prove that the…

概率论 · 数学 2009-11-13 Joël De Coninck , François Dunlop , Thierry Huillet

We introduce a new self-interacting random walk on the integers in a dynamic random environment and show that it converges to a pure diffusion in the scaling limit. We also find a lower bound on the diffusion coefficient in some special…

概率论 · 数学 2007-05-23 Majid Hosseini , Krishnamurthi Ravishankar

We formulate and prove a general weak limit theorem for quantum random walks in one and more dimensions. With $X_n$ denoting position at time $n$, we show that $X_n/n$ converges weakly as $n \to \infty$ to a certain distribution which is…

量子物理 · 物理学 2009-11-10 Geoffrey Grimmett , Svante Janson , Petra Scudo

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

Let $X_1, X_2, \ldots$ be a sequence of i.i.d. real-valued random variables with mean zero, and consider the scaled random walk of the form $Y^N_{k+1} = Y^N_{k} + a_N(Y^N_k) X_{k+1}$, where $a_N: \mathbb R \to \mathbb R_+$. We show, under…

概率论 · 数学 2015-09-24 Stefan Ankirchner , Thomas Kruse , Mikhail Urusov

This paper studies particle propagation in a one-dimensional inhomogeneous medium where the laws of motion are generated by chaotic and deterministic local maps. Assuming that the particle's initial location is random and uniformly…

概率论 · 数学 2011-10-18 Lasse Leskelä , Mikko Stenlund

We consider biased random walks in positive random conductances on the d-dimensional lattice in the zero-speed regime and study their scaling limits. We obtain a functional Law of Large Numbers for the position of the walker, properly…

概率论 · 数学 2016-09-07 Alexander Fribergh , Daniel Kious

Let $\xi(n, x)$ be the local time at $x$ for a recurrent one-dimensional random walk in random environment after $n$ steps, and consider the maximum $\xi^*(n) = \max_x \xi(n,x)$. It is known that $\limsup \xi^*(n)/n$ is a positive constant…

概率论 · 数学 2007-05-23 Amir Dembo , Nina Gantert , Yuval Peres , Zhan Shi

Place an obstacle with probability $1-p$ independently at each vertex of $\mathbb Z^d$, and run a simple random walk until hitting one of the obstacles. For $d\geq 2$ and $p$ strictly above the critical threshold for site percolation, we…

概率论 · 数学 2018-11-06 Jian Ding , Changji Xu

We consider random walks in dynamic random environments and propose a criterion which, if satisfied, allows to decompose the random walk trajectory into i.i.d. increments, and ultimately to prove limit theorems. The criterion involves the…

概率论 · 数学 2024-09-20 Julien Allasia , Rangel Baldasso , Oriane Blondel , Augusto Teixeira

We study the random walk $X$ on the range of a simple random walk on $\mathbb{Z}^d$ in dimensions $d\geq 4$. When $d\geq 5$ we establish quenched and annealed scaling limits for the process $X$, which show that the intersections of the…

概率论 · 数学 2015-06-11 David A. Croydon

We consider a one dimensional random walk in a random environment (RWRE) with a positive speed $\lim_{n\to\infty}\frac{X_n}{n}=v_\alpha>0$. Gantert and Zeitouni showed that if the environment has both positive and negative local drifts then…

概率论 · 数学 2015-09-02 Sung Won Ahn , Jonathon Peterson

This paper explores a conditional Gibbs theorem for a random walkinduced by i.i.d. (X_{1},..,X_{n}) conditioned on an extreme deviation of its sum (S_{1}^{n}=na_{n}) or (S_{1}^{n}>na_{n}) where a_{n}\rightarrow\infty. It is proved that when…

统计理论 · 数学 2012-07-04 Michel Broniatowski , Zhansheng Cao

The iterated random walk is a random process in which a random walker moves on a one-dimensional random walk which is itself taking place on a one-dimensional random walk, and so on. This process is investigated in the continuum limit using…

统计力学 · 物理学 2007-05-23 L. Turban