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In this paper we consider a sequence of n coin tosses, whose outcome depends on the previous n-1 tosses. In particular, their distribution is not i.i.d. We compute the limiting distribution of this sequence using the method of images.

概率论 · 数学 2014-12-15 Ritwik Mukherjee

We introduce a random walk in random environment associated to an underlying directed polymer model in $1+1$ dimensions. This walk is the positive temperature counterpart of the competition interface of percolation and arises as the limit…

概率论 · 数学 2015-10-29 Nicos Georgiou , Firas Rassoul-Agha , Timo Seppäläinen , Atilla Yilmaz

We consider a d-dimensional random walk in random scenery X(n), where the scenery consists of i.i.d. with exponential moments but a tail decay of the form exp(-c t^a) with a<d/2. We study the probability, when averaged over both randomness,…

概率论 · 数学 2007-05-23 Amine Asselah , Fabienne Castell

We propose a general framework for quantum walks on d-dimensional spaces. We investigate asymptotic behavior of these walks. Among them, existence of limit distribution of homogeneous walks is proved. In this theorem, the support of the…

数学物理 · 物理学 2021-05-19 Hiroki Sako

The random walk in Dirichlet environment is a random walk in random environment where the transition probabilities are independent Dirichlet random variables. This random walk exhibits a property of statistical invariance by time-reversal…

概率论 · 数学 2019-11-07 Rémy Poudevigne

We consider a random walk on a supercritical Galton-Watson tree with leaves, where the transition probabilities of the walk are determined by biases that are randomly assigned to the edges of the tree. The biases are chosen independently on…

概率论 · 数学 2012-05-03 Alan Hammond

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

We prove the limit theorem for paths of random walks with $n$ steps in $\mathbb{R}^d$ as $n$ and $d$ both go to infinity. For this, the paths are viewed as finite metric spaces equipped with the $\ell_p$-metric for $p\in[1,\infty)$. Under…

概率论 · 数学 2025-12-15 Bochen Jin

We prove a law of large numbers for a class of multidimensional random walks in random environments where the environment satisfies appropriate mixing conditions, which hold when the environment is a weak mixing field in the sense of…

概率论 · 数学 2007-05-23 Francis Comets , Ofer Zeitouni

In this paper, a branching random walk $(V(x))$ in the boundary case is studied, where the associated one dimensional random walk is in the domain of attraction of an $\alpha-$stable law with $1<\alpha<2$. Let $M_n$ be the minimal position…

概率论 · 数学 2017-12-27 Jingning Liu , Mei Zhang

We consider a non-nestling random walk in a product random environment. We assume an exponential moment for the step of the walk, uniformly in the environment. We prove an invariance principle (functional central limit theorem) under almost…

概率论 · 数学 2007-06-13 Firas Rassoul-Agha , Timo Seppalainen

We introduce random walks in a sparse random environment on $\mathbb Z$ and investigate basic asymptotic properties of this model, such as recurrence-transience, asymptotic speed, and limit theorems in both the transient and recurrent…

概率论 · 数学 2016-12-01 Anastasios Matzavinos , Alexander Roitershtein , Youngsoo Seol

We consider the branching random walk in random environment with a random absorption wall. When we add this barrier, we discuss some topics related to the survival probability. We assume that the random environment is i.i.d., $S_i$ is a…

概率论 · 数学 2019-05-09 You Lv

Let $\{\xi(k), k \in \mathbb{Z} \}$ be a stationary sequence of random variables with conditions of type $D(u_n)$ and $D'(u_n)$. Let $\{S_n, n \in \mathbb{N} \}$ be a transient random walk in the domain of attraction of a stable law. We…

概率论 · 数学 2019-10-11 Nicolas Chenavier , Ahmad Darwiche

We consider Random Walk in Random Scenery, denoted $X_n$, where the random walk is symmetric on $Z^d$, with $d>4$, and the random field is made up of i.i.d random variables with a stretched exponential tail decay, with exponent $\alpha$…

概率论 · 数学 2007-05-23 Amine Asselah , Fabienne Castell

We present a real space renormalization group scheme for the problem of random walks in a random environment on a strip, which includes one-dimensional random walk in random environment with bounded non-nearest-neighbor jumps. We show that…

无序系统与神经网络 · 物理学 2015-05-13 Róbert Juhász

We study the convex hull of the first $n$ steps of a planar random walk, and present large-$n$ asymptotic results on its perimeter length $L_n$, diameter $D_n$, and shape. In the case where the walk has a non-zero mean drift, we show that…

概率论 · 数学 2018-12-27 James McRedmond , Andrew R. Wade

There is a condition (T'), such that it is the necessary condition that a random walk in random environment is ballistic. Under this condition, we show the law of the iterated logarithm for a random walk in random environment.

概率论 · 数学 2010-04-29 Naoki Kubota

We prove that a planar random walk with bounded increments and mean zero which is conditioned to stay in a cone converges weakly to the corresponding Brownian meander if and only if the tail distribution of the exit time from the cone is…

概率论 · 数学 2010-09-14 Rodolphe Garbit

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