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Let \begin{equation*} S_{0}=0,\quad S_{n}=X_{1}+...+X_{n},\ n\geq 1, \end{equation*} be a random walk whose increments belong without centering to the domain of attraction of a stable law with scaling constants $a_{n}$, that provide…

概率论 · 数学 2024-09-05 Vladimir Vatutin , Elena Dyakonova

We give sharp, uniform estimates for the probability that a random walk of n steps on the reals avoids a half-line [y,infinity) given that it ends at the point x. The estimates hold for general continuous or lattice distributions provided…

概率论 · 数学 2009-06-18 Kevin Ford

We study the path behaviour of a simple random walk on the 2-dimensional comb lattice ${\mathbb C}^2$ that is obtained from ${\mathbb Z}^2$ by removing all horizontal edges off the x-axis. In particular, we prove a strong approximation…

概率论 · 数学 2009-02-26 E. Csaki , M. Csorgo , A. Foldes , P. Revesz

We consider reflecting random walks on the nonnegative integers with drift of order 1/x at height x. We establish explicit asymptotics for various probabilities associated to such walks, including the distribution of the hitting time of 0…

概率论 · 数学 2015-03-13 Kenneth S. Alexander

We are interested in the random walk in random environment on an infinite tree. Lyons and Pemantle [11] give a precise recurrence/transience criterion. Our paper focuses on the almost sure asymptotic behaviours of a recurrent random walk…

概率论 · 数学 2007-05-23 Yueyun Hu , Zhan Shi

We study the asymptotic behaviour of random walks in i.i.d. non-elliptic random environments on $\mathbb{Z}^d$. Standard conditions (and proofs) for ballisticity and the central limit theorem require ellipticity. We use oriented percolation…

概率论 · 数学 2018-11-27 Mark Holmes , Thomas S. Salisbury

Given a random walk $(S_n)$ with typical step distributed according to some fixed law and a fixed parameter $p \in (0,1)$, the associated positively step-reinforced random walk is a discrete-time process which performs at each step, with…

概率论 · 数学 2022-10-19 Marco Bertenghi , Alejandro Rosales-Ortiz

This paper is concerned with the limit theory of the extreme order statistics derived from random walks. We establish the joint convergence of the order statistics near the minimum of a random walk in terms of the Feller chains. Detailed…

概率论 · 数学 2021-09-29 Jim Pitman , Wenpin Tang

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

Symmetric heavily tailed random walks on $Z^d, d\geq 1,$ are considered. Under appropriate regularity conditions on the tails of the jump distributions, global (i.e., uniform in $x,t, |x|+t\to\infty,$) asymptotic behavior of the transition…

概率论 · 数学 2016-03-02 A. Agbor , S. Molchanov , B. Vainberg

We study a general class of random walks driven by a uniquely ergodic Markovian environment. Under a coupling condition on the environment we obtain strong ergodicity properties for the environment as seen from the position of the walker,…

概率论 · 数学 2013-10-04 Frank Redig , Florian Völlering

We give the random environment version of Mogul'ski\v{\i} estimation in quenched sense.Assume that $\{\mu\}_{n\in\bfN}$ (called environment) is a sequence of i.i.d. random probability measures on $\bfR.$~ Let $\{X_n\}_{n\in\bfN}$ be a…

概率论 · 数学 2018-09-27 You Lv

We consider a discrete time random walk in a space-time i.i.d. random environment. We use a martingale approach to show that the walk is diffusive in almost every fixed environment. We improve on existing results by proving an invariance…

概率论 · 数学 2007-05-23 F. Rassoul-Agha , T. Seppalainen

We prove a quenched functional central limit theorem for a one-dimensional random walk driven by a simple symmetric exclusion process. This model can be viewed as a special case of the random walk in a balanced random environment, for which…

概率论 · 数学 2021-07-20 Otávio Menezes , Jonathon Peterson , Yongjia Xie

Random walk on changing graphs is considered. For sequences of finite graphs increasing monotonically towards a limiting infinite graph, we establish transition probability upper bounds. It yields sufficient transience criteria for simple…

概率论 · 数学 2018-10-09 Ruojun Huang

We study a class of discrete-time random walks in $\mathbb{R}^d$ whose conditional drift decays polynomially in time and grows polynomially with the distance from the origin to the current position. This class is related to several models…

概率论 · 数学 2026-05-19 Ngo P. N. Ngoc , Tuan-Minh Nguyen

Let $(S_n)_{n \geq 0}$ be a transient random walk in the domain of attraction of a stable law and let $(\xi(s))_{s \in \mathbb{Z}}$ be a stationary sequence of random variables. In a previous work, under conditions of type $D(u_n)$ and…

概率论 · 数学 2022-10-11 Nicolas Chenavier , Ahmad Darwiche

Consider the dynamic environment governed by a Poissonian field of independent particles evolving as simple random walks on $\mathbb{Z}^d$. The random walk on random walks model refers to a particular stochastic process on $\mathbb{Z}^d$…

概率论 · 数学 2024-11-22 Stein Andreas Bethuelsen , Florian Völlering

We study a random walk driven by a particle system from a generic class, and establish a law of large numbers for the walk for almost all densities of the environment. To do so, we exploit the finite-ranged approximations of the environment…

概率论 · 数学 2026-05-27 Guillaume Conchon--Kerjan , Toril Palaniappan

We study a model of multi-excited random walk with non-nearest neighbour steps on $\mathbb Z$, in which the walk can jump from a vertex $x$ to either $x+1$ or $x-i$ with $i\in \{1,2,\dots,L\}$, $L\ge 1$. We first point out the multi-type…

概率论 · 数学 2022-05-12 Tuan-Minh Nguyen