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We study the asymptotic behaviour of a $d$-dimensional self-interacting random walk $X_n$ ($n = 1,2,...$) which is repelled or attracted by the centre of mass $G_n = n^{-1} \sum_{i=1}^n X_i$ of its previous trajectory. The walk's trajectory…

We consider the model of random walk on dynamical percolation introduced by Peres, Stauffer and Steif (2015). We obtain comparison results for this model for hitting and mixing times and for the spectral-gap and log-Sobolev constant with…

概率论 · 数学 2020-01-16 Jonathan Hermon , Perla Sousi

We consider random walks in a random environment that is given by i.i.d. Dirichlet distributions at each vertex of Z^d or, equivalently, oriented edge reinforced random walks on Z^d. The parameters of the distribution are a 2d-uplet of…

概率论 · 数学 2013-09-20 Christophe Sabot , Laurent Tournier

A step reinforced random walk is a discrete time process with memory such that at each time step, with fixed probability $p \in (0,1)$, it repeats a previously performed step chosen uniformly at random while with complementary probability…

概率论 · 数学 2022-10-04 Alejandro Rosales-Ortiz

For a random walk defined for a doubly infinite sequence of times, we let the time parameter itself be an integer-valued process, and call the orginal process a random walk at random time. We find the scaling limit which generalizes the…

概率论 · 数学 2013-07-30 Paul Jung , Greg Markowsky

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

The statistics of persistent events, recently introduced in the context of phase ordering dynamics, is investigated in the case of the 1D lattice random walk in discrete time. We determine the survival probability of the random walker in…

统计力学 · 物理学 2015-06-25 M. Bauer , C. Godreche , J. M. Luck

We consider the $N$-particle noncolliding Bernoulli random walk --- a discrete time Markov process in $\mathbb{Z}^{N}$ obtained from a collection of $N$ independent simple random walks with steps $\in\{0,1\}$ by conditioning that they never…

概率论 · 数学 2018-06-05 Vadim Gorin , Leonid Petrov

In this paper, we extend a result of Kesten and Spitzer (1979). Let us consider a stationary sequence $(\xi\_k:=f(T^k(.)))\_k$ given by an invertible probability dynamical system and some centered function $f$. Let $(S\_n)\_n$ be a simple…

动力系统 · 数学 2007-05-23 Francoise Pene

The Rademacher random walk associated with a deterministic sequence $(a_n)_{n \geq 1}$ is the walk which starts at zero and, at step $i$, independently steps either up or down by $a_i$ with equal probability. We continue the study begun by…

概率论 · 数学 2025-12-22 Satyaki Bhattacharya , Edward Crane , Tom Johnston

For i.i.d. random vectors $(M_{1},Q_{1}),(M_{2},Q_{2}),\ldots$ such that $M>0$ a.s., $Q\geq 0$ a.s. and $\mathbb{P}(Q=0)<1$, the random difference equation $X_{n}=M_{n}X_{n-1}+Q_{n}$, $n=1,2,\ldots$, is studied in the critical case when the…

概率论 · 数学 2021-05-12 Gerold Alsmeyer , Alexander Iksanov

We investigate the long-term behavior of a random walker evolving on top of the simple symmetric exclusion process (SSEP) at equilibrium, in dimension one. At each jump, the random walker is subject to a drift that depends on whether it is…

概率论 · 数学 2020-10-28 Marcelo R. Hilário , Daniel Kious , Augusto Teixeira

A step-reinforced random walk is a discrete-time stochastic process with long-range dependence. At each step, with a fixed probability $\alpha$, the so-called positively step-reinforced random walk repeats one of its previous steps, chosen…

概率论 · 数学 2025-05-01 Rafik Aguech , Samir Ben Hariz , Mohamed El Machkouri , Youssef Faouzi

In this paper, we consider a stochastic process that may experience random reset events which relocate the system to its starting position. We focus our attention on a one-dimensional, monotonic continuous-time random walk with a constant…

数学物理 · 物理学 2017-10-11 Miquel Montero , Axel Masó-Puigdellosas , Javier Villarroel

We consider a random walk in dimension $d\geq 1$ in a dynamic random environment evolving as an interchange process with rate $\gamma>0$. We only assume that the annealed drift is non-zero. We prove that the empirical velocity of the walker…

概率论 · 数学 2018-04-18 M. Salvi , F. Simenhaus

We consider three kinds of discrete-time arrival processes: transient, intermediate and recurrent, characterized by a finite, possibly finite and infinite number of events, respectively. In this context, we study renewal processes which are…

We study biased random walks on dynamical percolation on $\mathbb{Z}^d$. We establish a law of large numbers and an invariance principle for the random walk using regeneration times. Moreover, we verify that the Einstein relation holds, and…

概率论 · 数学 2024-09-26 Sebastian Andres , Nina Gantert , Dominik Schmid , Perla Sousi

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 prove that for a random walk on the real line whose increments have zero mean and are either integer-valued or spread out (i.e. the distributions of the steps of the walk are eventually non-singular), the Markov chain of overshoots above…

概率论 · 数学 2019-05-14 Aleksandar Mijatović , Vladislav Vysotsky

Recently, random walks on dynamic graphs have been studied because of their adaptivity to the time-varying structure of real-world networks. In general, there is a tremendous gap between static and dynamic graph settings for the lazy simple…

离散数学 · 计算机科学 2022-01-19 Nobutaka Shimizu , Takeharu Shiraga