中文
相关论文

相关论文: Frequently visited sets for random walks

200 篇论文

We study random walks on Erd\"os-R\'enyi random graphs in which, every time the random walk returns to the starting point, first an edge probability is independently sampled according to a priori measure $\mu$, and then an Erd\"os-R\'enyi…

概率论 · 数学 2025-02-06 Giulio Iacobelli , Guilherme Ost , Daniel Y. Takahashi

The random walk with choice is a well known variation to the random walk that first selects a subset of $d$ neighbours nodes and then decides to move to the node which maximizes the value of a certain metric; this metric captures the number…

数据结构与算法 · 计算机科学 2010-07-20 John Alexandris , Gregory Karagiorgos 'and' Ioannis Stavrakakis

We consider random walks with independent but not necessarily identical distributed increments. Assuming that the increments satisfy the well-known Lindeberg condition, we investigate the asymptotic behaviour of first-passage times over…

概率论 · 数学 2016-11-03 Denis Denisov , Alexander Sakhanenko , Vitali Wachtel

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 study continuous-time (variable speed) random walks in random environments on $\mathbb{Z}^d$, $d\ge2$, where, at time $t$, the walk at $x$ jumps across edge $(x,y)$ at time-dependent rate $a_t(x,y)$. The rates, which we assume stationary…

概率论 · 数学 2020-01-06 Marek Biskup , Pierre-François Rodriguez

We study the limiting occupation density process for a large number of critical and driftless branching random walks. We show that the rescaled occupation densities of $\lfloor sN\rfloor$ branching random walks, viewed as a function-valued,…

概率论 · 数学 2020-03-16 Si Tang , Steven P. Lalley

Let $\xi(k,n)$ be the local time of a simple symmetric random walk on the line. We give a strong approximation of the centered local time process $\xi(k,n)-\xi(0,n)$ in terms of a Wiener sheet and an independent Wiener process, time changed…

概率论 · 数学 2007-09-05 Endre Csáki , Miklós Csörgő , Antónia Földes , Pál Révész

We consider the occupation measure of the cut points of a simple random walk on a $d$-dimensional cubic lattice for $d = 2, 3$, and we show that the scaling limit of the occupation measure in weak topology is the natural fractal measure on…

概率论 · 数学 2023-10-17 Yifan Gao , Xinyi Li , Petr Panov , Daisuke Shiraishi

In [1], the authors consider a random walk $(Z_{n,1},\ldots,Z_{n,K+1})\in \mathbb{Z}^{K+1}$ with the constraint that each coordinate of the walk is at distance one from the following one. A functional central limit theorem for the first…

概率论 · 数学 2019-02-20 Thibault Espinasse , Nadine Guillotin-Plantard , Philippe Nadeau

We consider the occupation area of spherical (fractional) Brownian motion, i.e. the area where the process is positive, and show that it is uniformly distributed. For the proof, we introduce a new simple combinatorial view on occupation…

概率论 · 数学 2024-06-17 Frank Aurzada , Leif Döring , Helmut H. Pitters

Following the recent work of Sznitman (arXiv:0805.4516), we investigate the microscopic picture induced by a random walk trajectory on a cylinder of the form G_N x Z, where G_N is a large finite connected weighted graph, and relate it to…

概率论 · 数学 2010-07-13 David Windisch

We give a complete classification of scaling limits of randomly trapped random walks and associated clock processes on $\mathbb Z^d$, $d\ge 2$. Namely, under the hypothesis that the discrete skeleton of the randomly trapped random walk has…

概率论 · 数学 2014-10-02 Jiří Černý , Tobias Wassmer

We consider a nearest neighbor random walk on the one-dimensional integer lattice with drift towards the origin determined by an asymptotically vanishing function of the number of visits to zero. We show the existence of distinct regimes…

概率论 · 数学 2007-12-03 Iddo Ben-Ari , Mathieu Merle , Alexander Roitershtein

We consider random walks in which the walk originates in one set of nodes and then continues until it reaches one or more nodes in a target set. The time required for the walk to reach the target set is of interest in understanding the…

系统与控制 · 计算机科学 2019-01-11 Andrew Clark , Basel Alomair , Linda Bushnell , Radha Poovendran

Consider a system of $K$ particles moving on the vertex set of a finite connected graph with at most one particle per vertex. If there is one, the particle at $x$ chooses one of the $\hbox{deg} (x)$ neighbors of its location uniformly at…

概率论 · 数学 2019-06-06 Shiba Biswal , Nicolas Lanchier

Strongly non-Markovian random walks offer a promising modeling framework for understanding animal and human mobility, yet, few analytical results are available for these processes. Here we solve exactly a model with long range memory where…

统计力学 · 物理学 2015-06-19 Denis Boyer , Citlali Solis-Salas

We consider random walks, say $W_n=(M_0, M_1,\dots, M_n)$, of length $n$ starting at 0 and based on the martingale sequence $M_k$ with differences $X_m=M_m-M_{m-1}$. Assuming that the differences are bounded, $|X_m|\leq 1$, we solve the…

概率论 · 数学 2013-05-30 Dainius Dzindzalieta

Let $G$ be a finitely generated group of polynomial volume growth equipped with a word-length $|\cdot|$. The goal of this paper is to develop techniques to study the behavior of random walks driven by symmetric measures $\mu$ such that, for…

概率论 · 数学 2015-07-14 Laurent Saloff-Coste , Tianyi Zheng

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

We study the occupation time statistics for non-Markovian random walkers based on the formalism of the generalized master equation for the Continuous-Time Random Walk. We also explore the case when the random walker additionally undergoes a…

统计力学 · 物理学 2024-12-09 Vicenç Méndez , Rosa Flaquer-Galmés , Arnab Pal