中文
相关论文

相关论文: Frequently visited sets for random walks

200 篇论文

Let $\{X_n\}_{n\in\mathbb{N}}$ be a sequence of i.i.d. random variables in $\mathbb{Z}^d$. Let $S_k=X_1+...+X_k$ and $Y_n(t)$ be the continuous process on $[0,1]$ for which $Y_n(k/n)=S_k/\sqrt{n}$ $k=1,...,n$ and which is linearly…

概率论 · 数学 2010-09-06 Zsolt Pajor-Gyulai , Domokos Szász

The paper considers excited random walks (ERWs) on integers in i.i.d. environments with a bounded number of excitations per site. The emphasis is primarily on the critical case for the transition between recurrence and transience which…

概率论 · 数学 2015-04-28 Dmitry Dolgopyat , Elena Kosygina

In this paper, we establish a quenched invariance principle for the random walk on a certain class of infinite, aperiodic, oriented random planar graphs called "T-graphs" [Kenyon-Sheffield04]. These graphs appear, together with the…

概率论 · 数学 2014-01-15 Benoit Laslier

In this article we consider transient random walks on HNN extensions of finitely generated groups. We prove that the rate of escape w.r.t. some generalised word length exists. Moreover, a central limit theorem with respect to the…

概率论 · 数学 2021-01-01 Lorenz A. Gilch

Random walk on the set of irreducible representations of a finite group is investigated. For the symmetric and general linear groups, a sharp convergence rate bound is obtained and a cutoff phenomenon is proved. As related results, an…

概率论 · 数学 2007-05-23 Jason Fulman

This article investigates the behavior of the continuous-time simple random walk on $\mathbb{Z}^d$, $d \geq 3$. We derive an asymptotic lower bound on the principal exponential rate of decay for the probability that the average value over a…

概率论 · 数学 2025-07-24 Alberto Chiarini , Maximilian Nitzschner

Consider d uniformly random permutation matrices on n labels. Consider the sum of these matrices along with their transposes. The total can be interpreted as the adjacency matrix of a random regular graph of degree 2d on n vertices. We…

概率论 · 数学 2019-09-25 Ioana Dumitriu , Tobias Johnson , Soumik Pal , Elliot Paquette

This elementary treatment first summarizes extreme values of a Bernoulli random walk on the one-dimensional integer lattice over a finite discrete time interval. Both the symmetric (unbiased) and asymmetric (biased) cases are discussed.…

历史与综述 · 数学 2018-02-14 Steven R. Finch

We study the transition probability, say $p_A^n(x,y)$, of a one-dimensional random walk on the integer lattice killed when entering into a non-empty finite set $A$. The random walk is assumed to be irreducible and have zero mean and a…

概率论 · 数学 2017-01-24 Kohei Uchiyama

Given a finite graph G, a vertex of the lamplighter graph consists of a zero-one labeling of the vertices of G, and a marked vertex of G. For transitive graphs G, we show that, up to constants, the relaxation time for simple random walk in…

概率论 · 数学 2007-05-23 Yuval Peres , David Revelle

We study certain self-interacting walks on the set of integers, that choose to jump to the right or to the left randomly but influenced by the number of times they have previously jumped along the edges in the finite neighbourhood of their…

概率论 · 数学 2017-07-18 Anna Erschler , Balint Toth , Wendelin Werner

This paper explores the joint behaviour of the summands of a random walk when their mean value goes to infinity as its length increases. It is proved that all the summands must share the same value, which extends previous results in the…

统计理论 · 数学 2012-05-30 Michel Broniatowski , Zhansheng Cao

We consider an asymptotically stable multidimensional random walk $S(n)=(S_1(n),\ldots, S_d(n) )$. Let $\tau_x:=\min\{n>0: x_{1}+S_1(n)\le 0\}$ be the first time the random walk $S(n)$ leaves the upper half-space. We obtain the asymptotics…

概率论 · 数学 2022-10-11 Denis Denisov , Vitali Wachtel

The $(d,\alpha,\beta,\gamma)$-branching particle system consists of particles moving in $R^d$ according to a symmetric $\alpha$-stable L\'evy process $(0<\alpha\leq 2)$, splitting with a critical $(1+\beta)$-branching law $(0<\beta\leq 1)$,…

概率论 · 数学 2012-03-14 Tomasz Bojdecki , Luis G. Gorostiza , Anna Talarczyk

We investigate the local (or occupation) time of a discrete-time random walk on a generic graph, and present a general method for calculating sample-path averages of local time functionals in terms of the resolvent of the transition matrix.

数学物理 · 物理学 2021-10-06 Vaclav Zatloukal

We study asymptotic properties of the Green metric associated with transient random walks on countable groups. We prove that the rate of escape of the random walk computed in the Green metric equals its asymptotic entropy. The proof relies…

概率论 · 数学 2009-09-29 Sébastien Blachère , Peter Haïssinsky , Pierre Mathieu

There is a close connection between intersections of Brownian motion paths and percolation on trees. Recently, ideas from probability on trees were an important component of the multifractal analysis of Brownian occupation measure, in joint…

概率论 · 数学 2007-05-23 Yuval Peres

We outline a strategy for showing convergence of loop-erased random walk on the Z^2 square lattice to SLE(2), in the supremum norm topology that takes the time parametrization of the curves into account. The discrete curves are parametrized…

概率论 · 数学 2015-06-15 Tom Alberts , Michael J. Kozdron , Robert Masson

We study a symmetric random walk (RW) in one spatial dimension in environment, formed by several zones of finite width, where the probability of transition between two neighboring points and corresponding diffusion coefficient are…

统计力学 · 物理学 2017-04-03 A. V. Nazarenko , V. Blavatska

We consider nonintersecting random walks satisfying the condition that the increments have a finite moment generating function. We prove that in a certain limiting regime where the number of walks and the number of time steps grow to…

概率论 · 数学 2011-11-09 Jinho Baik , Toufic M. Suidan