中文
相关论文

相关论文: A note on random walk in random scenery

200 篇论文

We consider a model for random walks on random environments (RWRE) with random subset of the d-dimensional Euclidean lattice as the vertices, and uniform transition probabilities on 2d points (two "coordinate nearest points" in each of the…

概率论 · 数学 2011-10-27 Ron Rosenthal

Consider a discrete-time one-dimensional supercritical branching random walk. We study the probability that there exists an infinite ray in the branching random walk that always lies above the line of slope $\gamma-\epsilon$, where $\gamma$…

概率论 · 数学 2010-02-16 Nina Gantert , Yueyun Hu , Zhan Shi

We consider a random walk X_n in non-i.i.d. environment and show that the ratio of log X_n to log n converges in probability to a positive constant.

概率论 · 数学 2007-05-23 Alexander Roitershtein

The exponential functional of simple, symmetric random walks with negative drift is an infinite polynomial $Y = 1 + \xi_1 + \xi_1 \xi_2 + \xi_1 \xi_2 \xi_3 + ...$ of independent and identically distributed non-negative random variables. It…

组合数学 · 数学 2010-08-10 Tamas Szabados , Balazs Szekely

A natural extension of a right-continuous integer-valued random walk is one which can jump to the right by one or two units. First passage times above a given fixed level then admit a tractable Laplace transform (probability generating…

概率论 · 数学 2014-08-13 Matija Vidmar

We introduce a class of nearest-neighbor integer random walks in random and non-random media, which includes excited random walks considered in the literature. At each site the random walker has a drift to the right, the strength of which…

概率论 · 数学 2007-05-23 Martin P. W. Zerner

We study tail behaviour of the distribution of the area under the positive excursion of a random walk which has negative drift and heavy-tailed increments. We determine the asymptotics for tail probabilities for the area.

概率论 · 数学 2019-07-03 Denis Denisov , Elena Perfilev , Vitali Wachtel

We construct a two-dimensional counterexample of a random walk in random environment (RWRE). The environment is stationary, mixing and perturbative, and the corresponding RWRE has non-trivial probability to wander off to the upper right.…

概率论 · 数学 2012-03-15 Hadrian Heil

We study the shrinking Pearson random walk in two dimensions and greater, in which the direction of the Nth is random and its length equals lambda^{N-1}, with lambda<1. As lambda increases past a critical value lambda_c, the endpoint…

数据分析、统计与概率 · 物理学 2010-01-25 C. A. Serino , S. Redner

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 analyze a class of continuous time random walks in $\mathbb R^d,d\geq 2,$ with uniformly distributed directions. The steps performed by these processes are distributed according to a generalized Dirichlet law. Given the number of changes…

概率论 · 数学 2015-06-16 Alessandro De Gregorio

We consider a centered random walk with finite variance and investigate the asymptotic behaviour of the probability that the area under this walk remains positive up to a large time $n$. Assuming that the moment of order $2+\delta$ is…

概率论 · 数学 2012-07-11 Denis Denisov , Vitali Wachtel

We study the asymptotics of the probabilities of extreme slowdown events for transient one-dimensional excited random walks. That is, if $\{X_n\}_{n\geq 0}$ is a transient one-dimensional excited random walk and $T_n = \min\{ k: \, X_k =…

概率论 · 数学 2016-06-14 Jonathon Peterson

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 top of the contact process on $\mathbb{Z}^d$ with $d\geq 1$. In particular, we focus on the "contact process as seen from the random walk". Under the assumption that the infection rate of the contact process is…

概率论 · 数学 2016-07-13 Stein Andreas Bethuelsen

We consider multidimensional random walks in pyramids, which by definition are cones formed by finite intersections of half-spaces. The main object of interest is the survival probability $\mathbb{P}(\tau>n)$, $\tau$ denoting the first exit…

概率论 · 数学 2023-06-29 Rodolphe Garbit , Kilian Raschel

We study analytically the asymptotic behaviour of the average probability P(n,t) for the trajectory of a 2D Brownian particle wandering in the presence of randomly distributed traps to wind n times around a given point after a time t. It is…

统计力学 · 物理学 2009-10-31 K. Samokhin

Let $\{Z_n\}_{n\geq 0 }$ be a $d$-dimensional supercritical branching random walk started from the origin. Write $Z_n(S)$ for the number of particles located in a set $S\subset\mathbb{R}^d$ at time $n$. Denote by…

概率论 · 数学 2023-07-19 Shuxiong Zhang

We consider a walker that at each step keeps the same direction with a probabilitythat depends on the time already spent in the direction the walker is currently moving. In this paper, we study some asymptotic properties of this persistent…

概率论 · 数学 2015-09-15 Peggy Cénac , Basile De Loynes , Arnaud Le Ny , Yoann Offret

We consider two models of one-dimensional random walks among biased i.i.d. random conductances: the first is the classical exponential tilt of the conductances, while the second comes from the effect of adding an external field to a random…

概率论 · 数学 2017-11-15 Quentin Berger , Michele Salvi