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We consider a real random walk S_n = X_1 + ... + X_n attracted (without centering) to the normal law: this means that for a suitable norming sequence a_n we have the weak convergence S_n / a_n --> f(x) dx, where f(x) is the standard normal…

概率论 · 数学 2007-05-23 Francesco Caravenna

We consider a null recurrent random walk $\mathbb{X}$ on a super-critical Galton Watson marked tree $\mathbb{T}$ in the (sub-)diffusive regime. We are interested in the asymptotic behaviour of the local time of its root at $n$, which is the…

概率论 · 数学 2023-12-27 Alexis Kagan

We are interested in the randomly biased random walk on the supercritical Galton--Watson tree. Our attention is focused on a slow regime when the biased random walk $(X_n)$ is null recurrent, making a maximal displacement of order of…

概率论 · 数学 2015-09-29 Yueyun Hu , Zhan Shi

Consider a random walk $S_n=\sum_{i=0}^n X_i$ with negative drift. This paper deals with upper bounds for the maximum $M=\max_{n\ge 1}S_n$ of this random walk in different settings of power moment existences. As it is usual for deriving…

概率论 · 数学 2011-07-28 Johannes Kugler , Vitali Wachtel

We clarify the asymptotic of the limsup of the size of the neighborhood of concentration of Sinai's walk improving the result in \cite{Pierre3}. Also we get the almost sure limit of the number of points visited more than a small but fixed…

概率论 · 数学 2009-01-23 Pierre Andreoletti

Consider a branching random walk evolving in a macroscopic time-inhomogeneous environment, that scales with the length $n$ of the process under study. We compute the first two terms of the asymptotic of the maximal displacement at time $n$.…

概率论 · 数学 2018-10-01 Bastien Mallein

We prove that random walks in random environments, that are exponentially mixing in space and time, are almost surely diffusive, in the sense that their scaling limit is given by the Wiener measure.

数学物理 · 物理学 2009-11-13 Jean Bricmont , Antti Kupiainen

Central limit theorems for random walks in quenched random environments have attracted plenty of attention in the past years. More recently still, finer local limit theorems -- yielding a Gaussian density multiplied by a highly oscillatory…

概率论 · 数学 2013-03-07 Mikko Stenlund

We consider a transient random walk $(X_n)$ in random environment on a Galton--Watson tree. Under fairly general assumptions, we give a sharp and explicit criterion for the asymptotic speed to be positive. As a consequence, situations with…

概率论 · 数学 2011-01-11 Elie Aidekon

We consider two dimensional random walks conditioned to stay in the positive quadrant. Assuming that the increments of the walk have finite second moments and that the drift vector is co-oriented with one of two axes, we construct positive…

概率论 · 数学 2026-02-10 Tuan Anh Nguyen , Vitali Wachtel

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

概率论 · 数学 2011-03-24 Fabienne Castell , Nadine Guillotin--Plantard , Françoise Pène

We evaluate the limit distribution of the maximal excursion of a random walk in any dimension for homogeneous environments and for self-similar supports under the assumption of spherical symmetry. This distribution is obtained in closed…

统计力学 · 物理学 2009-10-31 Roger Bidaux , Jerome Chave , Radim Vocka

We are interested in the biased random walk on a supercritical Galton--Watson tree in the sense of Lyons, Pemantle and Peres, and study a phenomenon of slow movement. In order to observe such a slow movement, the bias needs to be random;…

概率论 · 数学 2015-03-13 Gabriel Faraud , Yueyun Hu , Zhan Shi

Let $R_n=\max_{0\leq j\leq n}S_j-S_n$ be a random walk $S_n$ reflected in its maximum. Except in the trivial case when $P(X\ge0)=1$, $R_n$ will pass over a horizontal boundary of any height in a finite time, with probability 1. We extend…

概率论 · 数学 2009-09-29 Ron Doney , Ross Maller

Consider a branching random walk $(G_u)_{u\in \mathbb T}$ on the general linear group $\textrm{GL}(V)$ of a finite dimensional space $V$, where $\mathbb T$ is the associated genealogical tree with nodes $u$. For any starting point $v \in V…

概率论 · 数学 2024-12-11 Ion Grama , Sebastian Mentemeier , Hui Xiao

Consider a random walk $S=(S_n:n\geq 0)$ that is ``perturbed'' by a stationary sequence $(\xi_n:n\geq 0)$ to produce the process $(S_n+\xi_n:n\geq0)$. This paper is concerned with computing the distribution of the all-time maximum…

概率论 · 数学 2007-05-23 Victor F. Araman , Peter W. Glynn

We consider a one dimensional random walk in a random environment (RWRE) with a positive speed $\lim_{n\to\infty}\frac{X_n}{n}=v_\alpha>0$. Gantert and Zeitouni showed that if the environment has both positive and negative local drifts then…

概率论 · 数学 2015-09-02 Sung Won Ahn , Jonathon Peterson

We study the maximal displacement of branching random walks in a class of time inhomogeneous environments. Specifically, binary branching random walks with Gaussian increments will be considered, where the variances of the increments change…

概率论 · 数学 2011-12-07 Ofer Zeitouni , Ming Fang

We study a random walk in a random environment (RWRE) on $\Z^d$, $1 \leq d < +\infty$. The main assumptions are that conditionned on the environment the random walk is reversible. Moreover we construct our environment in such a way that the…

概率论 · 数学 2009-03-17 Pierre Andreoletti

We consider a system of independent one-dimensional random walks in a common random environment under the condition that the random walks are transient with positive speed $v_P$. We give upper bounds on the quenched probability that at…

概率论 · 数学 2016-06-14 Jonathon Peterson