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We study the asymptotic properties of nearest-neighbor random walks in 1d random environment under the influence of an external field of intensity $\lambda\in\mathbb{R}$. For ergodic shift-invariant environments, we show that the limiting…

概率论 · 数学 2018-06-11 Alessandra Faggionato , Michele Salvi

We study a random walk on $\mathbb{Z}$ which evolves in a dynamic environment determined by its own trajectory. Sites flip back and forth between two modes, $p$ and $q$. $R$ consecutive right jumps from a site in the $q$-mode are required…

概率论 · 数学 2015-03-05 Ross G. Pinsky , Nicholas F. Travers

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

Recently, many streaming algorithms have utilized generalizations of the fact that the expected maximum distance of any $4$-wise independent random walk on a line over $n$ steps is $O(\sqrt{n})$. In this paper, we show that $4$-wise…

概率论 · 数学 2020-09-04 Shyam Narayanan

We consider a general discrete-time branching random walk on a countable set X. We relate local, strong local and global survival with suitable inequalities involving the first-moment matrix M of the process. In particular we prove that,…

概率论 · 数学 2015-05-18 Fabio Zucca

In a recent paper we proposed a non-Markovian random walk model with memory of the maximum distance ever reached from the starting point (home). The behavior of the walker is at variance with respect to the simple symmetric random walk…

数学物理 · 物理学 2015-06-22 Maurizio Serva

We study the distribution of the maximum $M$ of a random walk whose increments have a distribution with negative mean and belonging, for some $\gamma>0$, to a subclass of the class $\mathcal{S}_\gamma$--see, for example, Chover, Ney, and…

概率论 · 数学 2017-11-29 Stan Zachary , Sergey Foss

We study the asymptotic behaviour of a random walk whose evolution is dependent on the state of an itself dynamically evolving environment. In particular, we extend our previous results in [Bethuelsen and V\"ollering, 2016] and prove a…

概率论 · 数学 2024-11-21 Stein Andreas Bethuelsen , Florian Völlering

We investigate random walks on the general linear group constrained within a specific domain, with a focus on their asymptotic behavior. In a previous work [38], we constructed the associated harmonic measure, a key element in formulating…

概率论 · 数学 2025-07-16 Ion Grama , Jean-François Quint , Hui Xiao

We establish and generalise several bounds for various random walk quantities including the mixing time and the maximum hitting time. Unlike previous analyses, our derivations are based on rather intuitive notions of local expansion…

概率论 · 数学 2019-03-05 Thomas Sauerwald , Luca Zanetti

We consider Sinai's walk in i.i.d. random scenery and focus our attention on a conjecture of R\'ev\'esz \cite{r05} concerning the upper limits of Sinai's walk in random scenery when the scenery is bounded from above. A close study of the…

概率论 · 数学 2007-11-08 Olivier Zindy

We prove limit theorems for random walks with $n$ steps in the $d$-dimensional Euclidean space as both $n$ and $d$ tend to infinity. One of our results states that the path of such a random walk, viewed as a compact subset of the…

概率论 · 数学 2023-05-23 Zakhar Kabluchko , Alexander Marynych

For an arbitrary transient random walk $(S_n)_{n\ge 0}$ in $\mathbb Z^d$, $d\ge 1$, we prove a strong law of large numbers for the spatial sum $\sum_{x\in\mathbb Z^d}f(l(n,x))$ of a function $f$ of the local times…

概率论 · 数学 2019-08-20 I. M. Asymont , D. Korshunov

Consider a nearest neighbor random walk on the two-dimensional integer lattice, where each vertex is initially labeled either `H' or `V', uniformly and independently. At each discrete time step, the walker resamples the label at its current…

概率论 · 数学 2023-05-11 Swee Hong Chan

Suppose that S is an asymptotically stable random walk with norming sequence c_{n} and that T_{x} is the time that S first enters (x,\inf), where x\ge 0. The asymptotic behaviour of P(T_0=n) has been described in a recent paper of Vatutin…

概率论 · 数学 2010-06-29 Ronald Doney

We prove new results on lazy random walks on finite graphs. To start, we obtain new estimates on return probabilities $P^t(x,x)$ and the maximum expected hitting time $t_{\rm hit}$, both in terms of the relaxation time. We also prove a…

概率论 · 数学 2018-07-19 Roberto I. Oliveira , Yuval Peres

The integer points (sites) of the real line are marked by the positions of a standard random walk. We say that the set of marked sites is weakly, moderately or strongly sparse depending on whether the jumps of the standard random walk are…

Consider a sequence of independent random isometries of Euclidean space with a previously fixed probability law. Apply these isometries successively to the origin and consider the sequence of random points that we obtain this way. We prove…

动力系统 · 数学 2015-08-17 Péter Pál Varjú

We introduce random walks in a sparse random environment on $\mathbb Z$ and investigate basic asymptotic properties of this model, such as recurrence-transience, asymptotic speed, and limit theorems in both the transient and recurrent…

概率论 · 数学 2016-12-01 Anastasios Matzavinos , Alexander Roitershtein , Youngsoo Seol

We consider a ballistic random walk in an i.i.d. random environment that does not allow retreating in a certain fixed direction. Homogenization and regeneration techniques combine to prove a law of large numbers and an averaged invariance…

概率论 · 数学 2007-06-13 F. Rassoul-Agha , T. Seppalainen