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Spatially homogeneous random walks in $(\mathbb{Z}_{+})^{2}$ with non-zero jump probabilities at distance at most 1, with non-zero drift in the interior of the quadrant and absorbed when reaching the axes are studied. Absorption…

概率论 · 数学 2012-05-16 Irina Kurkova , Kilian Raschel

We study the asymptotic behavior of a random walk on the locally free group, and disprove a conjecture concerning the expected number of removeable generators.

概率论 · 数学 2007-05-23 J. Ben Hough

The purpose of this paper is to establish, via a martingale approach, some refinements on the asymptotic behavior of the one-dimensional elephant random walk (ERW). The asymptotic behavior of the ERW mainly depends on a memory parameter $p$…

概率论 · 数学 2018-01-17 Bernard Bercu

We consider d independent walkers on Z, m of them performing simple symmetric random walk and r = d -- m of them performing recurrent RWRE (Sinai walk), in I independent random environments. We show that the product is recurrent, almost…

概率论 · 数学 2018-07-12 Alexis Devulder , Nina Gantert , Françoise Pene

We study a class of nearest-neighbor discrete time integer random walks introduced by Zerner, the so called multi-excited random walks. The jump probabilities for such random walker have a drift to the right whose intensity depends on a…

概率论 · 数学 2011-08-15 Thomas Mountford , Leandro P. R. Pimentel , Glauco Valle

Random walks on a group $G$ model many natural phenomena. A random walk is defined by a probability measure $p$ on $G$. We are interested in asymptotic properties of the random walks and in particular in the linear drift and the asymptotic…

概率论 · 数学 2015-12-14 Lorenz A. Gilch , François Ledrappier

We prove that there exist infinitely many asymptotics of drift for random walks on finitely generated groups.

群论 · 数学 2007-05-23 Anna Erschler-Dyubina

We consider reversible random walks in random environment obtained from symmetric long--range jump rates on a random point process. We prove almost sure transience and recurrence results under suitable assumptions on the point process and…

概率论 · 数学 2015-11-30 P. Caputo , A. Faggionato , A. Gaudilliere

The paper deals with the asymptotic properties of a symmetric random walk in a high contrast periodic medium in $\mathbb Z^d$, $d\geq 1$. We show that under proper diffusive scaling the random walk exhibits a non-standard limit behaviour.…

概率论 · 数学 2017-10-25 Andrey Piatnitski , Elena Zhizhina

Some asymptotic properties of a Brownian motion in multifractal time, also called multifractal random walk, are established. We show the almost sure and $L^1$ convergence of its structure function. This is an issue directly connected to the…

概率论 · 数学 2009-05-22 Laurent Duvernet

We study the asymptotics of the $p$-mapping model of random mappings on $[n]$ as $n$ gets large, under a large class of asymptotic regimes for the underlying distribution $p$. We encode these random mappings in random walks which are shown…

概率论 · 数学 2007-05-23 David J. Aldous , Gregory Miermont , Jim Pitman

We consider random variables observed at arrival times of a renewal process, which possibly depends on those observations and has regularly varying steps with infinite mean. Due to the dependence and heavy tailed steps, the limiting…

概率论 · 数学 2016-08-08 Bojan Basrak , Drago Špoljarić

We prove invariance principles for a mulditimensional random walk conditioned to stay in a cone. Our first result concerns convergence towards the Brownian meander in the cone. Furthermore, we prove functional convergence of $h$-transformed…

概率论 · 数学 2015-11-03 Jetlir Duraj , Vitali Wachtel

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

In this paper, the leading term of the asymptotics of the number of possible final positions of a random walk on a directed Hamiltonian metric graph is found. Consideration of such dynamical systems could be motivated by problems of…

数学物理 · 物理学 2021-12-28 Daniil Pyatko , Vsevolod Chernyshev

We study random walk among random conductance (RWRC) on complete graphs with N vertices. The conductances are i.i.d. and the sum of conductances emanating from a single vertex asymptotically has an infinitely divisible distribution…

概率论 · 数学 2018-09-20 Andrea Collevecchio , Paul Jung

We introduce the concept of a deterministic walk in a deterministic environment on a countable state space (DWDE). For the deterministic walk in a fixed environment we establish properties analogous to those found in Markov chain theory,…

动力系统 · 数学 2013-01-16 Colin M. W. Little

We consider connectivity properties of certain i.i.d. random environments on $\Z^d$, where at each location some steps may not be available. Site percolation and oriented percolation can be viewed as special cases of the models we consider.…

概率论 · 数学 2018-11-27 Mark Holmes , Thomas S. Salisbury

We show that the asymptotic entropy of a random walk on a nonelementary hyperbolic group, with symmetric and bounded increments, is differentiable and we identify its derivative as a correlation. We also prove similar results for the rate…

概率论 · 数学 2015-01-12 P. Mathieu

We consider a random walk with transition probabilities weakly dependent on an environment with a deterministic, but strongly chaotic, evolution. We prove that for almost all initial conditions of the environment the walk satisfies the CLT.

概率论 · 数学 2008-04-23 Dmitry Dolgopyat , Carlangelo Liverani