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We study coupled random walks in the plane such that, at each step, the walks change direction by a uniform random angle plus an extra deterministic angle \theta. We compute the Hausdorff dimension of the \theta for which the walk has an…

概率论 · 数学 2015-09-25 Raoul Normand , Bálint Virág

This is basically a polished presentation for Sections 1,2 of arXiv:0801.1050. The Moderate Deviations Principle (MDP) is well-understood for sums of independent random variables, worse understood for stationary random sequences, and…

概率论 · 数学 2016-12-28 Boris Tsirelson

We consider a random walk in a random environment (RWRE) on the strip of finite width $\mathbb{Z} \times \{1,2,\ldots,d\}$. We prove both quenched and averaged large deviation principles for the position and the hitting times of the RWRE.…

概率论 · 数学 2016-06-20 Jonathon Peterson

We derive asymptotic estimates for the velocity of random walks in random environments which are perturbations of the simple symmetric random walk but have a small local drift in a given direction. Our estimates complement previous results…

We study random walks on the integers mod $G_n$ that are determined by an integer sequence $\{ G_n \}_{n \geq 1}$ generated by a linear recurrence relation. Fourier analysis provides explicit formulas to compute the eigenvalues of the…

概率论 · 数学 2017-10-12 Caprice Stanley , Seth Sullivant

We investigate reflected random walks in the quarter plane, with particular emphasis on the time spent along the reflection boundary axes. Assuming the drift of the random walk lies within the cone, the local time converges -- without the…

概率论 · 数学 2025-07-08 Viet Hung Hoang , Kilian Raschel

Let $(Z_{n})$ be a supercritical branching process in a random environment $\xi $, and $W$ be the limit of the normalized population size $Z_{n}/\mathbb{E}[Z_{n}|\xi ]$. We show large and moderate deviation principles for the sequence $\log…

概率论 · 数学 2013-02-19 Chunmao Huang , Quansheng Liu

We study large deviations for random walks on stratified (Carnot) Lie groups. For such groups, there is a natural collection of vectors which generates their Lie algebra, and we consider random walks with increments in only these…

概率论 · 数学 2024-08-16 Maria Gordina , Tai Melcher , Dan Mikulincer , Jing Wang

In this paper, we systematically summarize and enhance the understanding of weak convergence and functional limits of record numbers in discrete-time random walks under Spitzer's condition, and extend these findings to $\sigma$--record…

概率论 · 数学 2024-01-30 Penghui Lu , Yuqiang Li , Qiang Yao

We provide asymptotics for the range R(n) of a random walk on the d-dimensional lattice indexed by a random tree with n vertices. Using Kingman's subadditive ergodic theorem, we prove under general assumptions that R(n)/n converges to a…

概率论 · 数学 2013-07-22 Jean-François Le Gall , Shen Lin

We consider the random walk among random conductances on Z^d. We assume that the conductances are independent, identically distributed and uniformly bounded away from 0 and infinity. We obtain a quantitative version of the central limit…

概率论 · 数学 2011-05-24 Jean-Christophe Mourrat

We study a class of discrete-time random walks in $\mathbb{R}^d$ whose conditional drift decays polynomially in time and grows polynomially with the distance from the origin to the current position. This class is related to several models…

概率论 · 数学 2026-05-19 Ngo P. N. Ngoc , Tuan-Minh Nguyen

We consider a symmetric random walk on the $\nu$-dimensional lattice, whose exit probability from the origin is modified by an antisymmetric perturbation and prove the local central limit theorem for this process. A short-range correction…

概率论 · 数学 2019-08-09 Giuseppe Genovese , Renato Lucà

Reflecting boundary conditions cause two one-dimensional random walks to synchronize if a common direction is chosen in each step. The mean synchronization time and its standard deviation are calculated analytically. Both quantities are…

无序系统与神经网络 · 物理学 2007-05-23 Andreas Ruttor , Georg Reents , Wolfgang Kinzel

We consider the range of random walks up to time n, R_n, on graphs satisfying a uniform condition. This condition is characterized by potential theory. Not only all vertex transitive graphs but also many non-regular graphs satisfy the…

概率论 · 数学 2014-07-28 Kazuki Okamura

In this paper, a branching random walk $(V(x))$ in the boundary case is studied, where the associated one dimensional random walk is in the domain of attraction of an $\alpha-$stable law with $1<\alpha<2$. Let $M_n$ be the minimal position…

概率论 · 数学 2017-12-27 Jingning Liu , Mei Zhang

This work deals with both instantaneous uniform mixing property and temporal standard deviation for continuous-time quantum random walks on circles in order to study their fluctuations comparing with discrete-time quantum random walks, and…

量子物理 · 物理学 2007-05-23 Norio Inui , Koichiro Kasahara , Yoshinao Konishi , Norio Konno

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

Let $\{X, X_{n}; n \geq 1\}$ be a sequence of i.i.d. non-degenerate real-valued random variables with $\mathbb{E}X^{2} < \infty$. Let $S_{n} = \sum_{i=1}^{n} X_{i}$, $n \geq 1$. Let $g(\cdot): ~[0, \infty) \rightarrow [0, \infty)$ be a…

概率论 · 数学 2025-05-02 Deli Li , Yu Miao , Yongcheng Qi

The Moderate Deviations Principle (MDP) is well-understood for sums of independent random variables, worse understood for stationary random sequences, and scantily understood for random fields. Here it is established for splittable random…

概率论 · 数学 2019-09-16 Boris Tsirelson