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相关论文: Moderate deviations for the range of planar random…

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In this paper, we study the limiting behavior of the perimeter and diameter functionals of the convex hull spanned by the first $n$ steps of two planar random walks. As the main results, we obtain the strong law of large numbers and the…

概率论 · 数学 2025-09-23 Daniela Ivanković , Tomislav Kralj , Nikola Sandrić , Stjepan Šebek

We consider integer-valued random walks with independent but not identically distributed increments, and extend to this context several classical estimates, including a local limit theorem, precise small-ball estimates (both conditional on…

概率论 · 数学 2025-11-13 Sébastien Ott , Yvan Velenik

We derive logarithmic asymptotics of probabilities of small deviations for iterated processes in the space of trajectories. We find conditions under which these asymptotics coincide with those of processes generating iterated processes.…

概率论 · 数学 2015-02-17 Andrei N. Frolov

We introduce a new random walk with unbounded memory obtained as a mixture of the Elephant Random Walk and the Dynamic Random Walk which we call the Dynamic Elephant Random Walk (DERW). As a consequence of this mixture the distribution of…

概率论 · 数学 2021-02-04 Cristian F. Coletti , Lucas R. de Lima , Renato J. Gava , Denis A. Luiz

We study downward deviations of the boundary of the range of a transient walk on the Euclidean lattice. We describe the optimal strategy adopted by the walk in order to shrink the boundary of its range. The technics we develop apply equally…

概率论 · 数学 2018-09-25 Amine Asselah , Bruno Schapira

For a random walk defined for a doubly infinite sequence of times, we let the time parameter itself be an integer-valued process, and call the orginal process a random walk at random time. We find the scaling limit which generalizes the…

概率论 · 数学 2013-07-30 Paul Jung , Greg Markowsky

Let a simple random walk run inside a torus of dimension three or higher for a number of steps which is a constant proportion of the volume. We examine geometric properties of the range, the random subgraph induced by the set of vertices…

概率论 · 数学 2014-08-06 Eviatar B. Procaccia , Eric Shellef

We are interested in the behaviour of the range of the Campanino and P\'etritis random walk, namely a simple random walk on the lattice $\mathbb Z^2$ with random orientations of the horizontal layers. We also study the range of random walks…

概率论 · 数学 2015-08-12 Nadine Guillotin-Plantard , Françoise Pène

We study the range of a planar random walk on a randomly oriented lattice, already known to be transient. We prove that the expectation of the range grows linearly, in both the quenched (for a.e. orientation) and annealed ("averaged")…

概率论 · 数学 2011-11-04 Arnaud Le Ny

Denote by $L_n$ the length of the perimeter of the convex hull of $n$ steps of a planar random walk whose increments have finite second moment and non-zero mean. Snyder and Steele showed that $n^{-1} L_n$ converges almost surely to a…

概率论 · 数学 2015-04-27 Andrew R. Wade , Chang Xu

On certain self-similar substrates the time behavior of a random walk is modulated by logarithmic periodic oscillations on all time scales. We show that if disorder is introduced in a way that self-similarity holds only in average, the…

统计力学 · 物理学 2015-05-20 L. Padilla , H. O. Mártin , J. L. Iguain

We establish laws of the iterated logarithm for intrinsic volumes of the convex hull of many-step, multidimensional random walks whose increments have two moments and a non-zero drift. Analogous results in the case of zero drift, where the…

概率论 · 数学 2024-07-29 Wojciech Cygan , Nikola Sandrić , Stjepan Šebek , Andrew Wade

Random walks on the circle group $\mathbb{R}/\mathbb{Z}$ whose elementary steps are lattice variables with span $\alpha \not\in \mathbb{Q}$ or $p/q \in \mathbb{Q}$ taken mod $\mathbb{Z}$ exhibit delicate behavior. In the rational case we…

概率论 · 数学 2024-02-20 Istvan Berkes , Bence Borda

Random walk on the set of irreducible representations of a finite group is investigated. For the symmetric and general linear groups, a sharp convergence rate bound is obtained and a cutoff phenomenon is proved. As related results, an…

概率论 · 数学 2007-05-23 Jason Fulman

We prove Moderate Deviation estimates for nodal lengths of random spherical harmonics both on the whole sphere and on shrinking spherical domains. Central Limit Theorems for the latter were recently established in Marinucci, Rossi and…

概率论 · 数学 2020-10-30 Claudio Macci , Maurizia Rossi , Anna Paola Todino

The entropy, the spectral radius and the drift are important numerical quantities associated to random walks on countable groups. We prove sharp inequalities relating those quantities for walks with a finite second moment, improving upon…

概率论 · 数学 2014-02-11 Sébastien Gouëzel , Frédéric Mathéus , François Maucourant

We consider the general branching random walk under minimal assumptions, which in particular guarantee that the empirical particle distribution admits an almost sure central limit theorem. For such a process, we study the large time decay…

概率论 · 数学 2017-12-07 Oren Louidor , Eliad Tsairi

We calculate explicit speeds for random walks in uniform degenerate random environments. For certain non-uniform random environments, we calculate speeds that are non-monotone.

概率论 · 数学 2013-04-30 Mark Holmes , Thomas S. Salisbury

We study a scenario under which variable step random walks give anomalous statistics. We begin by analyzing the Martingale Central Limit Theorem to find a sufficient condition for the limit distribution to be non-Gaussian. We note that the…

数据分析、统计与概率 · 物理学 2009-11-10 Gemunu H. Gunaratne , Joseph L. McCauley , Matthew Nicol , Andrei Torok

We study the range $R_n$ of a random walk on the $d$-dimensional lattice $\mathbb{Z}^d$ indexed by a random tree with $n$ vertices. Under the assumption that the random walk is centered and has finite fourth moments, we prove in dimension…

概率论 · 数学 2015-11-18 Jean-François Le Gall , Shen Lin