中文
相关论文

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

200 篇论文

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

In this paper, moderate deviations for normal approximation of functionals over infinitely many Rademacher random variables are derived. They are based on a bound for the Kolmogorov distance between a general Rademacher functional and a…

概率论 · 数学 2024-06-12 Marius Butzek , Peter Eichelsbacher , Benedikt Rednoß

We consider a continuous-time random walk which is defined as an interpolation of a random walk on a point process on the real line. The distances between neighboring points of the point process are i.i.d. random variables in the normal…

概率论 · 数学 2020-01-08 Alessandra Bianchi , Marco Lenci , Françoise Pène

We study an homogeneous irreducible markovian random walk in a square lattice of arbitrary dimension, with an antisymmetric perturbation acting only in one point. We compute exactly spatial correction to the diffusive behaviour in the…

概率论 · 数学 2016-05-24 Giuseppe Genovese , Renato Lucà

We study the favourite sites of a random walk evolving in a sparse random environment on the set of integers. The walker moves symmetrically apart from some randomly chosen sites where we impose random drift. We prove annealed limit…

概率论 · 数学 2025-08-04 Alicja Kołodziejska

We consider a random walker in a dynamic random environment given by a system of independent simple symmetric random walks. We obtain ballisticity results under two types of perturbations: low particle density, and strong local drift on…

This paper concerns a random walk that moves on the integer lattice and has zero mean and a finite variance. We obtain first an asymptotic estimate of the transition probability of the walk absorbed at the origin, and then, using the…

概率论 · 数学 2011-03-31 Kohei Uchiyama

Consider a symmetric aperiodic random walk in $Z^d$, $d\geq 3$. There are points (called heavy points) where the number of visits by the random walk is close to its maximum. We investigate the local times around these heavy points and show…

概率论 · 数学 2007-05-23 Endre Csáki , Antónia Földes , Pál Révész

We consider random walks perturbed at zero which behave like (possibly different) random walks with i.i.d. increments on each half lines and restarts at $0$ whenever they cross that point. We show that the perturbed random walk, after being…

概率论 · 数学 2019-06-04 Hoang-Long Ngo , Marc Peigne

A connection is made between the random turns model of vicious walkers and random permutations indexed by their increasing subsequences. Consequently the scaled distribution of the maximum displacements in a particular asymmeteric version…

组合数学 · 数学 2007-05-23 P. J. Forrester

We consider a random walk on the first quadrant of the square lattice, whose increment law is, roughly speaking, homogeneous along a finite number of half-lines near each of the two boundaries, and hence essentially specified by…

概率论 · 数学 2025-04-25 Conrado da Costa , Mikhail Menshikov , Andrew Wade

The following random process on $\Z^4$ is studied. At first visit to a site, the two first coordinates perform a (2-dimensional) simple random walk step. At further visits, it is the last two coordinates which perform a simple random walk…

概率论 · 数学 2010-09-06 Itai Benjamini , Gady Kozma , Bruno Schapira

In this paper, we are concerned with the symmetric simple exclusion process on the regula tree $\mathbb{T}^d$ for $d\geq 2$. Our main result gives moderate deviation principles of occupation times of the process starting from an invariant…

概率论 · 数学 2024-07-08 Xiaofeng Xue

We study using large deviation theory the fluctuations of time-integrated functionals or observables of the unbiased random walk evolving on Erd\"os-R\'enyi random graphs, and construct a modified, biased random walk that explains how these…

统计力学 · 物理学 2019-03-06 Francesco Coghi , Jules Morand , Hugo Touchette

For a random walk $S_n$ on $\mathbb{R}^d$ we study the asymptotic behaviour of the associated centre of mass process $G_n = n^{-1} \sum_{i=1}^n S_i$. For lattice distributions we give conditions for a local limit theorem to hold. We prove…

概率论 · 数学 2019-10-04 Chak Hei Lo , Andrew R. Wade

An excited random walk is a non-Markovian extension of the simple random walk, in which the walk's behavior at time $n$ is impacted by the path it has taken up to time $n$. The properties of an excited random walk are more difficult to…

概率论 · 数学 2017-09-05 Mike Cinkoske , Joe Jackson , Claire Plunkett

We consider random walks on the line given by a sequence of independent identically distributed jumps belonging to the strict domain of attraction of a stable distribution, and first determine the almost sure exponential divergence rate, as…

概率论 · 数学 2013-03-19 Francoise Pene , Benoît Saussol , Roland Zweimüller

We consider an irreducible finite range random walk on the $d$-dimensional integer lattice and study asymptotic behaviour of its transition function $p(n; x)$. In particular, for simple random walk our asymptotic formula is valid as long as…

概率论 · 数学 2015-12-31 Bartosz Trojan

We consider random walks on the cone of $m \times m$ positive definite matrices, where the underlying random matrices have orthogonally invariant distributions on the cone and the Riemannian metric is the measure of distance on the cone. By…

概率论 · 数学 2022-06-22 Armine Bagyan , Donald Richards

Let $\rho$ be a probability measure on $\mathrm{SL}\_d(\mathbb{Z})$ and consider the random walk defined by $\rho$ on the torus $\mathbb{T}^d = \mathbb{R}^d/\mathbb{Z}^d$. Bourgain, Furmann, Lindenstrauss and Mozes proved that under an…

概率论 · 数学 2016-02-26 Jean-Baptiste Boyer