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We consider a random walk in an i.i.d. random environment on Zd and study properties of its large deviation rate function at the origin. It was proved by Comets, Gantert and Zeitouni in dimension d = 1 in 1999 and later by Varadhan in…

We study downward deviations of the maximum local time of the discrete-time simple random walk on $\mathbb{Z}^d$, $d\ge 3$. In our previous paper \cite{li2026ldmaxlocal}, the corresponding upper bound was established, while the matching…

概率论 · 数学 2026-05-26 Xinyi Li , Yushu Zheng

We consider a $\mathbb{R}^d$-valued branching random walk with a stationary and ergodic environment $\xi=(\xi_n)$ indexed by time $n\in\mathbb{N}$. Let $Z_n$ be the counting measure of particles of generation $n$. With the help of the…

概率论 · 数学 2019-10-15 Chunmao Huang , Xin Wang , Xiaoqiang Wang

Exploiting the coherent medium approximation, random walk among sites distributed randomly in space is investigated when the jump rate depends on the distance between two adjacent sites. In one dimension, it is shown that when the jump rate…

统计力学 · 物理学 2021-09-27 Takashi Odagaki

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

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 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

We investigate the relation between the local picture left by the trajectory of a simple random walk on the torus (Z/NZ)^d, d >= 3, until u N^d time steps, u > 0, and the model of random interlacements recently introduced by Sznitman. In…

概率论 · 数学 2009-07-22 David Windisch

Given a symmetric random walk in $Z^2$ with finite second moments, let $R_n$ be the range of the random walk up to time $n$. We study moderate deviations for $R_n -E R_n$ and $E R_n -R_n$. We also derive the corresponding laws of the…

概率论 · 数学 2007-05-23 Richard F. Bass , Xia Chen , Jay Rosen

For a simple symmetric random walk in dimension $d\geq 3$, a uniform strong law of large numbers is proved for the number of sites with given local time up to time $n$.

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

Let B_n be the number of self-intersections of a symmetric random walk with finite second moments in the integer planar lattice. We obtain moderate deviation estimates for B_n - E B_n and E B_n- B_n, which are given in terms of the best…

概率论 · 数学 2007-05-23 Richard F. Bass , Xia Chen , Jay Rosen

In the context of countable groups of polynomial volume growth, we consider a large class of random walks that are allowed to take long jumps along multiple subgroups according to power law distributions. For such a random walk, we study…

We employ a simple and accurate dimensional interpolation formula for the shapes of random walks at $D=3$ and $D=2$ based on the analytically known solutions at both limits $D=\infty$ and $D=1$. The results obtained for the radii of…

统计力学 · 物理学 2021-08-27 Kumar J. B. Ghosh , Sabre Kais , Dudley Herschbach

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 explore some of the connections between the local picture left by the trace of simple random walk on a discrete cylinder with base a d-dimensional torus, d at least 2, of side-length N running for times of order N^{2d} and the model of…

概率论 · 数学 2009-07-06 Alain-Sol Sznitman

The deviation principles of record numbers in random walk models have not been completely investigated, especially for the non-nearest neighbor cases. In this paper, we derive the asymptotic probabilities of large and moderate deviations…

概率论 · 数学 2022-12-07 Yuqiang Li , Qiang Yao

We establish recurrence criteria for sums of independent random variables which take values in Euclidean lattices of varying dimension. In particular, we describe transient inhomogenous random walks in the plane which interlace two…

概率论 · 数学 2007-05-23 Itai Benjamini , Robin Pemantle , Yuval Peres

We base ourselves on the construction of the two-dimensional random interlacements [12] to define the one-dimensional version of the process. For this constructions we consider simple random walks conditioned on never hitting the origin,…

概率论 · 数学 2016-08-04 Darcy Camargo , Serguei Popov

We obtain sharp upper and lower bounds for the moderate deviations of the volume of the range of a random walk in dimension five and larger. Our results encompass two regimes: a Gaussian regime for small deviations, and a stretched…

概率论 · 数学 2020-05-18 Amine Asselah , Bruno Schapira

In this article, a localisation result is proved for the biased random walk on the range of a simple random walk in high dimensions (d \geq 5). This demonstrates that, unlike in the supercritical percolation setting, a slowdown effect…

概率论 · 数学 2012-03-05 David Croydon