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We derive a local limit theorem for normal, moderate, and large deviations for symmetric simple random walk on the square lattice in dimensions one and two that is an improvement of existing results for points that are particularly distant…

概率论 · 数学 2020-05-12 Christian Beneš

In this note we consider a symmetric random walk defined by a $(f,f^{-1})$ Kalikow type system, where $f$ is the time-one map of the geodesic flow corresponding to an hyperbolic manifold. We provide necessary and sufficient conditions for…

动力系统 · 数学 2020-10-23 Pablo D. Carrasco , Túlio Vales

We study a random walk in a random environment (RWRE) on $\Z^d$, $1 \leq d < +\infty$. The main assumptions are that conditionned on the environment the random walk is reversible. Moreover we construct our environment in such a way that the…

概率论 · 数学 2009-03-17 Pierre Andreoletti

We consider a centered random walk with finite variance and investigate the asymptotic behaviour of the probability that the area under this walk remains positive up to a large time $n$. Assuming that the moment of order $2+\delta$ is…

概率论 · 数学 2012-07-11 Denis Denisov , Vitali Wachtel

We consider random walks in which the walk originates in one set of nodes and then continues until it reaches one or more nodes in a target set. The time required for the walk to reach the target set is of interest in understanding the…

系统与控制 · 计算机科学 2019-01-11 Andrew Clark , Basel Alomair , Linda Bushnell , Radha Poovendran

There is a condition (T'), such that it is the necessary condition that a random walk in random environment is ballistic. Under this condition, we show the law of the iterated logarithm for a random walk in random environment.

概率论 · 数学 2010-04-29 Naoki Kubota

We obtain a large deviations principle for the self-intersection local times for a symmetric random walk in dimension d>4. As an application, we obtain moderate deviations for random walk in random sceneries in some region of parameters.

概率论 · 数学 2008-12-30 Amine Asselah

In this paper we study the local times of Brownian motion from the point of view of algorithmic randomness. We introduce the notion of effective local time and show that any path which is Martin-L\"of random with respect to the Wiener…

计算复杂性 · 计算机科学 2022-08-04 Willem Fouche , Safari Mukeru

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

We consider a one-dimensional simple symmetric exclusion process in equilibrium, constituting a dynamic random environment for a nearest-neighbor random walk that on occupied/vacant sites has two different local drifts to the right. We…

概率论 · 数学 2012-02-28 Luca Avena , Renato dos Santos , Florian Völlering

We study behavior in space and time of random walks in an i.i.d. random environment on Z^d, d>=3. It is assumed that the measure governing the environment is isotropic and concentrated on environments that are small perturbations of the…

概率论 · 数学 2013-10-29 Erich Baur

We study exceptional sets of the local time of the continuous-time simple random walk in scaled-up (by $N$) versions $D_N\subseteq \mathbb Z^2$ of bounded open domains $D\subseteq \mathbb R^2$. Upon exit from $D_N$, the walk lands on a…

概率论 · 数学 2023-10-05 Yoshihiro Abe , Marek Biskup

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 investigate a space-inhomogeneous discrete-time quantum walk in one dimension. We show that the walk exhibits localization by a path counting method.

量子物理 · 物理学 2010-05-12 Norio Konno

In this paper, we present an overview of different types of random walk strategies with local and non-local transitions on undirected connected networks. We present a general approach to analyzing these strategies by defining the dynamics…

统计力学 · 物理学 2020-07-08 A. P. Riascos , José L. Mateos

In this article we calculate the third and fourth moment of the renormalized intersection local time of a planar Brownian motion. The third moment is calculated anlaytically, the fourth moment numerically. For the closed planar random walk…

概率论 · 数学 2014-12-02 Daniel Höf

In this article we study the distribution of the number of points of a simple random walk, visited a given number of times (the k-multiple point range). In a previous article we had developed a graph theoretical approach which is now…

概率论 · 数学 2013-12-02 Daniel Hoef

We investigate random walks on the general linear group constrained within a specific domain, with a focus on their asymptotic behavior. In a previous work [38], we constructed the associated harmonic measure, a key element in formulating…

概率论 · 数学 2025-07-16 Ion Grama , Jean-François Quint , Hui Xiao

In this note, we define the numbers of level crossings by a c{\`a}dl{\`a}g (RCLL) real function $x: [0,+\infty) \rightarrow R$ and, in analogy to the work of Bertoin and Yor [BY14] we prove that for $x$ with locally finite total variation…

经典分析与常微分方程 · 数学 2024-05-24 Darlington Hove , Farai J. Mhlanga , Rafał M. Łochowski , Phumlani L. Zondi

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