相关论文: Walking into an absolute sum
We prove an analogue of the classical ballot theorem that holds for any random walk in the range of attraction of the normal distribution. Our result is best possible: we exhibit examples demonstrating that if any of our hypotheses are…
We study random walks on the giant component of the Erd\H{o}s-R\'enyi random graph ${\cal G}(n,p)$ where $p=\lambda/n$ for $\lambda>1$ fixed. The mixing time from a worst starting point was shown by Fountoulakis and Reed, and independently…
A Bernoulli random walk is a random trajectory starting from 0 and having i.i.d. increments, each of them being $+1$ or -1, equally likely. The other families cited in the title are Bernoulli random walks under various conditionings. A peak…
We study a number of combinatorial and algebraic structures arising from walks on the two-dimensional integer lattice. To a given step set $X\subseteq\mathbb Z^2$, there are two naturally associated monoids: $\mathscr F_X$, the monoid of…
We study how well moments of sums of independent symmetric random variables with logarithmically concave tails may be approximated by moments of Gaussian random variables.
Eight combinatorial identities are listed and proved by counting paths in the one-dimensional random walk. Four of these identities are assumed to be new.
We give a combinatorial proof of a formula giving the partial sums of the $k$-bonacci sequence as alternating sums of powers of two multiplied by binomial coefficients. As a corollary we obtain a formula for the $k$-bonacci numbers.
We consider two or more simple symmetric walks on some graphs, e.g. the real line, the plane or the two dimensional comb lattice, and investigate the properties of the distance among the walkers.
We show that the "twisted" planar random walk - which results by summing up stationary increments rotated by multiples of a fixed angle - is recurrent under diverse assumptions on the increment process. For example, if the increment process…
We analyze a weighted convolution of Catalan numbers $$ \sum_{k=0}^{n} \binom{2k}{k}\binom{2(n-k)}{n-k} a^k = \sum_{k=0}^{n} (k+1)(n-k+1) C_k C_{n-k} a^k, $$ emphasizing its combinatorial, analytic, and probabilistic aspects. We derive a…
Random walks as well as diffusions in random media are considered. Methods are developed that allow one to establish large deviation results for both the `quenched' and the `averaged' case.
We investigate the representation of arbitrary polynomials using probabilistic Bernoulli and degenerate Bernoulli polynomials associated with a random variable $Y$, whose moment generating function exists in a neighborhood of the origin. In…
In this note we prove a large deviation result for the intersection of the ranges of two independent random walks in dimension two. This complements the study of Phetpradap from 2011, where the intersection in dimension three and above was…
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…
Expected urban population doubling calls for a compelling theory of the city. Random walks and diffusions defined on spatial city graphs spot hidden areas of geographical isolation in the urban landscape going downhill. First--passage time…
We calculate joint moments of the characteristic polynomial of a random unitary matrix from the circular unitary ensemble and its derivative in the case that the power in the moments is an odd positive integer. The calculations are carried…
We give a probabilistic introduction to determinantal and permanental point processes. Determinantal processes arise in physics (fermions, eigenvalues of random matrices) and in combinatorics (nonintersecting paths, random spanning trees).…
We investigate asymptotic behaviour of probabilities of large deviations for normalized combinatorial sums. We find a zone in which these probabilities are equivalent to the tail of the standard normal law. Our conditions are similar to the…
We develop general methods to obtain fast (polynomial time) estimates of the cardinality of a combinatorially defined set via solving some randomly generated optimization problems on the set. Geometrically, we estimate the cardinality of a…
It is a classic result in spectral theory that the limit distribution of the spectral measure of random graphs G(n, p) converges to the semicircle law in case np tends to infinity with n. The spectral measure for random graphs G(n, c/n)…