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We consider nonelementary random walks on general hyperbolic spaces. Without any moment condition on the walk, we show that it escapes linearly to infinity, with exponential error bounds. We even get such exponential bounds up to the rate…

概率论 · 数学 2023-01-18 Sébastien Gouëzel

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

The range, local times, and periodicity of symmetric, weakly asymmetric and asymmetric random walks at the time of exit from a strip with $N$ locations are considered. Several results on asymptotic distributions are obtained.

概率论 · 数学 2010-09-22 Siva Athreya , Sunder Sethuraman , Balint Toth

There is a long history of establishing central limit theorems for Markov chains. Quantitative bounds for chains with a spectral gap were proved by Mann and refined later. Recently, rates of convergence for the total variation distance were…

概率论 · 数学 2023-08-24 Rafael Chiclana , Yuval Peres

We obtain expected number of arrivals, absorption probabilities and expected time until absorption for an asymmetric discrete random walk on a graph in the presence of multiple function barriers. On each edge of the graph and in each vertex…

概率论 · 数学 2023-07-26 Theo van Uem

We discuss a complementary asymptotic analysis of the so called minimal random walk. More precisely, we present a version of the almost sure central limit theorem as well as a generalization of the recently proposed quadratic strong laws.…

Based on a martingale theory approach, we present a complete characterization of the asymptotic behaviour of a lazy reinforced random walk (LRRW) which shows three different regimes (diffusive, critical and superdiffusive). This allows us…

Quantum random walks, - coined, lattice ones, - exhibit ballistic behavior with fascinating asymptotic patterns of the amplitudes. We show that averaging over the coins (using the Haar measure), these patterns blend into a spline. Also, we…

数学物理 · 物理学 2021-08-11 Yuliy Baryshnikov

We give a complete expansion, at any accuracy order, for the iterated convolution of a complex valued integrable sequence in one space dimension. The remainders are estimated sharply with generalized Gaussian bounds. The result applies in…

数值分析 · 数学 2024-11-14 Jean-François Coulombel , Grégory Faye

This paper derives non-central asymptotic results for non-linear integral functionals of homogeneous isotropic Gaussian random fields defined on hypersurfaces in $\mathbb{R}^d$. We obtain the rate of convergence for these functionals. The…

概率论 · 数学 2018-10-23 Andriy Olenko , Volodymyr Vaskovych

In this paper, we derive explicit formulas for the surface averaged first exit time of a discrete random walk on a finite lattice. We consider a wide class of random walks and lattices, including random walks in a non-trivial potential…

统计力学 · 物理学 2009-11-11 S. Condamin , O. Benichou , M. Moreau

Inference and hypothesis testing are typically constructed on the basis that a specific model holds for the data. To determine the veracity of conclusions drawn from such data analyses, one must be able to identify the presence of the…

信号处理 · 电气工程与系统科学 2022-08-30 S. E. Abramson , W. Moran , R. J. Evans , A. Melatos

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

We consider supercritical branching random walks on transitive graphs and we prove a law of large numbers for the mean displacement of the ensemble of particles, and a Stam-type central limit theorem for the empirical distributions, thus…

概率论 · 数学 2026-02-12 Robin Kaiser , Martin Klötzer , Ecaterina Sava-Huss

In this paper, we investigate the properties of recurrent planar Markov random walks. More precisely, we study the set of recurrent points with the use of local limit theorems. The Nagaev-Guivarc'h spectral method provides several examples…

概率论 · 数学 2012-03-05 Loïc Hervé , Françoise Pène

Let $W$ be a finite Weyl group and $\widetilde W$ the corresponding affine Weyl group. A random element of $\widetilde W$ can be obtained as a reduced random walk on the alcoves of $\widetilde W$. By a theorem of Lam (Ann. Prob. 2015), such…

概率论 · 数学 2021-12-09 Erik Aas , Arvind Ayyer , Svante Linusson , Samu Potka

In this paper we consider a multidimensional random walk killed on leaving a right circular cone with a distribution of increments belonging to the normal domain of attraction of an $\alpha$-stable and rotationally-invariant law with…

概率论 · 数学 2024-09-30 Wojciech Cygan , Denis Denisov , Zbigniew Palmowski , Vitali Wachtel

We prove the annealed Central Limit Theorem for random walks in bistochastic random environments on $Z^d$ with zero local drift. The proof is based on a "dynamicist's interpretation" of the system, and requires a much weaker condition than…

概率论 · 数学 2009-06-22 Marco Lenci

Random walks in random scenery are processes defined by $Z_n:=\sum_{k=1}^n\xi_{X_1+...+X_k}$, where $(X_k,k\ge 1)$ and $(\xi_y,y\in\mathbb Z)$ are two independent sequences of i.i.d. random variables. We assume here that their distributions…

In [1], the authors consider a random walk $(Z_{n,1},\ldots,Z_{n,K+1})\in \mathbb{Z}^{K+1}$ with the constraint that each coordinate of the walk is at distance one from the following one. A functional central limit theorem for the first…

概率论 · 数学 2019-02-20 Thibault Espinasse , Nadine Guillotin-Plantard , Philippe Nadeau