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We prove an invariance principle for continuous-time random walks in a dynamically averaging environment on $\mathbb Z$. In the beginning, the conductances may fluctuate substantially, but we assume that as time proceeds, the fluctuations…

概率论 · 数学 2020-09-24 Stein Andreas Bethuelsen , Christian Hirsch , Christian Mönch

Let {X_n,n\geq0} be a Markov chain on a general state space X with transition probability P and stationary probability \pi. Suppose an additive component S_n takes values in the real line R and is adjoined to the chain such that…

概率论 · 数学 2016-09-07 Cheng-Der Fuh

We consider random walks on dynamical networks where edges appear and disappear during finite time intervals. The process is grounded on three independent stochastic processes determining the walker's waiting-time, the up-time and down-time…

物理与社会 · 物理学 2018-11-28 Julien Petit , Martin Gueuning , Timoteo Carletti , Ben Lauwens , Renaud Lambiotte

We consider a transient random walk on $Z^d$ which is asymptotically stable, without centering, in a sense which allows different norming for each component. The paper is devoted to the asymptotics of the probability of the first return to…

概率论 · 数学 2011-04-19 Ron Doney , Dmitry Korshunov

We consider one infinite path of a Random Walk in Random Environment (RWRE, for short) in an unknown environment. This environment consists of either i.i.d.\ site or bond randomness. At each position the random walker stops and tells us the…

概率论 · 数学 2021-09-16 Jonas Jalowy , Matthias Löwe

We study a model of multi-excited random walk on a regular tree which generalizes the models of the once excited random walk and the digging random walk introduced by Volkov (2003). We show the existence of a phase transition of the…

概率论 · 数学 2008-12-10 Anne-Laure Basdevant , Arvind Singh

We prove that every random walk in a uniformly elliptic random environment satisfying the cone mixing condition and a non-effective polynomial ballisticity condition with high enough degree has an asymptotic direction.

概率论 · 数学 2019-08-27 Enrique Guerra , Alejandro F. Ramírez

We consider a discrete-time random walk on the nodes of an unbounded hexagonal lattice. We determine the probability generating functions, the transition probabilities and the relevant moments. The convergence of the stochastic process to a…

概率论 · 数学 2019-09-16 Antonio Di Crescenzo , Claudio Macci , Barbara Martinucci , Serena Spina

We study the behavior of the random walk in a continuum independent long-range percolation model, in which two given vertices $x$ and $y$ are connected with probability that asymptotically behaves like $|x-y|^{-\alpha}$ with $\alpha>d$,…

概率论 · 数学 2022-09-30 Ercan Sönmez , Arnaud Rousselle

We derive a quenched invariance principle for random walks in random environments whose transition probabilities are defined in terms of weighted cycles of bounded length. To this end, we adapt the proof for random walks among random…

概率论 · 数学 2008-12-18 Jean-Dominique Deuschel , Holger Kösters

We construct the conditional version of $k$ independent and identically distributed random walks on $\R$ given that they stay in strict order at all times. This is a generalisation of so-called non-colliding or non-intersecting random…

概率论 · 数学 2007-05-23 Peter Eichelsbacher , Wolfgang Konig

We prove an invariance principle for a class of zero-drift spatially non-homogeneous random walks in $\mathbb{R}^d$, which may be recurrent in any dimension. The limit $\mathcal{X}$ is an elliptic martingale diffusion, which may be…

概率论 · 数学 2019-05-21 Nicholas Georgiou , Aleksandar Mijatović , Andrew R. Wade

We consider two dimensional random walks conditioned to stay in the positive quadrant. Assuming that the increments of the walk have finite second moments and that the drift vector is co-oriented with one of two axes, we construct positive…

概率论 · 数学 2026-02-10 Tuan Anh Nguyen , Vitali Wachtel

We study the asymptotic behaviour of Markov chains $(X_n,\eta_n)$ on $\mathbb{Z}_+ \times S$, where $\mathbb{Z}_+$ is the non-negative integers and $S$ is a finite set. Neither coordinate is assumed to be Markov. We assume a moments bound…

概率论 · 数学 2014-07-18 Nicholas Georgiou , Andrew R. Wade

We study lattice walks in a Weyl chamber of type A with fixed or free end points. For lattice walk models with zero drift that may be counted by means of a reflection argument, we determine asymptotics for the number of such walks as their…

组合数学 · 数学 2018-06-18 Thomas Feierl

The recurrence features of persistent random walks built from variable length Markov chains are investigated. We observe that these stochastic processes can be seen as L{\'e}vy walks for which the persistence times depend on some internal…

概率论 · 数学 2017-12-11 Peggy Cénac , Basile De Loynes , Yoann Offret , Arnaud Rousselle

We consider a model of random walk in ${\mathbb Z}^2$ with (fixed or random) orientation of the horizontal lines (layers) and with non constant iid probability to stay on these lines. We prove the transience of the walk for any fixed…

概率论 · 数学 2012-11-27 Alexis Devulder , Francoise Pene

Suppose we are given finitely generated groups $\Gamma_1,...,\Gamma_m$ equipped with irreducible random walks. Thereby we assume that the expansions of the corresponding Green functions at their radii of convergence contain only logarithmic…

概率论 · 数学 2011-04-21 Elisabetta Candellero , Lorenz A. Gilch

In this paper, we analyse a sub-class of two-dimensional homogeneous nearest neighbour (simple) random walk restricted on the lattice using the matrix geometric approach. In particular, we first present an alternative approach for the…

概率论 · 数学 2017-07-21 Stella Kapodistria , Zbigniew Palmowski

We prove existence of asymptotic entropy of random walks on regular languages over a finite alphabet and we give formulas for it. Furthermore, we show that the entropy varies real-analytically in terms of probability measures of constant…

概率论 · 数学 2015-03-11 Lorenz A. Gilch