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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

We show that there exists an ergodic conductance environment such that the weak (annealed) invariance principle holds for the corresponding continuous time random walk but the quenched invariance principle does not hold. In the present…

概率论 · 数学 2013-12-17 Martin Barlow , Krzysztof Burdzy , Adám Timár

In this paper, we introduce a mathematical apparatus that is relevant for understanding a dynamical system with small random perturbations and coupled with the so-called transmutation process -- where the latter jumps from one mode to…

动力系统 · 数学 2017-09-15 Getachew K. Befekadu

We consider the simple random walk on $\mathbb{Z}^d$ evolving in a random i.i.d. potential taking values in $[0,+\infty)$. The potential is not assumed integrable, and can be rescaled by a multiplicative factor $\lambda > 0$. Completing the…

概率论 · 数学 2014-04-29 Thomas Mountford , Jean-Christophe Mourrat

We consider random walks evolving on two models of connected and undirected graphs and study the exact large deviations of a local dynamical observable. We prove, in the thermodynamic limit, that this observable undergoes a first-order…

统计力学 · 物理学 2024-09-09 Giorgio Carugno , Pierpaolo Vivo , Francesco Coghi

We study an inhomogeneous generalization of the classical corner growth in which the weights are exponentially distributed with random parameters. Our main interest is in the quenched and annealed large deviation properties of the last…

概率论 · 数学 2017-07-18 Elnur Emrah , Chris Janjigian

We show existence of the weak large deviation principle, with a convex rate function, for the renormalized distance from the starting point of irreducible random walks on relatively hyperbolic groups. Under the assumption of finiteness of…

概率论 · 数学 2021-11-30 Emilio Corso

We investigate random walks in independent, identically distributed random sceneries under the assumption that the scenery variables satisfy Cramer's condition. We prove moderate deviation principles in dimensions two and larger, covering…

概率论 · 数学 2007-05-23 Klaus Fleischmann , Peter Morters , Vitali Wachtel

We prove a quenched central limit theorem for balanced random walks in time dependent ergodic random environments which is not necessarily nearest-neigbhor. We assume that the environment satisfies appropriate ergodicity and ellipticity…

概率论 · 数学 2016-09-06 Jean-Dominique Deuschel , Xiaoqin Guo , Alejandro F. Ramirez

We study a class of discrete-time random walks in $\mathbb{R}^d$ whose conditional drift decays polynomially in time and grows polynomially with the distance from the origin to the current position. This class is related to several models…

概率论 · 数学 2026-05-19 Ngo P. N. Ngoc , Tuan-Minh Nguyen

We obtain estimates for large and moderate deviations for the capacity of the range of a random walk on $\mathbb{Z}^d$, in dimension $d\ge 5$, both in the upward and downward directions. The results are analogous to those we obtained for…

概率论 · 数学 2020-05-20 Amine Asselah , Bruno Schapira

We prove large deviation results for the position of the rightmost particle, denoted by $M_n$, in a one-dimensional branching random walk in a case when Cram\'er's condition is not satisfied. More precisely we consider step size…

概率论 · 数学 2020-06-17 Piotr Dyszewski , Nina Gantert , Thomas Höfelsauer

This work is a continuation of [7]. We consider a continuous-time birth-and-death process in which the transition rates have an asymptotical power-law dependence upon the position of the process. We establish rough exponential asymptotic…

概率论 · 数学 2019-11-12 A. V. Logachov , Y. M. Suhov , N. D. Vvedenskaya , A. A. Yambartsev

Via a Dirichlet form extension theorem and making full use of two-sided heat kernel estimates, we establish quenched invariance principles for random walks in random environments with a boundary. In particular, we prove that the random walk…

概率论 · 数学 2015-09-10 Zhen-Qing Chen , David A. Croydon , Takashi Kumagai

We establish a large deviation principle for the empirical measure process associated with a general class of finite-state mean field interacting particle systems with Lipschitz continuous transition rates that satisfy a certain ergodicity…

概率论 · 数学 2016-01-26 Paul Dupuis , Kavita Ramanan , Wei Wu

We prove a large deviation principle on path space for a class of discrete time Markov processes whose state space is the intersection of a regular domain $\L\subset \R^d$ with some lattice of spacing $\e$. Transitions from $x$ to $y$ are…

概率论 · 数学 2007-05-23 Anton Bovier , Veronique Gayrard

We consider random walks in dynamic random environments given by Markovian dynamics on $\mathbb{Z}^d$. We assume that the environment has a stationary distribution $\mu$ and satisfies the Poincar\'e inequality w.r.t. $\mu$. The random walk…

概率论 · 数学 2016-11-01 L. Avena , O. Blondel , A. Faggionato

We show the existence of a phase transition between a localisation and a non-localisation regime for a branching random walk with a catalyst at the origin. More precisely, we consider a continuous-time branching random walk that jumps at…

概率论 · 数学 2025-09-05 Cécile Mailler , Bruno Schapira

We consider a generalization of a one-dimensional stochastic process known in the physical literature as L\'evy-Lorentz gas. The process describes the motion of a particle on the real line in the presence of a random array of marked points,…

Random walk in a dynamic i.i.d. beta random environment, conditioned to escape at an atypical velocity, converges to a Doob transform of the original walk. The Doob-transformed environment is correlated in time, i.i.d. in space, and its…

概率论 · 数学 2021-03-17 Márton Balázs , Firas Rassoul-Agha , Timo Seppäläinen