Showing 1 - 10 of 12
We study the discrete massless Gaussian free field on Zd, d≥2, in the presence of a disordered square-well potential supported on a finite strip around zero. The disorder is introduced by reward/penalty interaction coefficients, which are given by i.i.d. random variables. Under minimal...
Persistent link: https://www.econbiz.de/10011065057
pinning model with i.i.d disorder to the model with finite range correlated disorder. In a previous work, the annealed …
Persistent link: https://www.econbiz.de/10010603461
conditions for recurrence, transience and ergodicity of stable-like processes in terms of the stability function α(x), the drift … function β(x) and the scaling function γ(x). Further, as a special case of these results we give a new proof for the recurrence …
Persistent link: https://www.econbiz.de/10011065126
We consider a nearest neighbor random walk on Z which is reflecting at 0 and perturbed when it reaches its maximum. We compute the law of the hitting times and derive many corollaries, especially invariance principles with (rather) explicit descriptions of the asymptotic laws. We also obtain...
Persistent link: https://www.econbiz.de/10010591888
Consider a centred random walk in dimension one with a positive finite variance σ2, and let τB be the hitting time for a bounded Borel set B with a non-empty interior. We prove the asymptotic Px(τBn)∼2/πσ−1VB(x)n−1/2 and provide an explicit formula for the limit VB as a function of...
Persistent link: https://www.econbiz.de/10011209772
We give a complete classification of scaling limits of randomly trapped random walks and associated clock processes on Zd, d≥2. Namely, under the hypothesis that the discrete skeleton of the randomly trapped random walk has a slowly varying return probability, we show that the scaling limit of...
Persistent link: https://www.econbiz.de/10011194147
A subcritical branching process in random environment (BPRE) is considered whose associated random walk does not satisfy the Cramer condition. The asymptotics for the survival probability of the process is investigated, and a Yaglom type conditional limit theorem is proved for the number of...
Persistent link: https://www.econbiz.de/10010875054
General characterizations of ergodic Markov chains have been developed in considerable detail. In this paper, we study the transience for discrete-time Markov chains on general state spaces, including the geometric transience and algebraic transience. Criteria are presented through bounding the...
Persistent link: https://www.econbiz.de/10010875078
We compute the second order correction for the cover time of the binary tree of depth n by (continuous-time) random walk, and show that with probability approaching 1 as n increases, τcov=|E|[2log2⋅n−logn/2log2+O((loglogn)8)], thus showing that the second order correction differs from the...
Persistent link: https://www.econbiz.de/10011064924
We prove a law of large numbers for a class of Zd-valued random walks in dynamic random environments, including non-elliptic examples. We assume for the random environment a mixing property called conditional cone-mixing and that the random walk tends to stay inside wide enough space–time...
Persistent link: https://www.econbiz.de/10011064970