Transient Nearest Neighbor Random Walk on the Line

We prove strong theorems for the local time at infinity of a nearest neighbor transient random walk. First, laws of the iterated logarithm are given for the large values of the local time. Then we investigate the length of intervals over which the walk runs through (always from left to right) without ever returning.     

On the Behavior of Random Walk Around Heavy Points

Consider a symmetric aperiodic random walk in Z ^d , d≥3. There are points (called heavy points) where the number of visits by the random walk is close to its maximum. We investigate the local times around these heavy points and show that they converge to a deterministic limit as the number of steps tends to infinity.     

一类随机徘徊的等待时间

以一种随机徘徊为例,说明由独立增量点过程的等待时间生成的两类随机量——点间间距、给定时刻前后两次事件出现的时间差——之间的关系.     

On Factorization Components of the Sojourn Times for Semicontinuous Random Walks in a Strip

We find an explicit form of the factorization components of the sojourn time for an upper semicontinuous random walk in a strip.     

一类随机环境中的随机游动

在Solomn的模型的基础上对一类随机环境中随机游动进行了讨论，并得出了一个常返性准则和一些极限性质。     

Isoperimetric Inequalities for Random Walks

In this paper some isoperimetric problems are studied, particularly the extremal property of the mean exit time of the random walk from finite sets. This isoperimetric problem is inserted into the set of equivalent conditions of the diagonal upper estimate of transition probability of random walks on weighted graphs.     

一维随机风景中的随机游动的中偏差

本文研究一维独立同分布随机风景中的随机游动的中偏差.通过给出一些有用的高阶矩估计并结合G(a)rtner-Ellis定理,得到主要结果.     

Explicit Bounds for the Return Probability of Simple Random Walks

We give an exact computation of the second order term in the asymptotic expansion of the return probability, P_2n^d(0,0), of a simple random walk on the d-dimensional cubic lattice. We also give an explicit bound on the remainder. In particular, we show that P_2n^d(0,0) < 2 (d/4n)^d/2 where n M=M(d) is explicitly given.     

Local Limit Theorems for Sequences of Simple Random Walks on Graphs

In this article, local limit theorems for sequences of simple random walks on graphs are established. The results formulated are motivated by a variety of random graph models, and explanations are provided as to how they apply to supercritical percolation clusters, graph trees converging to the continuum random tree and the homogenisation problem for nested fractals. A subsequential local limit theorem for the simple random walks on generalised Sierpinski carpet graphs is also presented.      

有向图上的随机游动

设G=(V,Г)是有向图,G上的随机游动X(G)定义如下:位于某个顶点上的一个粒子将以等概率转移到该顶点的所有后继顶点.令M(j,n)表示随机游动X(G)在前n步内访问顶点j的平均次数,用W(j)表示随机游动X(G)到达顶点j所需要的平均步效.我们对M(j,n)和W(j)的值进行了估计,证明了M(j,n)=O(n),并给出了W(j)的上界.     

First Hitting Times for Some Random Walks on Finite Groups

We consider a random walk on a finite group G based on a generating set that is a union of conjugacy classes. Let the nonnegative integer valued random variable T denote the first time the walk arrives at the identity element of G, if the starting point of the walk is uniformly distributed on G. Under suitable hypotheses, we show that the distribution function F of T is almost exponential, and we give an error term.     

On the Monotonicity of the Speed of Random Walks on a Percolation Cluster of Trees

The authors consider the simple random walk on the infinite cluster of the Bernoulli bond percolation of trees, and investigate the relation between the speed of the simple random walk and the retaining probability p by studying three classes of trees. A sufficient condition is established for Galton-Watson trees.     

On Transience Conditions for Markov Chains and Random Walks

We prove a new transience criterion for Markov chains on an arbitrary state space and give a corollary for real-valued chains. We show by example that in the case of a homogeneous random walk with infinite mean the proposed sufficient conditions are close to those necessary. We give a new proof of the well-known criterion for finiteness of the supremum of a random walk.     

Strong Laws of Large Numbers for Random Walks in Random Sceneries

In this paper, we study strong laws of large numbers for random walks in random sceneries. Some mild sufficient conditions for the validity of strong laws of large numbers are obtained.     

随机环境中广义随机游动的灭绝概率

随机环境中广义随机游动(GRWRE)是随机环境中随机游动(RWRE)的推广．该文构造了非负整数集上的GRWRE,证明了这种模型的存在性,并计算了灭绝概率．     

Strategic Purely Nonatomic Random Walks

In this note we describe a class of Random Walks on integers in the finitely additive setup which are purely nonatomic in contrast to the countably additive setup where all random walks are simply atomic, a result of David Blackwell.     

N叉树上的离散时间量子随机行走

通过离散时间量子随机行走的框架,我们研究了在N叉树上的离散时间量子随机行走,该框架不需要硬币空间,仅仅只需要选择一个除了酉性再无其它限制的演化算子,并且包含了使用再生结构的轨道枚举和z变换.作为结果,我们在封闭形式中计算了在根处的振幅的生成函数.     

空间随机行走比对问题的动态规划算法

受计算生物学中两个蛋白质结构比对问题的启发,定义了三维空间随机步以及两个随机步同构等的概念.研究了步长为k的随机步非同构意义下的个数.最后提出了两个非同构随机步对齐的优化问题,通过研究随机步的同构,采用动态规划给出了将一个随机步对齐到另一个随机步所需最少的操作步数的算法.     

Some Finitely Additive Probability: Random Walks

In this paper we discuss random walks in the finitely additive strategic setup.     

Stochastic Integration Based on Simple, Symmetric Random Walks

A new approach to stochastic integration is described, which is based on an a.s. pathwise approximation of the integrator by simple, symmetric random walks. Hopefully, this method is didactically more advantageous, more transparent, and technically less demanding than other existing ones. In a large part of the theory one has a.s. uniform convergence on compacts. In particular, the method gives a.s. convergence for the stochastic integral of a finite variation function of the integrator, which is not càdlàg in general. Research of T. Szabados was supported by a Hungarian National Research Foundation (OTKA) grant No. T42496. Research of B. Székely was supported by the HSN laboratory of BUTE.