Recurrence and transience of excited random walks on and strips.
Zerner, Martin P.W. (2006)
Electronic Communications in Probability [electronic only]
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Zerner, Martin P.W. (2006)
Electronic Communications in Probability [electronic only]
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Masson, Robert (2009)
Electronic Journal of Probability [electronic only]
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Sellke, Thomas (2006)
Electronic Journal of Probability [electronic only]
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Peter Mörters (2010)
Actes des rencontres du CIRM
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In high dimensions two independent simple random walks have only a finite number of intersections. I describe the main result obtained in a joint paper with Xia Chen in which we determine the exact upper tail behaviour of the intersection local time.
Caputo, Pietro, Faggionato, Alessandra, Gaudilliere, Alexandre (2009)
Electronic Journal of Probability [electronic only]
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Faggionato, Alessandra (2010)
Electronic Journal of Probability [electronic only]
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Caravenna, Francesco, Giacomin, Giambattista, Zambotti, Lorenzo (2006)
Electronic Journal of Probability [electronic only]
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Nagahata, Yukio, Yoshida, Nobuo (2010)
Electronic Communications in Probability [electronic only]
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Wolfgang König (2010)
Actes des rencontres du CIRM
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The asymptotics of the probability that the self-intersection local time of a random walk on exceeds its expectation by a large amount is a fascinating subject because of its relation to some models from Statistical Mechanics, to large-deviation theory and variational analysis and because of the variety of the effects that can be observed. However, the proof of the upper bound is notoriously difficult and requires various sophisticated techniques. We survey some heuristics and some...
Andries, Erik, Umarov, Sabir, Steinberg, Stanly (2006)
Fractional Calculus and Applied Analysis
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Mathematics Subject Classification: 65C05, 60G50, 39A10, 92C37 In this paper the multi-dimensional Monte-Carlo random walk simulation models governed by distributed fractional order differential equations (DODEs) and multi-term fractional order differential equations are constructed. The construction is based on the discretization leading to a generalized difference scheme (containing a finite number of terms in the time step and infinite number of terms in the space step)...