Uniqueness of the mixing measure for a random walk in a random environment on the positive integers.
Eckhoff, Maren, Rolles, Silke W.W. (2009)
Electronic Communications in Probability [electronic only]
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Displaying similar documents to “On an oscillating random walk”
Uniqueness of the mixing measure for a random walk in a random environment on the positive integers.
Non-perturbative approach to random walk in Markovian environment.
Dolgopyat, Dmitry, Liverani, Carlangelo (2009)
Electronic Communications in Probability [electronic only]
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Random dynamics and its applications.
Kifer, Yuri (1998)
Documenta Mathematica
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Stationary measures for random walks in a random environment with random scenery.
Lyons, Russell, Schramm, Oded (1999)
The New York Journal of Mathematics [electronic only]
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Discrete random processes with memory: Models and applications
Tomáš Kouřim, Petr Volf (2020)
Applications of Mathematics
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The contribution focuses on Bernoulli-like random walks, where the past events significantly affect the walk's future development. The main concern of the paper is therefore the formulation of models describing the dependence of transition probabilities on the process history. Such an impact can be incorporated explicitly and transition probabilities modulated using a few parameters reflecting the current state of the walk as well as the information about the past path. The behavior...
A note on correlation coefficient between random events
Czesław Stępniak (2015)
Discussiones Mathematicae Probability and Statistics
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Correlation coefficient is a well known measure of (linear) dependence between random variables. In his textbook published in 1980 L.T. Kubik introduced an analogue of such measure for random events A and B and studied its basic properties. We reveal that this measure reduces to the usual correlation coefficient between the indicator functions of A and B. In consequence the resuts by Kubik are obtained and strenghted directly. This is essential because the textbook is recommended by...
On the exact distributional asymptotics for the supremum of a random walk with increments in a class of light-tailed distribution.
Zachary, Stan, Foss, S.G. (2006)
Sibirskij Matematicheskij Zhurnal
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Excited random walk.
Benjamini, Itai, Wilson, David B. (2003)
Electronic Communications in Probability [electronic only]
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On the domination of a random walk on a discrete cylinder by random interlacements.
Sznitman, Alain-Sol (2009)
Electronic Journal of Probability [electronic only]
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φ-branching processes in a random environment
J. Holzheimer (1984)
Applicationes Mathematicae
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Scaling limit of the random walk among random traps on ℤd
Jean-Christophe Mourrat (2011)
Annales de l'I.H.P. Probabilités et statistiques
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Attributing a positive value to each ∈ℤ, we investigate a nearest-neighbour random walk which is reversible for the measure with weights ( ), often known as “Bouchaud’s trap model.” We assume that these weights are independent, identically distributed and non-integrable random variables (with polynomial tail), and that ≥5. We obtain the quenched subdiffusive scaling limit of the model, the limit being the fractional kinetics process. We begin our proof...