We study the transience of algebraic varieties in linear groups. In particular, we show that a “non elementary” random walk in $S{L}_2\left(ℝ\right)$ escapes exponentially fast from every proper algebraic subvariety. We also treat the case where the random walk takes place in the real points of a semisimple split algebraic group and show such a result for a wide family of random walks.As an application, we prove that generic subgroups (in some sense) of linear groups are Zariski dense.

In this paper, we extend a result of Campanino and Pétritis [Markov Process. Relat. Fields 9 (2003) 391–412]. We study a random walk in ${\mathbb{Z}}^2$ with random orientations. We suppose that the orientation of the kth floor is given by ${\xi }_k$, where ${\left({\xi }_k\right)}_{k\in \mathbb{Z}}$ is a stationary sequence of random variables. Once the environment fixed, the random walk can go either up or down or can stay in the present floor (but moving with respect to its orientation). This model was introduced by Campanino and Pétritis in [Markov Process....

In this note we describe recent results on semiclassical random walk associated to a probability density which may also concentrate as the semiclassical parameter goes to zero. The main result gives a spectral asymptotics of the close to $1$ eigenvalues. This problem was studied in [1] and relies on a general factorization result for pseudo-differential operators. In this note we just sketch the proof of this second theorem. At the end of the note, using the factorization, we give a new proof of the...

Suppose that $𝒢$ is a finite, connected graph and $X$ is a lazy random walk on $𝒢$. The lamplighter chain $X^{\diamond }$ associated with $X$ is the random walk on the wreath product ${𝒢}^{\diamond }={𝐙}_2\wr 𝒢$, the graph whose vertices consist of pairs $(\underline{f},x)$ where $f$ is a labeling of the vertices of $𝒢$ by elements of ${𝐙}_2=\{0,1\}$ and $x$ is a vertex in $𝒢$. There is an edge between $(\underline{f},x)$ and $(\underline{g},y)$ in ${𝒢}^{\diamond }$ if and only if $x$ is adjacent to $y$ in $𝒢$ and $f_z=g_z$ for all $z\ne x,y$. In each step, $X^{\diamond }$ moves from a configuration $(\underline{f},x)$ by updating $x$ to $y$ using the transition rule of $X$ and then sampling both...

We consider the one-sided exit problem – also called one-sided barrier problem – for ($\alpha$-fractionally) integrated random walks and Lévy processes. Our main result is that there exists a positive, non-increasing function $\alpha \mapsto \theta \left(\alpha \right)$ such that the probability that any $\alpha$-fractionally integrated centered Lévy processes (or random walk) with some finite exponential moment stays below a fixed level until time $T$ behaves as $T^{-\theta \left(\alpha \right)+\mathrm{o}\left(1\right)}$ for large $T$. We also investigate when the fixed level can be replaced by a different barrier...

We prove sharp estimates on the expected number of windings of a simple random walk on the square or triangular lattice. This gives new lower bounds on the averaged Dehn function, which measures the expected area needed to fill a random curve with a disc.

Let Wbe a sum of independent random variables. We apply the zero bias transformation to deduce recursive asymptotic expansions for $𝔼\left[h\right(W\left)\right]$ in terms of normal expectations, or of Poisson expectations for integer-valued random variables. We also discuss the estimates of remaining errors.

We introduce and study a class of random walks defined on the integer lattice ${\mathbb{Z}}^d$-a discrete space and time counterpart of the symmetric α-stable process in ${ℝ}^d$. When 0 < α <2 any coordinate axis in ${\mathbb{Z}}^d$, d ≥ 3, is a non-massive set whereas any cone is massive. We provide a necessary and sufficient condition for a thorn to be a massive set.