Asymptotic Analysis of Distributions of Maximum Deviations in a Lattice Random Walk

1962 ◽  
Vol 7 (4) ◽  
pp. 383-401 ◽  
Author(s):  
V. S. Korolyuk
Keyword(s):  
Random Walk ◽  
Asymptotic Analysis ◽  
Lattice Random Walk

scholarly journals Asymptotic analysis of the random walk Metropolis algorithm on ridged densities

2018 ◽  
Vol 28 (5) ◽  
pp. 2966-3001 ◽  
Author(s):  
Alexandros Beskos ◽  
Gareth Roberts ◽  
Alexandre Thiery ◽  
Natesh Pillai
Keyword(s):  
Random Walk ◽  
Asymptotic Analysis ◽  
Metropolis Algorithm ◽  
Random Walk Metropolis ◽  
Random Walk Metropolis Algorithm

Lattice random walk: an old problem with a future ahead

2018 ◽  
Vol 93 (9) ◽  
pp. 095201 ◽  
Author(s):  
Massimiliano Giona
Keyword(s):  
Random Walk ◽  
Lattice Random Walk

scholarly journals Asymptotic analysis of the elephant random walk

2021 ◽  
Vol 2021 (1) ◽  
pp. 013205
Author(s):  
Cristian F Coletti ◽  
Ioannis Papageorgiou
Keyword(s):  
Random Walk ◽  
Asymptotic Analysis

On the range of a constrained random walk

1988 ◽  
Vol 25 (03) ◽  
pp. 451-463
Author(s):  
W. Th. F. Den Hollander ◽  
G. H. Weiss
Keyword(s):  
Random Walk ◽  
Discrete Time ◽  
Large Time ◽  
Statistical Properties ◽  
Time Limit ◽  
The Mean ◽  
Large Time Limit ◽  
Lattice Random Walk

We study statistical properties of the range (= number of distinct sites visited) of a lattice random walk in discrete time constrained to visit a given site at a given time. In particular, we calculate the mean and obtain a bound on the variance of the range in the large time limit. The results are applied to a problem involving an unconstrained random walk in the presence of randomly distributed traps. A key role is played by the associated random walk that is obtained from the original random walk via a Cramer transform.

Asymptotic analysis of a random walk on a hypercube with many dimensions

1990 ◽  
Vol 1 (1) ◽  
pp. 51-72 ◽  
Author(s):  
Persi Diaconis ◽  
R. L. Graham ◽  
J. A. Morrison
Keyword(s):  
Random Walk ◽  
Asymptotic Analysis

On the range of a constrained random walk

1988 ◽  
Vol 25 (3) ◽  
pp. 451-463 ◽  
Author(s):  
W. Th. F. Den Hollander ◽  
G. H. Weiss
Keyword(s):  
Random Walk ◽  
Discrete Time ◽  
Large Time ◽  
Statistical Properties ◽  
Time Limit ◽  
The Mean ◽  
Large Time Limit ◽  
Lattice Random Walk

We study statistical properties of the range (= number of distinct sites visited) of a lattice random walk in discrete time constrained to visit a given site at a given time. In particular, we calculate the mean and obtain a bound on the variance of the range in the large time limit. The results are applied to a problem involving an unconstrained random walk in the presence of randomly distributed traps. A key role is played by the associated random walk that is obtained from the original random walk via a Cramer transform.

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