scholarly journals Asymptotic Behaviour of the Simple Random Walk on the 2-dimensional Comb

2006 ◽  
Vol 11 (0) ◽  
pp. 1184-1203 ◽  
Author(s):  
Daniela Bertacchi
10.37236/9485 ◽  
2020 ◽  
Vol 27 (3) ◽  
Author(s):  
Louigi Addario-Berry ◽  
Borja Balle ◽  
Guillem Perarnau

Let $D(n,r)$ be a random $r$-out regular directed multigraph on the set of vertices $\{1,\ldots,n\}$. In this work, we establish that for every $r \ge 2$, there exists $\eta_r>0$ such that $\mathrm{diam}(D(n,r))=(1+\eta_r+o(1))\log_r{n}$. The constant $\eta_r$ is related to branching processes and also appears in other models of random undirected graphs. Our techniques also allow us to bound some extremal quantities related to the stationary distribution of a simple random walk on $D(n,r)$. In particular, we determine the asymptotic behaviour of $\pi_{\max}$ and $\pi_{\min}$, the maximum and the minimum values of the stationary distribution. We show that with high probability $\pi_{\max} = n^{-1+o(1)}$ and $\pi_{\min}=n^{-(1+\eta_r)+o(1)}$. Our proof shows that the vertices with $\pi(v)$ near to $\pi_{\min}$ lie at the top of "narrow, slippery tower"; such vertices are also responsible for increasing the diameter from $(1+o(1))\log_r n$ to $(1+\eta_r+o(1))\log_r{n}$.


1962 ◽  
Vol 58 (4) ◽  
pp. 708-709 ◽  
Author(s):  
J. Keilson

We consider a random walk defined in the following way. We have a set of states indexed by n where n takes on all negative and positive integral values and zero. When we are at state n, there is a probability per unit time λ of going to n + 1, and a probability per unit time λ of going to n − l. Let us start out at n = 0, and study Wn(t), the probability of being at n at time t. Continuity of probability requires that whence since G(s, 0) = 1, we have It follows from the well-known result .


1996 ◽  
Vol 28 (4) ◽  
pp. 1014-1033 ◽  
Author(s):  
P. Vallois

Let θ (a) be the first time when the range (Rn; n ≧ 0) is equal to a, Rn being equal to the difference of the maximum and the minimum, taken at time n, of a simple random walk on ℤ. We compute the g.f. of θ (a); this allows us to compute the distributions of θ (a) and Rn. We also investigate the asymptotic behaviour of θ (n), n going to infinity.


1996 ◽  
Vol 28 (04) ◽  
pp. 1014-1033 ◽  
Author(s):  
P. Vallois

Letθ(a) be the first time when the range (Rn;n≧ 0) is equal toa, Rnbeing equal to the difference of the maximum and the minimum, taken at timen, of a simple random walk on ℤ. We compute the g.f. ofθ(a); this allows us to compute the distributions ofθ(a) andRn.We also investigate the asymptotic behaviour ofθ(n),ngoing to infinity.


1976 ◽  
Vol 13 (02) ◽  
pp. 355-356 ◽  
Author(s):  
Aidan Sudbury

Particles are situated on a rectangular lattice and proceed to invade each other's territory. When they are equally competitive this creates larger and larger blocks of one type as time goes by. It is shown that the expected size of such blocks is equal to the expected range of a simple random walk.


1996 ◽  
Vol 33 (1) ◽  
pp. 122-126
Author(s):  
Torgny Lindvall ◽  
L. C. G. Rogers

The use of Mineka coupling is extended to a case with a continuous state space: an efficient coupling of random walks S and S' in can be made such that S' — S is virtually a one-dimensional simple random walk. This insight settles a zero-two law of ergodicity. One more proof of Blackwell's renewal theorem is also presented.


2021 ◽  
Author(s):  
Thi Thi Zin ◽  
Pyke Tin ◽  
Pann Thinzar Seint ◽  
Kosuke Sumi ◽  
Ikuo Kobayashi ◽  
...  

2010 ◽  
Vol 149 (2) ◽  
pp. 351-372
Author(s):  
WOUTER KAGER ◽  
LIONEL LEVINE

AbstractInternal diffusion-limited aggregation is a growth model based on random walk in ℤd. We study how the shape of the aggregate depends on the law of the underlying walk, focusing on a family of walks in ℤ2 for which the limiting shape is a diamond. Certain of these walks—those with a directional bias toward the origin—have at most logarithmic fluctuations around the limiting shape. This contrasts with the simple random walk, where the limiting shape is a disk and the best known bound on the fluctuations, due to Lawler, is a power law. Our walks enjoy a uniform layering property which simplifies many of the proofs.


1992 ◽  
Vol 29 (02) ◽  
pp. 305-312 ◽  
Author(s):  
W. Katzenbeisser ◽  
W. Panny

Let Qn denote the number of times where a simple random walk reaches its maximum, where the random walk starts at the origin and returns to the origin after 2n steps. Such random walks play an important role in probability and statistics. In this paper the distribution and the moments of Qn , are considered and their asymptotic behavior is studied.


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