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4 votes
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Resources to study self-avoiding walks

There are recent lecture notes by Bauerschmidt, Duminil-Copin, Goodman, and Slade (arXiv:1206.2092). Most of the important papers should be in the references to that lecture notes, and it depends on y …
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2 votes

Probability that a 1-D zero mean random walk remains at each step inside a square root boundary

Consider a similar question for Brownian motion: $$F(T)=\mathbb{P}(|B_t|\leq \sqrt{t}\quad \forall 1\leq t\leq T).$$ Then, we have $$F(2^N)\leq \mathbb{P}(|B_{t}-B_{2^n}|\leq 2\sqrt{2^{n+1}} \quad \fo …
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3 votes
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Expected time of distinguishability of a series of Poisson processes bounded by each other

The process you are looking at is called TASEP (totally asymmetric simple exclusion process); though your initial conditions are unusual. A more conventional version of your question would be to consi …
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10 votes
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Number of self avoiding paths on a grid graph?

UPD: the answer below is in fact completely wrong - it deals with counting walks $\gamma$ weighted by $\mu^{-\text{length}(\gamma)}$. It is clear that without restricting or penalizing for the lengths …
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7 votes

Particularities about the honeycomb lattice for the computation of connectivity constant

What fails for other lattices is that there seems to be no parafermionic observable with properties as nice as for hexagonal lattice; specifically, there is no analog of Lemma 1. In the definition of …
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5 votes

Random Walk on Pentagonal Tiling

Let me outline a possible approach, which is very standard but I don't know a reference for this particular problem. Start with any doubly periodic embedded planar graph $\Gamma$, that is, a graph wit …
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1 vote

References for irrational random walks

The Cramer-Esseen theorem (Theorem 2 in paragraph 42 of Gnedenko--Kolmogorov book) seems to give a very sharp asymptotics for the terms in your sum in the linked answer, at least for large $n$. Now, f …
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2 votes

Random walk to visible lattice points

To give a specific reference, T1 in Section 8, Chapter II of Spitzer: Principles of random walks asserts that a 2D random walk is recurrent if $\sum_{x\in\mathbb{Z}^2}|x^2|P(0,x)<\infty$, where $P$ ar …
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5 votes
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Has this random process been studied on grid graphs?

The scaling exponent for the diameter should be $\frac{5}{4}$. Indeed, it follows from Wilson's algorithm that a branch of a uniform random spanning tree, say between two given vertices, is a loop-era …
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1 vote

Discrete random walk and SDEs

See Jacod, Shiryaev, "LImit theorems for stochastic processes", Chapter IX.
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2 votes

Solving the Poisson equation using a random walk on $\mathbb Z ^d$

If $\varphi(\cdot)$ is a function defined on a finite $\Omega \subset \mathbb{Z}^d$, define $$ f(x):=\mathbb{E}^x\left(\sum_{t=0}^{\tau-1}\varphi(X_t)\right), $$ where $\mathbb{E}^x$ means the expecta …
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2 votes
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Sign of error in the central limit theorem

There are several very different cases here. The first case is when $\mathbb{E}(X_i)=\mathbb{E}(Y_i)=0$, which in your case means that the variables are symmetric. In this case, $P(\sum_{i=0}^{kn} X_i …
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3 votes
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Is there something like a "self-avoiding Markov chain" on a continuous space?

As the question is asked, the answer is "no": if a continuous curve $\gamma:\mathbb{R}_{\geq 0}\to [0,1)^2$ is self-avoiding, i.e., injective, then the image $\gamma(\mathbb{R}_{\geq 0})$ is nowhere d …
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