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4
votes
Accepted
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 …
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 …
3
votes
Accepted
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 …
10
votes
Accepted
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 …
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 …
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 …
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 …
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 …
5
votes
Accepted
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 …
1
vote
Discrete random walk and SDEs
See Jacod, Shiryaev, "LImit theorems for stochastic processes", Chapter IX.
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 …
2
votes
Accepted
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 …
3
votes
Accepted
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 …