Random Walk: A Modern Introduction

DOI10.1017/CBO9780511750854zbMath1210.60002MaRDI QIDQ3559178

Gregory F. Lawler, Vlada Limic

Publication date: 12 May 2010

Full work available at URL: https://doi.org/10.1017/cbo9780511750854

zbMATH Keywords

potential theory; Brownian motion; loop measures; local central limit theorem; dyadic coupling; symmetric finite range random walk

Mathematics Subject Classification ID

60G50: Sums of independent random variables; random walks

60-02: Research exposition (monographs, survey articles) pertaining to probability theory

Related Items

Unnamed Item, Capacity of the range of random walk on $\mathbb {Z}^d$, Restrictions of Hölder continuous functions, Sensitivity of Mixing Times in Eulerian Digraphs, Scaling Limit for a Long-Range Divisible Sandpile, A local limit theorem and loss of rotational symmetry of planar symmetric simple random walk, Unbounded Discrepancy of Deterministic Random Walks on Grids, Conditional decoupling of random interlacements, Connectivity properties of Branching Interlacements, Unnamed Item, Unnamed Item, Random walks with long-range steps generated by functions of Laplacian matrices, Unnamed Item, Local equilibrium of particle density in planar Lorentz processes, Recurrent Sets for Ergodic Sums of an Integer Valued Function, Accelerated Gossip in Networks of Given Dimension Using Jacobi Polynomial Iterations, Analytical results for the distribution of cover times of random walks on random regular graphs, Stationary Harmonic Measure as the Scaling Limit of Truncated Harmonic Measure, Unwrapped two-point functions on high-dimensional tori, Interval type local limit theorems for lattice type random variables and distributions, The infinite two-sided loop-erased random walk, Chen-Stein method for the uncovered set of random walk on \(\mathbb{Z}_n^d\) for \(d \ge 3\), Green kernel asymptotics for two-dimensional random walks under random conductances, Local limit theorems for suspended semiflows, Maximum of the Ginzburg-Landau fields, Capacity of the range in dimension 5, Conditioned two-dimensional simple random walk: Green's function and harmonic measure, The Green's function on the double cover of the grid and application to the uniform spanning tree trunk, Distribution of the random walk conditioned on survival among quenched Bernoulli obstacles, Hydrodynamics of the weakly asymmetric normalized binary contact path process, Stochastic processes under constraints. Abstracts from the workshop held September 27 -- October 3, 2020 (hybrid meeting), The slow bond random walk and the snapping out Brownian motion, Symmetric simple exclusion process with free boundaries, On graph parameters guaranteeing fast sandpile diffusion, On the range of a two-dimensional conditioned simple random walk, Random walk on random walks: higher dimensions, Gene flow across geographical barriers -- scaling limits of random walks with obstacles, Local picture and level-set percolation of the Gaussian free field on a large discrete torus, Loop-erased walks and random matrices, Decoupling inequalities and supercritical percolation for the vacant set of random walk loop soup, One-point function estimates for loop-erased random walk in three dimensions, Transition probabilities for infinite two-sided loop-erased random walks, An improved decoupling inequality for random interlacements, Return probability and recurrence for the random walk driven by two-dimensional Gaussian free field, Decomposing correlated random walks on common and counter movements, Long time behavior of random walks on the integer lattice, Paracontrolled distributions on Bravais lattices and weak universality of the 2d parabolic Anderson model, The local limit theorem on nilpotent Lie groups, How long does it take for internal DLA to forget its initial profile?, Weighted graphs and complex Gaussian free fields, First passage time of the frog model has a sublinear variance, Local central limit theorem for a random walk perturbed in one point, On random walk on growing graphs, Poly-logarithmic localization for random walks among random obstacles, Discrete balayage and boundary sandpile, Comparison of discrete and continuum Liouville first passage percolation, Edge of spiked beta ensembles, stochastic Airy semigroups and reflected Brownian motions, A particle system with cooperative branching and coalescence, Fick's law in a random lattice Lorentz gas, The voter model chordal interface in two dimensions, Asymptotics of height change on toroidal Temperleyan dimer models, Gaussian networks generated by random walks, Boundary of the range of transient random walk, One dimensional random walks killed on a finite set, Supercritical loop percolation on \(\mathbb{Z}^d\) for \(d \geq 3\), Limit theorems for random walks, The exit distribution for smart kinetic walk with symmetric and asymmetric transition probability, Passage times, exit times and Dirichlet problems for open quantum walks, Exact simulation of coined quantum walks with the continuous-time model, Active spanning trees with bending energy on planar maps and SLE-decorated Liouville quantum gravity for \(\kappa>8\), Liouville first passage percolation: geodesic length exponent is strictly larger than 1 at high temperatures, Almost invariance of distributions for random walks on groups, The first order correction to harmonic measure for random walks of rotationally invariant step distribution, Capacity of the range of random walk on \(\mathbb{Z}^{4}\), Growing in time IDLA cluster is recurrent, An upper bound for the probability of visiting a distant point by a critical branching random walk in \(\mathbb{Z} ^{4}\), Free energy of directed polymers in random environment in \(1+1\)-dimension at high temperature, Global divergence of spatial coalescents, Finiteness of hitting times under taboo, Extinction time for a random walk in a random environment, Approaching criticality via the zero dissipation limit in the abelian avalanche model, Harmonic pinnacles in the discrete Gaussian model, Random methods in 3-manifold theory, Large deviations of the range of the planar random walk on the scale of the mean, A generalized polar-coordinate integration formula with applications to the study of convolution powers of complex-valued functions on \(\mathbb{Z}^d\), THE RANGE OF TREE-INDEXED RANDOM WALK, Gaussian Limits for a Fork-Join Network with Nonexchangeable Synchronization in Heavy Traffic, Loop Measures and the Gaussian Free Field, Structure of random 312-avoiding permutations, The distribution of first hitting times of randomwalks on Erdős–Rényi networks, A power law of order 1/4 for critical mean-field Swendsen-Wang dynamics, Logarithmic fluctuations for internal DLA, Positive-Homogeneous Operators, Heat Kernel Estimates and the Legendre-Fenchel Transform, Gambler’s Ruin: The Duration of Play, Extrema of the Two-Dimensional Discrete Gaussian Free Field, The Brownian motion on 𝐴𝑓𝑓(ℝ) and quasi-local theorems, Limit theorems for random walk excursion conditioned to enclose a typical area, The distribution of first hitting times of random walks on directed Erdős–Rényi networks, Combinatorics Encoding Geometry: The Legacy of Bill Thurston in the Story of One Theorem, Convergence in Law of the Maximum of the Two‐Dimensional Discrete Gaussian Free Field, On recurrence of the multidimensional Lindley process, Double dimers, conformal loop ensembles and isomonodromic deformations, Sandpile models, Construction of distinct discrete time scattering quantum walk formulations on the honeycomb lattice, Hitting times with taboo for a random walk, Existence of the harmonic measure for random walks on graphs and in random environments, Green functions for killed random walks in the Weyl chamber of \(\mathrm{Sp}(4)\), Convergence of the abelian sandpile, Discrete fractal dimensions of the ranges of random walks in \(\mathbb Z^d\) associate with random conductances, Limit theorems for loop soup random variables, On clusters of Brownian loops in \(d\) dimensions, Conformal symmetries in the extremal process of two-dimensional discrete Gaussian free field, On covering paths with 3 dimensional random walk, Recurrence and transience of frogs with drift on \(\mathbb{Z}^d\), Collisions of several walkers in recurrent random environments, Counting trees with random walks, Random walks on \(\mathbb{Z}\) with exponentially increasing step length and Bernoulli convolutions, On the centre of mass of a random walk, An exercise(?) in Fourier analysis on the Heisenberg group, Convergence to equilibrium for a directed \((1+d)\)-dimensional polymer, Enlargement of subgraphs of infinite graphs by Bernoulli percolation, Rate of convergence for polymers in a weak disorder, Non-equilibrium fluctuations of the weakly asymmetric normalized binary contact path process, Rescaling limits of the spatial Lambda-Fleming-Viot process with selection, Scaling limit of triangulations of polygons, On the convergence of random tridiagonal matrices to stochastic semigroups, Stochastic quantization of an abelian gauge theory, Poisson boundaries of lamplighter groups: proof of the Kaimanovich-Vershik conjecture, On the maximal displacement of near-critical branching random walks, The two regimes of moderate deviations for the range of a transient walk, Condensation of SIP particles and sticky Brownian motion, ARL estimation of the control chart of log likelihood ratios' sum for Markov sequence, Limit theorems for the one-dimensional random walk with random resetting to the maximum, Hypergeometric expression for the resolvent of the discrete Laplacian in low dimensions, Cut-off for sandpiles on tiling graphs, On the critical branching random walk. III: the critical dimension, Continuity in \(\kappa\) in \(\mathrm{SLE}_\kappa\) theory using a constructive method and rough path theory, Two-temperatures overlap distribution for the 2D discrete Gaussian free field, The potential function and ladder heights of a recurrent random walk on \(\mathbb{Z}\) with infinite variance, On covering monotonic paths with simple random walk, Rates of convergence for the planar discrete Green's function in pacman domains, The scaling limit of the directed polymer with power-law tail disorder, Harry Kesten's work in probability theory, Quenched and averaged tails of the heat kernel of the two-dimensional uniform spanning tree, Exponential rate for the contact process extinction time, Scaling limits of the three-dimensional uniform spanning tree and associated random walk, Convergence of the random abelian sandpile, Powers of Brownian Green potentials, Isomorphisms of \(\beta\)-Dyson's Brownian motion with Brownian local time, The random walk penalised by its range in dimensions \(d\geqslant 3\), A simple convergence proof for the lace expansion, Edwards-Wilkinson fluctuations for the directed polymer in the full \(L^2\)-regime for dimensions \(d\ge 3\), Angular asymptotics for random walks, Genealogies in bistable waves, An efficient algorithm for solving elliptic problems on percolation clusters, Local survival of spread of infection among biased random walks, Finding geodesics on graphs using reinforcement learning, Conservative random walk, Asymptotic expansions for a class of Fredholm Pfaffians and interacting particle systems, The trace-reinforced ants process does not find shortest paths, An \(L^p\)-comparison, \(p\in (1,\infty)\), on the finite differences of a discrete harmonic function at the boundary of a discrete box, Anderson-Bernoulli localization on the three-dimensional lattice and discrete unique continuation principle, Some notes on random walks in two dimensions, Law of large numbers for the drift of the two-dimensional wreath product, Maximum and coupling of the sine-Gordon field, Limits of one-dimensional interacting particle systems with two-scale interaction, Capacity of the range of branching random walks in low dimensions, Contact processes on general spaces. Models on graphs and on manifolds, Brownian loops and the central charge of a Liouville random surface, The disordered lattice free field pinning model approaching criticality, Recurrence and windings of two revolving random walks, Spatially inhomogeneous populations with seed-banks. II: clustering regime, Gaussian limits for subcritical chaos, Crossing estimates from metric graph and discrete GFF, On the threshold of spread-out contact process percolation, Asymptotics of the determinant of discrete Laplacians on triangulated and quadrangulated surfaces, Percolation of worms, Capacity of the range of tree-indexed random walk, Ballot theorems for the two-dimensional discrete Gaussian free field, Conformal field theory at the lattice level: discrete complex analysis and Virasoro structure, Localization for random walks among random obstacles in a single Euclidean ball, From directed polymers in spatial-correlated environment to stochastic heat equations driven by fractional noise in \(1 + 1\) dimensions, Full rank presentations and nilpotent groups: structure, Diophantine problem, and genericity, Internal diffusion-limited aggregation with uniform starting points, On the nature of the Swiss cheese in dimension 3, Non-equilibrium fluctuations for the SSEP with a slow bond, The first passage sets of the 2D Gaussian free field: convergence and isomorphisms, Geometry of the random walk range conditioned on survival among Bernoulli obstacles, Thick points of random walk and the Gaussian free field, Stabilization of DLA in a wedge, Transience of conditioned walks on the plane: encounters and speed of escape, Biased random walk conditioned on survival among Bernoulli obstacles: subcritical phase, Four-dimensional loop-erased random walk, Directed polymers in heavy-tail random environment, Characterizing overstretched NTRU attacks, Interface fluctuations in non equilibrium stationary states: the SOS approximation, Quadratic cyclic sequences, Sandpile solitons via smoothing of superharmonic functions, Noise sensitivity and exceptional times of transience for a simple symmetric random walk in one dimension, Central limit theorems for non-symmetric random walks on nilpotent covering graphs. I, A short proof of the Kac-Ward formula, Loop-weighted walk, Hawkes processes on large networks, Phase transition in loop percolation, A renormalization group method by harmonic extensions and the classical dipole gas, Two-dimensional random interlacements and late points for random walks, How mutation affects evolutionary games on graphs, Rescaled bipartite planar maps converge to the Brownian map, The first order correction to the exit distribution for some random walks, Ergodic theory of the symmetric inclusion process, Scaling limit of the loop-erased random walk Green's function, An invariance principle for a class of non-ballistic random walks in random environment, On solving the singular system arisen from Poisson equation with Neumann boundary condition, From logarithmic to subdiffusive polynomial fluctuations for internal DLA and related growth models, Sublogarithmic fluctuations for internal DLA, Exponential and double exponential tails for maximum of two-dimensional discrete Gaussian free field, Non-D-finite excursions in the quarter plane, Electrical resistance of the low dimensional critical branching random walk, Extreme values for two-dimensional discrete Gaussian free field, On the range of a random walk in a torus and random interlacements, Two population models with constrained migrations, Markovian loop clusters on graphs, Quenched exit estimates and ballisticity conditions for higher-dimensional random walk in random environment, On the free energy of a Gaussian membrane model with external potentials, Scaling limits and the Schramm-Loewner evolution, Self-attractive random walks: the case of critical drifts, Minimal configurations and sandpile measures, Bayesian methods for the shape invariant model, A relationship between fixed time Wiener measures and Wiener measures with fixed endpoints, Upper bound on the decay of correlations in a general class of \(\mathrm{O}(N)\)-symmetric models, Gaussian multiplicative chaos and applications: a review, Uniform mixing time for random walk on lamplighter graphs, Permanental fields, loop soups and continuous additive functionals, Convergence rates for loop-erased random walk and other Loewner curves, Potential induced random teleportation on finite graphs, The hitting distribution of a line segment for two-dimensional random walks, Long time asymptotics of non-symmetric random walks on crystal lattices, Optimal bounds for the variance of self-intersection local times, Non-backtracking loop soups and statistical mechanics on spin networks, Exact convergence rate of the local limit theorem for branching random walks on the integer lattice, Upscaling a model for the thermally-driven motion of screw dislocations, Uniformity of the late points of random walk on \({\mathbb {Z}}_{n}^{d}\) for \(d \geq 3\), Asymptotic behaviour of a random walk killed on a finite set, A balanced excited random walk, Exponential tail bounds for loop-erased random walk in two dimensions, Locally perturbed random walks with unbounded jumps, Occupation statistics of critical branching random walks in two or higher dimensions, Proppian random walks in \(\mathbb Z\), Spectral dimension and random walks on the two dimensional uniform spanning tree, Current reservoirs in the simple exclusion process, Exact asymptotics of the freezing transition of a logarithmically correlated random energy model, Pinning and disorder relevance for the lattice Gaussian free field, Random interlacements and the Gaussian free field, Spatial epidemics and local times for critical branching random walks in dimensions 2 and 3, Quantitative Boltzmann-Gibbs principles via orthogonal polynomial duality, Random walk on a perturbation of the infinitely-fast mixing interchange process, Intermittency for branching random walk in Pareto environment, Randomized diffusion for indivisible loads, Inference in two dimensions: allele frequencies versus lengths of shared sequence blocks, Transfer current and pattern fields in spanning trees, Two-dimensional Brownian random interlacements, Near-critical spanning forests and renormalization, Quenched tail estimate for the random walk in random scenery and in random layered conductance. II., A mating-of-trees approach for graph distances in random planar maps, The two-dimensional KPZ equation in the entire subcritical regime, Percolation for level-sets of Gaussian free fields on metric graphs, Convergence of loop-erased random walk in the natural parameterization, The range of tree-indexed random walk in low dimensions, Soft local times and decoupling of random interlacements, Annealed estimates on the Green function, On the convolution powers of complex functions on \(\mathbb{Z}\), Random two-component spanning forests, Asymptotic behavior of critical infection rates for threshold-one contact processes on lattices and regular trees, Critical branching random walks with small drift, A quenched limit theorem for the local time of random walks on \(\mathbb Z^2\), Maxima of branching random walks with piecewise constant variance, Biased random walks on the interlacement set, On Brownian motion, simple paths, and loops, A second order asymptotic expansion in the local limit theorem for a simple branching random walk in \(\mathbb{Z}^d\), Gray codes generation algorithm and theoretical evaluation of random walks in \(N\)-cubes, Spread of a catalytic branching random walk on a multidimensional lattice, A one-dimensional version of the random interlacements, Full extremal process, cluster law and freezing for the two-dimensional discrete Gaussian free field, Chemical distances for percolation of planar Gaussian free fields and critical random walk loop soups, The random pseudo-metric on a graph defined via the zero-set of the Gaussian free field on its metric graph, The divisible sandpile with heavy-tailed variables, Border aggregation model, Subdiffusivity of a random walk among a Poisson system of moving traps on \(\mathbb Z\), Dynamical freezing in a spin glass system with logarithmic correlations, Persistence of Gaussian processes: non-summable correlations, Generalized approach to the non-backtracking lace expansion, First eigenvalue estimates of Dirichlet-to-Neumann operators on graphs, Geometric discretization of the multidimensional Dirac delta distribution -- application to the Poisson equation with singular source terms, Extremal process of the zero-average Gaussian free field for \(d \geq 3\), Cut-off for lamplighter chains on tori: dimension interpolation and phase transition, Fick law and sticky Brownian motions, Convergence of the two-dimensional random walk loop-soup clusters to CLE, On pinned fields, interlacements, and random walk on \(({\mathbb {Z}}/N {\mathbb {Z}})^2\), Growth exponent for loop-erased random walk in three dimensions, Topics in loop measures and the loop-erased walk, Connection probabilities and RSW‐type bounds for the two‐dimensional FK Ising model, Preferential attachment when stable, MOMENTS OF RANDOM MULTIPLICATIVE FUNCTIONS, I: LOW MOMENTS, BETTER THAN SQUAREROOT CANCELLATION, AND CRITICAL MULTIPLICATIVE CHAOS, Extremes of the 2d scale-inhomogeneous discrete Gaussian free field: Extremal process in the weakly correlated regime, Persistence Probability for a Class of Gaussian Processes Related to Random Interface Models, Spanning trees of graphs on surfaces and the intensity of loop-erased random walk on planar graphs, On the Spatial Markov Property of Soups of Unoriented and Oriented Loops, The distribution of first hitting times of non-backtracking random walks on Erdős–Rényi networks, Asymptotics of parabolic Green’s functions on lattices, Increasing subsequences of random walks, A Combinatorial Approach to a Model of Constrained Random Walkers, Intersection Local Times, Loop Soups and Permanental Wick Powers, Exit laws from large balls of (an)isotropic random walks in random environment