Random walks veering left

DOI10.1214/EJP.V18-2523zbMATH Open1296.60117arXiv1212.6090OpenAlexW2105016156MaRDI QIDQ388983FDOQ388983

Authors: Raoul Normand, Balint Virag 

Publication date: 17 January 2014

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Abstract: We study coupled random walks in the plane such that, at each step, the walks change direction by a uniform random angle plus an extra deterministic angle heta. We compute the Hausdorff dimension of the heta for which the walk has an unusual behavior. This model is related to a study of the spectral measure of some random matrices.

Full work available at URL: https://arxiv.org/abs/1212.6090

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zbMATH Keywords

random walkrandom matrix theoryHausdorff dimensionexceptional anglesGaussian analytic function

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Sums of independent random variables; random walks (60G50)

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