We investigate the tail behavior of the first-passage time for Sinai’s random walk in a random environment. Our method relies on the connection between Sinai’s walk and branching processes with immigration in a random environment, and the analysis on some important quantities of these branching processes such as extinction time, maximum population, and total population.

In this paper, we study random walks on groups that contain superlinear-divergent geodesics, in the line of thoughts of Goldsborough and Sisto. The existence of a superlinear-divergent geodesic is a quasi-isometry invariant which allows us to execute Gouëzel’s pivoting technique. We develop the theory of superlinear divergence and establish a central limit theorem for random walks on these groups.

We prove that the local time of random walks conditioned to stay positive converges to the corresponding local time of three-dimensional Bessel processes by proper scaling. Our proof is based on Tanaka’s pathwise construction for conditioned random walks and the derivation of asymptotics for mixed moments of the local time.

In water-rich smectite gels, bound or less mobile H2O layers exist near negatively-charged clay platelets. These bound H2O layers are obstacles to the diffusion of unbound H2O molecules in the porespace, and therefore reduce the H2O self-diffusion coefficient, D, in the gel system as a whole. In this study, the self-diffusion coefficients of H2O molecules in water-rich gels of Na-rich smectites (montmorillonite, stevensite and hectorite) were measured by pulsed-gradient spin-echo proton nuclear magnetic resonance (NMR) to evaluate the effects of obstruction on D. The NMR results were interpreted using random-walk computer simulations which show that unbound H2O diffuses in the gels while avoiding randomly-placed obstacles (clay platelets sandwiched in immobilized bound H2O layers). A ratio (volume of the clay platelets and immobilized H2O layers)/(volume of clay platelets) was estimated for each water-rich gel. The results showed that the ratio was 8.92, 16.9, 3.32, 3.73 and 3.92 for Wyoming montmorillonite (⩽ 5.74 wt.% clay), Tsukinuno montmorillonite (⩽ 3.73 wt.% clay), synthetic stevensite (⩽ 8.97 wt.% clay), and two synthetic hectorite samples (⩽ 11.0 wt.% clay), respectively. The ratios suggest that the thickness of the immobilized H2O layers in the gels is 4.0, 8.0, 1.2, 1.4 and 1.5 nm, respectively, assuming that each clay particle in the gels consists of a single 1 nm-thick platelet. The present study confirmed that the obstruction effects of immobilized H2O layers near the clay surfaces are important in restricting the self-diffusion of unbound H2O in water-rich smectite gels.

We investigate the translation lengths of group elements that arise in random walks on the isometry groups of Gromov hyperbolic spaces. In particular, without any moment condition, we prove that non-elementary random walks exhibit at least linear growth of translation lengths. As a corollary, almost every random walk on mapping class groups eventually becomes pseudo-Anosov, and almost every random walk on $\mathrm {Out}(F_n)$ eventually becomes fully irreducible. If the underlying measure further has finite first moment, then the growth rate of translation lengths is equal to the drift, the escape rate of the random walk.

We then apply our technique to investigate the random walks induced by the action of mapping class groups on Teichmüller spaces. In particular, we prove the spectral theorem under finite first moment condition, generalizing a result of Dahmani and Horbez.

We consider an SIR (susceptible $\to$ infective $\to$ recovered) epidemic in a closed population of size n, in which infection spreads via mixing events, comprising individuals chosen uniformly at random from the population, which occur at the points of a Poisson process. This contrasts sharply with most epidemic models, in which infection is spread purely by pairwise interaction. A sequence of epidemic processes, indexed by n, and an approximating branching process are constructed on a common probability space via embedded random walks. We show that under suitable conditions the process of infectives in the epidemic process converges almost surely to the branching process. This leads to a threshold theorem for the epidemic process, where a major outbreak is defined as one that infects at least $\log n$ individuals. We show further that there exists $\delta \gt 0$, depending on the model parameters, such that the probability that a major outbreak has size at least $\delta n$ tends to one as $n \to \infty$.

Higher-order networks aim at improving the classical network representation of trajectories data as memory-less order $1$ Markov models. To do so, locations are associated with different representations or “memory nodes” representing indirect dependencies between visited places as direct relations. One promising area of investigation in this context is variable-order network models as it was suggested by Xu et al. that random walk-based mining tools can be directly applied on such networks. In this paper, we focus on clustering algorithms and show that doing so leads to biases due to the number of nodes representing each location. To address them, we introduce a representation aggregation algorithm that produces smaller yet still accurate network models of the input sequences. We empirically compare the clustering found with multiple network representations of real-world mobility datasets. As our model is limited to a maximum order of $2$ , we discuss further generalizations of our method to higher orders.

In this article we introduce a simple tool to derive polynomial upper bounds for the probability of observing unusually large maximal components in some models of random graphs when considered at criticality. Specifically, we apply our method to a model of a random intersection graph, a random graph obtained through p-bond percolation on a general d-regular graph, and a model of an inhomogeneous random graph.

We present an affine-invariant random walk for drawing uniform random samples from a convex body $\mathcal{K} \subset \mathbb{R}^n$ that uses maximum-volume inscribed ellipsoids, known as John’s ellipsoids, for the proposal distribution. Our algorithm makes steps using uniform sampling from the John’s ellipsoid of the symmetrization of $\mathcal{K}$ at the current point. We show that from a warm start, the random walk mixes in ${\widetilde{O}}\!\left(n^7\right)$ steps, where the log factors hidden in the ${\widetilde{O}}$ depend only on constants associated with the warm start and desired total variation distance to uniformity. We also prove polynomial mixing bounds starting from any fixed point x such that for any chord pq of $\mathcal{K}$ containing x, $\left|\log \frac{|p-x|}{|q-x|}\right|$ is bounded above by a polynomial in n.

We establish central limit theorems for an action of a group $G$ on a hyperbolic space $X$ with respect to the counting measure on a Cayley graph of $G$. Our techniques allow us to remove the usual assumptions of properness and smoothness of the space, or cocompactness of the action. We provide several applications which require our general framework, including to lengths of geodesics in geometrically finite manifolds and to intersection numbers with submanifolds.

We study the so-called frog model on ${\mathbb{Z}}$ with two types of lazy frogs, with parameters $p_1,p_2\in (0,1]$ respectively, and a finite expected number of dormant frogs per site. We show that for any such $p_1$ and $p_2$ there is positive probability that the two types coexist (i.e. that both types activate infinitely many frogs). This answers a question of Deijfen, Hirscher, and Lopes in dimension one.

We consider the near-critical Erdős–Rényi random graph G(n, p) and provide a new probabilistic proof of the fact that, when p is of the form $p=p(n)=1/n+\lambda/n^{4/3}$ and A is large,

\begin{equation*}\mathbb{P}(|\mathcal{C}_{\max}|>An^{2/3})\asymp A^{-3/2}e^{-\frac{A^3}{8}+\frac{\lambda A^2}{2}-\frac{\lambda^2A}{2}},\end{equation*}

$\mathcal{C}_{\max}$

$\lambda$