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In this paper, we study the asymptotic behavior of the number of rarely visited edges (i.e., edges that visited only once) of a simple symmetric random walk on $\mathbb{Z}$. Let $\alpha(n)$ be the number of rarely visited edges up to time…

Probability · Mathematics 2026-01-21 Ze-Chun Hu , Xue Peng , Renming Song , Yuan Tan

We investigate the geometric properties of the convex hull over $n$ successive positions of a planar random walk, with a symmetric continuous jump distribution. We derive the large $n$ asymptotic behavior of the mean perimeter. In addition,…

Statistical Mechanics · Physics 2020-01-03 Denis S. Grebenkov , Yann Lanoiselée , Satya N. Majumdar

A study of persistence dynamics is made for the first time in a quantum system by considering the dynamics of a quantum random walk. For a discrete walk on a line starting at $x=0$ at time $t=0$, the persistence probability $P(x,t)$ that a…

Statistical Mechanics · Physics 2009-08-10 Sanchari Goswami , Parongama Sen

We study a discrete random walk on a one-dimensional finite lattice, where each state has different probabilities to move one step forward, backward, staying for a moment or being absorbed. We obtain expected number of arrivals and expected…

Probability · Mathematics 2023-07-26 Theo van Uem

The speed of an exhaustive search can be measured by a cover time, which is defined as the time it takes a random searcher to visit every state in some target set. Cover times have been studied in both the physics and probability…

Statistical Mechanics · Physics 2024-07-11 Hyunjoong Kim , Sean D Lawley

We investigate random walks in independent, identically distributed random sceneries under the assumption that the scenery variables satisfy Cramer's condition. We prove moderate deviation principles in dimensions two and larger, covering…

Probability · Mathematics 2007-05-23 Klaus Fleischmann , Peter Morters , Vitali Wachtel

We prove for an arbitrary one-dimensional random walk with independent increments that the probability of crossing a level at a given time n has the order of square root of n. Moment or symmetry assumptions are not necessary. In removing…

Probability · Mathematics 2007-05-23 Rainer Siegmund-Schultze , Heinrich von Weizsaecker

The first passage time (FPT) distribution for random walk in complex networks is calculated through an asymptotic analysis. For network with size $N$ and short relaxation time $\tau\ll N$, the computed mean first passage time (MFPT), which…

Statistical Mechanics · Physics 2013-01-29 Hon Wai Lau , Kwok Yip Szeto

We study the simple random walk dynamics on an annealed version of a Small-World Network (SWN) consisting of $N$ nodes. This is done by calculating the mean number of distinct sites visited S(n) and the return probability $P_{00}(t)$ as a…

Statistical Mechanics · Physics 2009-11-07 Jani Lahtinen , János Kertész , Kimmo Kaski

We consider random walk on the structure given by a random hypergraph in the regime where there is a unique giant component. We give the asymptotics for hitting times, cover times, and commute times and show that the results obtained for…

Probability · Mathematics 2019-03-05 Amine Helali , Matthias Löwe

This paper is concerned with the asymptotic analysis of sojourn times of random fields with continuous sample paths. Under a very general framework we show that there is an interesting relationship between tail asymptotics of sojourn times…

Probability · Mathematics 2021-01-28 Krzysztof Dȩbicki , Enkelejd Hashorva , Peng Liu , Zbigniew Michna

We perform simulations for one dimensional continuous-time random walks in two dynamic random environments with fast (independent spin-flips) and slow (simple symmetric exclusion) decay of space-time correlations, respectively. We focus on…

Probability · Mathematics 2012-05-23 L. Avena , P. Thomann

A L\'evy random medium, in a given space, is a random point process where the distances between points, a.k.a. targets, are long-tailed. Random walks visiting the targets of a L\'evy random medium have been used to model many (physical,…

Probability · Mathematics 2022-08-19 Marco Lenci

The analysis of strings of $n$ random variables with geometric distribution has recently attracted renewed interest: Archibald et al. consider the number of distinct adjacent pairs in geometrically distributed words. They obtain the…

Probability · Mathematics 2024-02-14 Guy Louchard , Werner Schachinger , Mark Daniel Ward

We consider a continuous-time branching random walk on a multidimensional lattice in a random branching medium. It is theoretically known that, in such branching random walks, large rare fluctuations of the medium may lead to anomalous…

Probability · Mathematics 2021-09-21 Kutsenko Vladimir , Elena Yarovaya

We study a continuous time random walk on the $d$-dimensional lattice, subject to a drift and an attraction to large clusters of a subcritical Bernoulli site percolation. We find two distinct regimes: a ballistic one, and a subballistic one…

Probability · Mathematics 2007-10-12 Francis Comets , Francois Simenhaus

We show that the occurrence of chaotic diffusion in a typical class of time-delayed systems with linear instantaneous and nonlinear delayed term can be well described by an anti-persistent random walk. We numerically investigate the…

Statistical Mechanics · Physics 2022-07-13 Tony Albers , David Müller-Bender , Günter Radons

We consider random walks in which the walk originates in one set of nodes and then continues until it reaches one or more nodes in a target set. The time required for the walk to reach the target set is of interest in understanding the…

Systems and Control · Computer Science 2019-01-11 Andrew Clark , Basel Alomair , Linda Bushnell , Radha Poovendran

Consider a branching random walk evolving in a macroscopic time-inhomogeneous environment, that scales with the length $n$ of the process under study. We compute the first two terms of the asymptotic of the maximal displacement at time $n$.…

Probability · Mathematics 2018-10-01 Bastien Mallein

We study a discrete time multitype branching random walk on a finite space with finite set of types. Particles follow a Markov chain on the spatial space whereas offspring distributions are given by a random field that is fixed throughout…

Probability · Mathematics 2013-10-30 Onur Gün , Wolfgang König , Ozren Sekulović