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We study analytically the order statistics of a time series generated by the successive positions of a symmetric random walk of n steps with step lengths of finite variance \sigma^2. We show that the statistics of the gap d_{k,n}=M_{k,n}…

Statistical Mechanics · Physics 2012-01-27 Gregory Schehr , Satya N. Majumdar

The conjecture that the scaling limit of the two-dimensional self-avoiding walk (SAW) in a half plane is given by the stochastic Loewner evolution (SLE) with $\kappa=8/3$ leads to explicit predictions about the SAW. A remarkable feature of…

Probability · Mathematics 2009-11-07 Tom Kennedy

We present an analytical approach to study simple symmetric random walks (RWs) on a crossing geometry consisting of a plane square lattice crossed by $n_l$ number of lines that all meet each other at a single point (the origin) on the…

Statistical Mechanics · Physics 2019-09-02 Reza Sepehrinia , Abbas Ali Saberi , Hor Dashti-Naserabadi

We consider a broad class of Continuous Time Random Walks with large fluctuations effects in space and time distributions: a random walk with trapping, describing subdiffusion in disordered and glassy materials, and a L\'evy walk process,…

Statistical Mechanics · Physics 2015-06-23 R. Burioni , G. Gradenigo , A. Sarracino , A. Vezzani , A. Vulpiani

We study the speed of a biased random walk on a percolation cluster on $\Z^d$ in function of the percolation parameter $p$. We obtain a first order expansion of the speed at $p=1$ which proves that percolating slows down the random walk at…

Probability · Mathematics 2010-11-18 Alexander Fribergh

We study the favourite sites of a random walk evolving in a sparse random environment on the set of integers. The walker moves symmetrically apart from some randomly chosen sites where we impose random drift. We prove annealed limit…

Probability · Mathematics 2025-08-04 Alicja Kołodziejska

Random walks in random scenery are processes defined by $Z_n:=\sum_{k=1}^n\xi_{X_1+...+X_k}$, where $(X_k,k\ge 1)$ and $(\xi_y,y\in\mathbb Z)$ are two independent sequences of i.i.d. random variables. We suppose that the distributions of…

Probability · Mathematics 2011-12-06 Nadine Guillotin-Plantard , Françoise Pène

Starting from a sequence regarded as a walk through some set of values, we consider the associated loop-erased walk as a sequence of directed edges, with an edge from $i$ to $j$ if the loop erased walk makes a step from $i$ to $j$. We…

Probability · Mathematics 2007-05-23 Jomy Alappattu , Jim Pitman

This paper presents a sharp approximation of the density of long runs of a random walk conditioned on its end value or by an average of a function of its summands as their number tends to infinity. In the large deviation range of the…

Probability · Mathematics 2014-09-08 Michel Broniatowski , Virgile Caron

We present a systematic analytical approach to the trapping of a random walk by a finite density rho of diffusing traps in arbitrary dimension d. We confirm the phenomenologically predicted e^{-c_d rho t^{d/2}} time decay of the survival…

Statistical Mechanics · Physics 2009-11-07 F. van Wijland

Non-linear renewal theory is extended to include random walks perturbed by both a slowly changing sequence and a stationary one. Main results include a version of the Key Renewal Theorem, a derivation of the limiting distribution of the…

Statistics Theory · Mathematics 2007-06-13 Dong-Yun Kim , Michael Woodroofe

There is a condition (T'), such that it is the necessary condition that a random walk in random environment is ballistic. Under this condition, we show the law of the iterated logarithm for a random walk in random environment.

Probability · Mathematics 2010-04-29 Naoki Kubota

Many mathematical models of statistical physics in two dimensions are either known or conjectured to exhibit conformal invariance. Over the years, physicists proposed predictions of various exponents describing the behavior of these models.…

Probability · Mathematics 2007-05-23 Oded Schramm

A one-dimensional confined Nonlinear Random Walk is a tuple of $N$ diffeomorphisms of the unit interval driven by a probabilistic Markov chain. For generic such walks, we obtain a geometric characterization of their ergodic stationary…

Dynamical Systems · Mathematics 2016-07-19 Victor Kleptsyn , Denis Volk

We propose an intermediate walk continuously connecting an open quantum random walk and a quantum walk with parameters $M\in \mathbb{N}$ controlling a decoherence effect; if $M=1$, the walk coincides with an open quantum random walk, while…

Quantum Physics · Physics 2020-07-03 Norio Konno , Kaname Matsue , Etsuo Segawa

Motivated by various recent experimental findings, we propose a dynamical model of intermittently self-propelled particles: active particles that recurrently switch between two modes of motion, namely an active run-state and a turn state,…

Soft Condensed Matter · Physics 2025-10-30 Agniva Datta , Carsten Beta , Robert Großmann

We derive a functional central limit theorem for the excursion of a random walk conditioned on sweeping a prescribed geometric area. We assume that the increments of the random walk are integer-valued, centered, with a third moment equal to…

Probability · Mathematics 2019-10-30 Philippe Carmona , Nicolas Pétrélis

We consider the dynamical properties of Quantum Walks defined on the d-dimensional cubic lattice, or the homogeneous tree of coordination number 2d, with site dependent random phases, further characterised by transition probabilities…

Mathematical Physics · Physics 2019-05-22 Joachim Asch , Alain Joye

Let \begin{equation*} S_{0}=0,\quad S_{n}=X_{1}+...+X_{n},\ n\geq 1, \end{equation*} be a random walk whose increments belong without centering to the domain of attraction of a stable law with scaling constants $a_{n}$, that provide…

Probability · Mathematics 2024-09-05 Vladimir Vatutin , Elena Dyakonova

Given a sequence of lattice approximations $D_N\subset\mathbb Z^2$ of a bounded continuum domain $D\subset\mathbb R^2$ with the vertices outside $D_N$ fused together into one boundary vertex $\varrho$, we consider discrete-time simple…

Probability · Mathematics 2024-03-05 Yoshihiro Abe , Marek Biskup , Sangchul Lee