Related papers: Non-perturbative approach to random walk in markov…
The usual random walk on a group (homogeneous both in time and in space) is determined by a probability measure on the group. In a random walk with random transition probabilities this single measure is replaced with a stationary sequence…
The dynamics of human mobility characterizes the trajectories humans follow during their daily activities and is the foundation of processes from epidemic spreading to traffic prediction and information recommendation. In this paper, we…
We develop a criterion for transience for a general model of branching Markov chains. In the case of multi-dimensional branching random walk in random environment (BRWRE) this criterion becomes explicit. In particular, we show that…
In this paper, we investigate the quest for a single target, that remains fixed in a lattice, by a set of independent walkers. The target exhibits a fluctuating behavior between trap and ordinary site of the lattice, whereas the walkers…
We study a symmetric random walk (RW) in one spatial dimension in environment, formed by several zones of finite width, where the probability of transition between two neighboring points and corresponding diffusion coefficient are…
Systems living in complex non equilibrated environments often exhibit subdiffusion characterized by a sublinear power-law scaling of the mean square displacement. One of the most common models to describe such subdiffusive dynamics is the…
We develop a continuous time random walk (CTRW) approach for the evolution of Lagrangian velocities in steady heterogeneous flows based on a stochastic relaxation process for the streamwise particle velocities. This approach describes…
Random walks as well as diffusions in random media are considered. Methods are developed that allow one to establish large deviation results for both the `quenched' and the `averaged' case.
We study random walks in i.i.d. random environments on $\mathbb{Z}^d$ when there are two basic types of vertices, which we call "blue" and "red". Each color represents a different probability distribution on transition probability vectors.…
We consider branching random walks in $d$-dimensional integer lattice with time-space i.i.d. offspring distributions. When $d \ge 3$ and the fluctuation of the environment is well moderated by the random walk, we prove a central limit…
We give three different criteria for transience of a Branching Markov Chain. These conditions enable us to give a classification of Branching Random Walks in Random Environment (BRWRE) on Cayley Graphs in recurrence and transience. This…
Random walks and related spatial stochastic models have been used in a range of application areas including animal and plant ecology, infectious disease epidemiology, developmental biology, wound healing, and oncology. Classical random walk…
We propose a novel approach to concentration for non-independent random variables. The main idea is to ``pretend'' that the random variables are independent and pay a multiplicative price measuring how far they are from actually being…
We consider a recurrent random walk in random environment on a regular tree. Under suitable general assumptions upon the distribution of the environment, we show that the walk exhibits an unusual slow movement: the order of magnitude of the…
We propose a variety of models of random walk, discrete in space and time, suitable for simulating stable random variables of arbitrary index $\alpha$ ($0< \alpha \le 2$), in the symmetric case. We show that by properly scaled transition to…
The extremes of a univariate Markov chain with regulary varying stationary marginal distribution and asymptotically linear behavior are known to exhibit a multiplicative random walk structure called the tail chain. In this paper, we extend…
Random walks (or Markov chains) are models extensively used in theoretical computer science. Several tools, including analysis of quantities such as hitting and mixing times, are helpful for devising randomized algorithms. A notable example…
We study the properties of random walks on complex trees. We observe that the absence of loops reflects in physical observables showing large differences with respect to their looped counterparts. First, both the vertex discovery rate and…
We take the point of view of a particle performing random walk with bounded jumps on $\mathbb{Z}^d$ in a stationary and ergodic random environment. We prove the quenched large deviation principle (LDP) for the pair empirical measure of the…
Motivated by the study of the time evolution of random dynamical systems arising in a vast variety of domains --- ranging from physics to ecology ---, we establish conditions for the occurrence of a non-trivial asymptotic behaviour for…