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Related papers: Recurrence and transience for long-range reversibl…

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We elaborate and validate a generalization of the renowned transition-path-sampling algorithm for a paradigmatic model of active particles, namely the Run-and-Tumble particles. Notwithstanding the non-equilibrium character of these…

Soft Condensed Matter · Physics 2024-11-20 Thomas Kiechl , Thomas Franosch , Michele Caraglio

We investigate reflected random walks in the quarter plane, with particular emphasis on the time spent along the reflection boundary axes. Assuming the drift of the random walk lies within the cone, the local time converges -- without the…

Probability · Mathematics 2025-07-08 Viet Hung Hoang , Kilian Raschel

For a generalized step reinforced random walk, starting from the origin, the first step is taken according to the first element of an innovation sequence. Then in subsequent epochs, it recalls a past epoch with probability proportional to a…

Probability · Mathematics 2025-05-12 Aritra Majumdar , Krishanu Maulik

We study one-dimensional excited random walks with non-nearest neighbor jumps. When the process is at a vertex that has not been visited before, its next transition has a positive drift to the right, possibly with long jumps. Whenever the…

Probability · Mathematics 2021-10-07 Andrea Collevecchio , Kais Hamza , Tuan-Minh Nguyen

Directed covers of finite graphs are also known as periodic trees or trees with finitely many cone types. We expand the existing theory of directed covers of finite graphs to those of infinite graphs. While the lower growth rate still…

Probability · Mathematics 2009-10-05 Lorenz A. Gilch , Sebastian Müller

In this paper we study the tightness of solutions for a family of recursion equations. These equations arise naturally in the study of random walks on tree-like structures. Examples include the maximal displacement of a branching random…

Probability · Mathematics 2009-06-23 Maury Bramson , Ofer Zeitouni

The paper is concerned with a new approach for the recurrence property of the oscillating process on $\mathbb{Z}$ in Kemperman's sense. In the case when the random walk is ascending on $\mathbb{Z}^-$ and descending on $\mathbb{Z}^+$, we…

Probability · Mathematics 2022-01-06 D Vo

We study random walk on complex networks with transition probabilities which depend on the current and previously visited nodes. By using an absorbing Markov chain we derive an exact expression for the mean first passage time between pairs…

Physics and Society · Physics 2024-11-14 Lasko Basnarkov , Miroslav Mirchev , Ljupco Kocarev

We are interested in the random walk in random environment on an infinite tree. Lyons and Pemantle [11] give a precise recurrence/transience criterion. Our paper focuses on the almost sure asymptotic behaviours of a recurrent random walk…

Probability · Mathematics 2007-05-23 Yueyun Hu , Zhan Shi

We study a model of multi-excited random walk on a regular tree which generalizes the models of the once excited random walk and the digging random walk introduced by Volkov (2003). We show the existence of a phase transition of the…

Probability · Mathematics 2008-12-10 Anne-Laure Basdevant , Arvind Singh

We study a one-dimensional random walk whose expected drift depends both on time and the position of a particle. We establish a non-trivial phase transition for the recurrence vs. transience of the walk, and show some interesting…

Probability · Mathematics 2007-11-16 Mikhail Menshikov , Stanislav Volkov

We introduce the concept of a deterministic walk in a deterministic environment on a countable state space (DWDE). For the deterministic walk in a fixed environment we establish properties analogous to those found in Markov chain theory,…

Dynamical Systems · Mathematics 2013-01-16 Colin M. W. Little

In part I (math.PR/0406392) we proved for an arbitrary one-dimensional random walk with independent increments that the probability of crossing a level at a given time n is of the maximal order square root of n. In higher dimensions we call…

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

The continuous time random walk model has been widely applied in various fields, including physics, biology, chemistry, finance, social phenomena, etc. In this work, we present an algorithm that utilizes a subordinate formula to generate…

Statistical Mechanics · Physics 2024-09-10 Danhua Jiang , Yuanze Hong , Wanli Wang

We prove a conjecture by Bertoin that the multi-dimensional elephant random walk on $\mathbb{Z}^d$($d\geq 3$) is transient and the expected number of zeros is finite. We also provide some estimates on the rate of escape. In dimensions $d=…

Probability · Mathematics 2025-05-29 Shuo Qin

A second-order random walk on a graph or network is a random walk where transition probabilities depend not only on the present node but also on the previous one. A notable example is the non-backtracking random walk, where the walker is…

Probability · Mathematics 2021-12-28 Dario Fasino , Arianna Tonetto , Francesco Tudisco

For normally reflected Brownian motion and for simple random walk on independently growing in time d-dimensional domains, d>=3, we establish a sharp criterion for recurrence versus transience in terms of the growth rate.

Probability · Mathematics 2014-08-28 Amir Dembo , Ruojun Huang , Vladas Sidoravicius

We characterize recurrence and transience of nonnegative multivariate autoregressive processes of order one with random contractive coefficient matrix, of subcritical multitype Galton-Watson branching processes in random environment with…

Probability · Mathematics 2016-10-18 Martin P. W. Zerner

We consider a system of independent one-dimensional random walks in a common random environment under the condition that the random walks are transient with positive speed $v_P$. We give upper bounds on the quenched probability that at…

Probability · Mathematics 2016-06-14 Jonathon Peterson

We survey distributional properties of $\mathbb{R}^d$-valued cocycles of finite measure preserving ergodic transformations (or, equivalently, of stationary random walks in $\mathbb{R}^d$) which determine recurrence or transience.

Dynamical Systems · Mathematics 2007-05-23 Klaus Schmidt