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We consider a discrete-time random walk where the random increment at time step $t$ depends on the full history of the process. We calculate exactly the mean and variance of the position and discuss its dependence on the initial condition…

Statistical Mechanics · Physics 2009-11-10 Gunter M. Schütz , Steffen Trimper

We consider a discrete-time random walk on the nodes of an unbounded hexagonal lattice. We determine the probability generating functions, the transition probabilities and the relevant moments. The convergence of the stochastic process to a…

Probability · Mathematics 2019-09-16 Antonio Di Crescenzo , Claudio Macci , Barbara Martinucci , Serena Spina

For the last ten years, almost every theoretical result concerning the expected run time of a randomized search heuristic used drift theory, making it the arguably most important tool in this domain. Its success is due to its ease of use…

Probability · Mathematics 2018-05-25 Timo Kötzing , Martin S. Krejca

Let $X$ be the constrained random walk on $\mathbb{Z}_+^d$ $d >2$, having increments $e_1$, $-e_i+e_{i+1}$ $i=1,2,3,...,d-1$ and $-e_d$ with probabilities $\lambda$, $\mu_1$, $\mu_2$,...,$\mu_d$, where $\{e_1,e_2,..,e_d\}$ are the standard…

Probability · Mathematics 2026-01-28 Ali Devin Sezer

In many real life situations one has $m$ types of random events happening in chronological order within a time interval and one wishes to predict various milestones about these events or their subsets. An example is birdwatching. Suppose we…

A class of stochastic individual-based models, written in terms of coupled velocity jump processes, is presented and analysed. This modelling approach incorporates recent experimental findings on behaviour of locusts. It exhibits nontrivial…

Analysis of PDEs · Mathematics 2011-04-14 Radek Erban , Jan Haskovec

Generic slow-fast systems with only one (time-scaling) parameter on the two-torus have attracting canard cycles for arbitrary small values of this parameter. This is in drastic contrast with the planar case, where canards usually occur in…

Dynamical Systems · Mathematics 2011-04-07 Ilya V. Schurov

The canard explosion is the change of amplitude and period of a limit cycle born in a Hopf bifurcation in a very narrow parameter interval. The phenomenon is well understood in singular perturbation problems where a small parameter controls…

Dynamical Systems · Mathematics 2012-09-07 Morten Brøns

Imagine an invisible rabbit that starts at some unknown integer point $A$ on the number line. At each time step, it hops by a fixed but unknown integer stride $B$. Both $A$ and $B$ are fixed integers, but their values are unknown. Suppose…

Probability · Mathematics 2025-01-08 Sunil Chebolu , Deepayan Sarakar

We study, in d-dimensions, the random walker with geometrically shrinking step sizes at each hop. We emphasize the integrated quantities such as expectation values, cumulants and moments rather than a direct study of the probability…

Statistical Mechanics · Physics 2009-11-11 Tonguc Rador

We study the problem of how to coordinate the actions of independent agents in a distributed system where message arrival times are unbounded, but are determined by an exponential probability distribution. Asynchronous protocols executed in…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-11-10 Ariel Livshits , Yoram Moses

A natural extension of a right-continuous integer-valued random walk is one which can jump to the right by one or two units. First passage times above a given fixed level then admit a tractable Laplace transform (probability generating…

Probability · Mathematics 2014-08-13 Matija Vidmar

We show that the complexity of the billiard in a typical polygon grows cubically and the number of saddle connections grows quadratically along certain subsequences. It is known that the set of points whose first n-bounces hits the same…

Dynamical Systems · Mathematics 2023-12-08 Tyll Krueger , Arnaldo Nogueira , Serge Troubetzkoy

We present a polynomial complexity, deterministic, heuristic for solving the Hamiltonian Cycle Problem (HCP) in an undirected graph of order $n$. Although finding a Hamiltonian cycle is not theoretically guaranteed, we have observed that…

Combinatorics · Mathematics 2019-02-28 Pouya Baniasadi , Vladimir Ejov , Jerzy A Filar , Michael Haythorpe , Serguei Rossomakhine

In this paper we are shown the following facts: The probability of increased $ A_{k}=P(T^{k} (x_{0})>T^{k-1} (x_{0})) $, and the probability of decrease $B_{k}=P(T^{k} (x_{0})<T^{k-1} (x_{0}))$ in step $ k $ of a Collataz procedure…

Number Theory · Mathematics 2017-07-04 Denis Martínez Tápanes , Jose E. Martínez Serra

We study the cover time $\tau_{\mathrm{cov}}$ by (continuous-time) random walk on the 2D box of side length $n$ with wired boundary or on the 2D torus, and show that in both cases with probability approaching 1 as $n$ increases,…

Probability · Mathematics 2012-06-07 Jian Ding

Fix $p>1$, not necessarily integer, with $p(d-2)<d$. We study the $p$-fold self-intersection local time of a simple random walk on the lattice $\Z^d$ up to time $t$. This is the $p$-norm of the vector of the walker's local times, $\ell_t$.…

Probability · Mathematics 2011-06-10 Mathias Becker , Wolfgang König

Simple random walks are a basic staple of the foundation of probability theory and form the building block of many useful and complex stochastic processes. In this paper we study a natural generalization of the random walk to a process in…

Probability · Mathematics 2017-08-11 Bala Rajaratnam , Narut Sereewattanawoot , Doug Sparks , Meng-Hsuan Wu

This paper analyzes the meeting time between a pair of pursuer and evader performing random walks on digraphs. The existing bounds on the meeting time usually work only for certain classes of walks and cannot be used to formulate…

Robotics · Computer Science 2019-12-06 Xiaoming Duan , Mishel George , Rushabh Patel , Francesco Bullo

We give a complete classification of scaling limits of randomly trapped random walks and associated clock processes on $\mathbb Z^d$, $d\ge 2$. Namely, under the hypothesis that the discrete skeleton of the randomly trapped random walk has…

Probability · Mathematics 2014-10-02 Jiří Černý , Tobias Wassmer