Related papers: From the long jump random walk to the fractional L…

We present a simple model of a random walk with partial memory, which we call the \emph{random memory walk}. We introduce this model motivated by the belief that it mimics the behavior of the once-reinforced random walk in high dimensions…

The Martin boundary associated with the simple random walk on an example of partially oriented lattice is shown to be trivial by computing fine estimates of the Green kernel.

In this note we present some of the most basic aspects of the fractional Laplacean with a self-contained and purely didactic intent, and with a somewhat different slant from the several excellent existing references. Given the interest that…

Simple random walks on a partially directed version of $\mathbb{Z}^2$ are considered. More precisely, vertical edges between neighbouring vertices of $\mathbb{Z}^2$ can be traversed in both directions (they are undirected) while horizontal…

We introduce a formalism of fractional diffusion on networks based on a fractional Laplacian matrix that can be constructed directly from the eigenvalues and eigenvectors of the Laplacian matrix. This fractional approach allows random walks…

In the context of countable groups of polynomial volume growth, we consider a large class of random walks that are allowed to take long jumps along multiple subgroups according to power law distributions. For such a random walk, we study…

We introduce a model of self-repelling random walks where the short-range interaction between two elements of the chain decreases as a power of the difference in proper time. Analytic results on the exponent $\nu$ are obtained. They are in…

We study the scaling limit of a divisible sandpile model associated to a truncated $\alpha$-stable random walk. We prove that the limiting distribution is related to an obstacle problem for a truncated fractional Laplacian. We also provide,…

Starting from the model of continuous time random walk, we focus our interest on random walks in which the probability distributions of the waiting times and jumps have fat tails characterized by power laws with exponent between 0 and 1 for…

Simple random walks on various types of partially horizontally oriented regular lattices are considered. The horizontal orientations of the lattices can be of various types (deterministic or random) and depending on the nature of the…

Motivated by the random Lorentz gas, we study deterministic walks in random environment and show that (in simple, yet relevant, cases) they can be reduced to a class of random walks in random environment where the jump probability depends…

We present an approximated maximum likelihood method for the multifractal random walk processes of [E. Bacry et al., Phys. Rev. E 64, 026103 (2001)]. The likelihood is computed using a Laplace approximation and a truncation in the…

Focusing on coupling between edges, we generalize the relationship between the normalized graph Laplacian and random walks on graphs by devising an appropriate normalization for the Hodge Laplacian -- the generalization of the graph…

In this paper we consider a generalized classical mechanics with fractional derivatives. The generalization is based on the time-clock randomization of momenta and coordinates taken from the conventional phase space. The fractional…

We develop the theory of pretty good fractional revival in quantum walks on graphs using their Laplacian matrices as the Hamiltonian. We classify the paths and the double stars that have Laplacian pretty good fractional revival.

A form of the Laplace transform is reviewed as a paradigm for an entire class of fractional functional transforms. Various of its properties are discussed. Such transformations should be useful in application to differential/integral…

We construct random walks taking place on the k-cells of free G-CW complexes of finite type. These random walks define operators acting on the cellular k-chains that relate nicely to the (upper) cellular k-Laplacian. As an application, we…

We consider a refracted jump diffusion process having two-sided jumps with rational Laplace transforms. For such a process, by applying a straightforward but interesting approach, we derive formulas for the Laplace transform of its…

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…

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…