Related papers: From the long jump random walk to the fractional L…
We consider Reinforced Random Walks where transition probabilities are a function of the proportion of times the walk has traversed an edge. We give conditions for recurrence or transience. A phase transition is observed, similar to…
We compute the exponential decay of the probability that a given multi-dimensional random walk stays in a convex cone up to time $n$, as $n$ goes to infinity. We show that the latter equals the minimum, on the dual cone, of the Laplace…
We qualify a relevant range of fractional powers of the so-called Hamiltonian of point interaction in three dimensions, namely the singular perturbation of the negative Laplacian with a contact interaction supported at the origin. In…
We study a discrete-time random walk on the non-negative integers, such that when 0 is reached a jump occurs to an arbitrary location, with given probabilities. We obtain an asymptotic formula for the expected position at large times, in…
Random transvections generate a walk on the space of symplectic forms on $\mathbf{F}_q^{2n}$. The main result is establishing cutoff for this Markov chain. After $n+c$ steps, the walk is close to uniform while before $n-c$, it is far from…
We consider a population of $N$ labeled random walkers moving on a substrate, and an excitation jumping among the walkers upon contact. The label $\mathcal{X}(t)$ of the walker carrying the excitation at time $t$ can be viewed as a…
Planar run-and-tumble walks with orthogonal directions of motion are considered. After formulating the problem with generic transition probabilities among the orientational states, we focus on the symmetric case, giving general expressions…
We formulate a fractional master equation in continuous time with random transition probabilities across the population of random walkers such that the effective underlying random walk exhibits ensemble self-reinforcement. The population…
This is a guide to the mathematical theory of Brownian motion and related stochastic processes, with indications of how this theory is related to other branches of mathematics, most notably the classical theory of partial differential…
Starting with a percolation model in $\Z^d$ in the subcritical regime, we consider a random walk described as follows: the probability of transition from $x$ to $y$ is proportional to some function $f$ of the size of the cluster of $y$.…
This article handles in a short manner a few Laplace transform pairs and some extensions to the basic equations are developed. They can be applied to a wide variety of functions in order to find the Laplace transform or its inverse when…
In this paper, we construct scaling limits of some branching random walks in random environment whose off-spring distributions have infinite variance. The Laplace functional of the obtained random measure is given by a non-linear PAM, whose…
We prove a connection between the Green's function of the fractional Anderson model and the two point function of a self-avoiding random walk with long range jumps, adapting a strategy proposed by Schenker in 2015. This connection allows us…
Continuous time random walks impose a random waiting time before each particle jump. Scaling limits of heavy tailed continuous time random walks are governed by fractional evolution equations. Space-fractional derivatives describe heavy…
In this paper we create a model of particle motion on a three-dimensional lattice using discrete random walk with small steps. We rigorously construct a probability space of the particle trajectories. Unlike deterministic approach in…
We derive an annealed large deviation principle for the normalised local times of a continuous-time random walk among random conductances in a finite domain in $\Z^d$ in the spirit of Donsker-Varadhan \cite{DV75}. We work in the interesting…
It is well known that martingale difference sequences are very useful in applications and theory. On the other hand, the operator fractional Brownian motion as an extension of the well-known fractional Brownian motion also plays important…
In this article, the continuous time random walk on the circle is studied. We derive the corresponding generalized master equation and discuss the effects of topology, especially important when Levy flights are allowed. Then, we work out…
We develop physically admissible lattice models in the harmonic approximation which define by Hamilton's variational principle fractional Laplacian matrices of the forms of power law matrix functions on the n -dimensional periodic and…
Random walk has wide applications in many fields, such as machine learning, biology, physics, and chemistry. Random walk can be discrete or continuous in time and space. Asymmetric random walk could be described by drift-diffusion equation.…