Related papers: Bouchaud walks with variable drift

We consider the branching random walk drifting to $-\infty$ and we investigate large deviations-type estimates for the first passage time. We prove the corresponding law of large numbers and the central limit theorem.

Let $\left\{ S_{n},n\geq 0\right\} $ be a random walk whose increment distribution belongs without centering to the domain of attraction of an $% \alpha $-stable law, i.e., there are some scaling constants $a_{n}$ such that the sequence…

We consider random walks in dynamic random environments which arise naturally as spatial embeddings of ancestral lineages in spatial locally regulated population models. In particular, as the main result, we prove the quenched central limit…

We consider real random walks with finite variance. We prove an optimal integrability result for the diffusively rescaled maximum, when the walk or its bridge is conditioned to stay positive, or to avoid zero. As an application, we prove…

We study the dynamics of fluctuations at the critical point for two time-asymmetric version of the Curie-Weiss model for spin systems that, in the macroscopic limit, undergo a Hopf bifurcation. The fluctuations around the macroscopic limit…

We consider a system consisting of a planar random walk on a square lattice, submitted to stochastic elementary local deformations. Depending on the deformation transition rates, and specifically on a parameter $\eta$ which breaks the…

We extend the ideas of (Barbour 1990) and use Stein's method to obtain a bound on the distance between a scaled time-changed random walk and a time-changed Brownian Motion. We then apply this result to bound the distance between a…

Self-repelling two-leg (biped) spider walk is considered where the local stochastic movements are governed by two independent control parameters $ \beta_d$ and $ \beta_h $, so that the former controls the distance ($ d $) between the legs…

Consider a random walker on the nonnegative lattice, moving in continuous time, whose positive transition intensity is proportional to the time the walker spends at the origin. In this way, the walker is a jump process with a stochastic and…

We describe a chain of unidirectionally coupled adaptive excitable elements slowly driven by a stochastic process from one end and open at the other end, as a minimal toy model of unresolved irreducible uncertainty in a system performing…

We survey recent results of normal and anomalous diffusion of two types of random motions with long memory in ${\Bbb R}^d$ or ${\Bbb Z}^d$. The first class consists of random walks on ${\Bbb Z}^d$ in divergence-free random drift field,…

We investigate an intermittent stochastic process in which the diffusive motion with time-dependent diffusion coefficient $D(t) \sim t^{\alpha -1}$ with $\alpha > 0$ (scaled Brownian motion) is stochastically reset to its initial position,…

We study the scaling limits of three different aggregation models on Z^d: internal DLA, in which particles perform random walks until reaching an unoccupied site; the rotor-router model, in which particles perform deterministic analogues of…

We propose a dual scale drift-diffusion model for interfacial growth and etching processes. The two scales are: (i) a depletion layer width surrounding the aggregate and (ii) a drift length.The interplay between these two antithetical…

For a set $A\subset C[0,\infty)$, we give new results on the growth of the number of particles in a dyadic branching Brownian motion whose paths fall within A. We show that it is possible to work without rescaling the paths. We give large…

We consider a system of independent random walks in a common random environment. Previously, a hydrodynamic limit for the system of RWRE was proved under the assumption that the random walks were transient with positive speed. In this paper…

We study a reaction-diffusion-convection problem with nonlinear drift posed in a domain with periodically arranged obstacles. The non-linearity in the drift is linked to the hydrodynamic limit of a totally asymmetric simple exclusion…

Lagrangian motions of fluid particles in a general velocity field oscillating in time are studied with the use of the two-timing method. Our aims are: (i) to calculate systematically the most general and practically usable asymptotic…

We consider a random walk on a supercritical Galton-Watson tree with leaves, where the transition probabilities of the walk are determined by biases that are randomly assigned to the edges of the tree. The biases are chosen independently on…

We introduce the pushy random walk, where a walker can push multiple obstacles, thereby penetrating large distances in environments with finite obstacle density. This process provides a minimal model for experimentally observed interactions…