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Consider $a$ particles performing simple, symmetric, non-intersecting random walks, starting at points $2(j-1)$, $1\le j\le a$ at time 0 and ending at $2(j-1)+c-b$ at time $b+c$. This can also be interpreted as a random rhombus tiling of an…

Probability · Mathematics 2007-05-23 Kurt Johansson

Random walkers characterized by random positions and random velocities lead to normal diffusion. A random walk was originally proposed by Einstein to model Brownian motion and to demonstrate the existence of atoms and molecules. Such a…

Statistical Mechanics · Physics 2018-08-01 Daniel Escaff , Raul Toral , Christian Van den Broeck , Katja Lindenberg

We study random walks on the integers driven by a sample of time-dependent nearest-neighbor conductances that are bounded but are permitted to vanish over time intervals of positive Lebesgue-length. Assuming only ergodicity of the…

Probability · Mathematics 2024-03-05 Marek Biskup , Minghao Pan

We consider a random object that is associated with both random walks and random media, specifically, the superposition of a configuration of subcritical Bernoulli percolation on an infinite connected graph and the trace of the simple…

Probability · Mathematics 2019-09-10 Kazuki Okamura

We consider random walks perturbed at zero which behave like (possibly different) random walks with i.i.d. increments on each half lines and restarts at $0$ whenever they cross that point. We show that the perturbed random walk, after being…

Probability · Mathematics 2019-06-04 Hoang-Long Ngo , Marc Peigne

A quantum walker moves on the integers with four extra degrees of freedom, performing a coin-shift operation to alter its internal state and position at discrete units of time. The time evolution is described by a unitary process. We focus…

Quantum Physics · Physics 2018-08-16 Takuya Machida , F. Alberto Grunbaum

We prove an estimate for the probability that a simple random walk in a simply connected subset A of Z^2 starting on the boundary exits A at another specified boundary point. The estimates are uniform over all domains of a given inradius.…

Probability · Mathematics 2009-05-15 Michael J. Kozdron , Gregory F. Lawler

A random walk in a sparse random environment is a model introduced by Matzavinos et al. [Electron. J. Probab. 21, paper no. 72: 2016] as a generalization of both a simple symmetric random walk and a classical random walk in a random…

This paper concerns a random walk that moves on the integer lattice and has zero mean and a finite variance. We obtain first an asymptotic estimate of the transition probability of the walk absorbed at the origin, and then, using the…

Probability · Mathematics 2011-03-31 Kohei Uchiyama

This elementary treatment first summarizes extreme values of a Bernoulli random walk on the one-dimensional integer lattice over a finite discrete time interval. Both the symmetric (unbiased) and asymmetric (biased) cases are discussed.…

History and Overview · Mathematics 2018-02-14 Steven R. Finch

We investigate the long-term behavior of a random walker evolving on top of the simple symmetric exclusion process (SSEP) at equilibrium, in dimension one. At each jump, the random walker is subject to a drift that depends on whether it is…

Probability · Mathematics 2020-10-28 Marcelo R. Hilário , Daniel Kious , Augusto Teixeira

We present a continuous time generalization of a random walk with complete memory of its history [Phys. Rev. E 70, 045101(R) (2004)] and derive exact expressions for the first four moments of the distribution of displacement when the number…

Statistical Mechanics · Physics 2007-05-23 Francis N. C. Paraan , J. P. Esguerra

In the past decade, the use of ordinal patterns in the analysis of time series and dynamical systems has become an important and rich tool. Ordinal patterns (otherwise known as a permutation patterns) are found in time series by taking $n$…

Combinatorics · Mathematics 2014-12-03 Sergi Elizalde , Megan Martinez

We consider random variables observed at arrival times of a renewal process, which possibly depends on those observations and has regularly varying steps with infinite mean. Due to the dependence and heavy tailed steps, the limiting…

Probability · Mathematics 2016-08-08 Bojan Basrak , Drago Špoljarić

We introduce the Peierls substitution to a two-dimensional discrete-time quantum walk on a square lattice to examine the spreading dynamics and the coin-position entanglement in the presence of an artificial gauge field. We use the ratio of…

Quantum Physics · Physics 2015-10-28 İ. Yalçınkaya , Z. Gedik

The present paper extends the earlier results obtained by Abramov [`Conditions for recurrence and transience for time-inhomogeneous birth-and-death processes' \emph{Bull. Aust. Math. Soc.} \textbf{109} (2024), 393--402] for the case of…

Probability · Mathematics 2024-04-24 Vyacheslav M. Abramov

We propose a new algorithm to generate a fractional Brownian motion, with a given Hurst parameter, 1/2<H<1 using the correlated Bernoulli random variables with parameter p; having a certain density. This density is constructed using the…

Computation · Statistics 2019-05-15 Buket Coskun , Ceren Vardar-Acar , Hakan Demirtas

The balanced excited random walk, introduced by Benjamini, Kozma and Schapira in $2011$, is defined as a discrete time stochastic process in $\mathbb Z^d$, depending on two integer parameters $1\le d_1,d_2\le d$, which whenever it is at a…

Probability · Mathematics 2020-05-05 Daniel Camarena , Gonzalo Panizo , Alejandro F. Ramírez

For the supercritical Bernoulli bond percolation on $\mathbb{Z}^d$ ($d \geq 2$), we give a coupling between the random walk on the infinite cluster and its limit Brownian motion, such that the maximum distance between the paths during…

Probability · Mathematics 2025-08-05 Chenlin Gu , Zhonggen Su , Ruizhe Xu

Given a random walk $(S_n)$ with typical step distributed according to some fixed law and a fixed parameter $p \in (0,1)$, the associated positively step-reinforced random walk is a discrete-time process which performs at each step, with…

Probability · Mathematics 2022-10-19 Marco Bertenghi , Alejandro Rosales-Ortiz
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