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We establish the discrete approximation to Brownian motion with varying dimension (BMVD in abbreviation) by random walks. The setting is very similar to that in [11], but here we use a different method allowing us to get rid the…

Probability · Mathematics 2021-11-16 Shuwen Lou

Random walks are studied on disordered cellular networks in 2-and 3-dimensional spaces with arbitrary curvature. The coefficients of the evolution equation are calculated in term of the structural properties of the cellular system. The…

Disordered Systems and Neural Networks · Physics 2009-10-28 Tomaso Aste

Diffusion models for continuous state spaces based on Gaussian noising processes are now relatively well understood from both practical and theoretical perspectives. In contrast, results for diffusion models on discrete state spaces remain…

Machine Learning · Computer Science 2026-04-02 Giovanni Conforti , Alain Durmus , Le-Tuyet-Nhi Pham , Gael Raoul

We consider a continuous-time random walk in the quarter plane for which the transition intensities are constant on each of the four faces $(0,\infty)^2$, $F_1=\{0\}\times(0,\infty)$, $F_2=(0,\infty)\times\{0\}$ and $\{(0,0)\}$. We show…

Probability · Mathematics 2024-03-04 Rami Atar , Amarjit Budhiraja

In this paper we study the asymptotic behavior of the Random-Walk Metropolis algorithm on probability densities with two different `scales', where most of the probability mass is distributed along certain key directions with the…

Computation · Statistics 2015-10-12 Alexandros Beskos , Gareth Roberts , Alexandre Thiery , Natesh Pillai

We consider a model for random walks on random environments (RWRE) with random subset of Z^d as the vertices, and uniform transition probabilities on 2d points (two "coordinate nearest points" in each of the d coordinate directions). We…

Probability · Mathematics 2015-09-08 Noam Berger , Ron Rosenthal

With the objective of characterizing the stationary behavior of the scaling limit for shortest remaining processing time (SRPT) queues with a heavy-tailed processing time distribution, as obtained in Banerjee, Budhiraja, and Puha (BBP,…

Probability · Mathematics 2025-07-08 Sixian Jin , Marvin Pena , Amber L. Puha

We present a mode-coupling theory (MCT) for the high-density dynamics of two-dimensional spherical active Brownian particles (ABP). The theory is based on the integration-through-transients (ITT) formalism and hence provides a starting…

Soft Condensed Matter · Physics 2017-12-20 Alexander Liluashvili , Jonathan Onody , Thomas Voigtmann

Based on the Langevin description of the Continuous Time Random Walk (CTRW), we consider a generalization of CTRW in which the waiting times between the subsequent jumps are correlated. We discuss the cases of exponential and slowly…

Statistical Mechanics · Physics 2015-05-13 A. V. Chechkin , M. Hofmann , I. M. Sokolov

Central limit theorems for random walks in quenched random environments have attracted plenty of attention in the past years. More recently still, finer local limit theorems -- yielding a Gaussian density multiplied by a highly oscillatory…

Probability · Mathematics 2013-03-07 Mikko Stenlund

We study memory based random walk models to understand diffusive motion in crowded heterogeneous environment. The models considered are non-Markovian as the current move of the random walk models is determined by randomly selecting a move…

Statistical Mechanics · Physics 2018-08-01 Sabeeha Hasnain , Upendra Harbola , Pradipta Bandyopadhyay

Background: This study is mainly motivated by the need of understanding how the diffusion behaviour of a biomolecule (or even of a larger object) is affected by other moving macromolecules, organelles, and so on, inside a living cell,…

Biological Physics · Physics 2016-01-15 Matteo Gori , Irene Donato , Elena Floriani , Ilaria Nardecchia , Marco Pettini

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…

Statistical Mechanics · Physics 2021-12-08 H. Dashti N. , M. N. Najafi , Hyunggyu Park

We study a family of distributed stochastic optimization algorithms where gradients are sampled by a token traversing a network of agents in random-walk fashion. Typically, these random-walks are chosen to be Markov chains that…

Probability · Mathematics 2024-01-19 Jie Hu , Vishwaraj Doshi , Do Young Eun

Measurements of protein motion in living cells and membranes consistently report transient anomalous diffusion (subdiffusion) which converges back to a Brownian motion with reduced diffusion coefficient at long times, after the anomalous…

Quantitative Methods · Quantitative Biology 2015-06-05 Hédi Soula , Bertrand Caré , Guillaume Beslon , Hugues Berry

Rugged energy landscapes find wide applications in diverse fields ranging from astrophysics to protein folding. We study the dependence of diffusion coefficient $(D)$ of a Brownian particle on the distribution width $(\varepsilon)$ of…

Chemical Physics · Physics 2014-09-17 Saikat Banerjee , Rajib Biswas , Kazuhiko Seki , Biman Bagchi

We study the evolution of a random walker on a conservative dynamic random environment composed of independent particles performing simple symmetric random walks, generalizing results of [16] to higher dimensions and more general transition…

Based on analytical and numerical calculations we study the dynamics of an overdamped colloidal particle moving in two dimensions under time-delayed, non-linear feedback control. Specifically, the particle is subject to a force derived from…

Soft Condensed Matter · Physics 2025-03-07 Robin A. Kopp , Sabine H. L. Klapp

We consider the $N$-particle noncolliding Bernoulli random walk --- a discrete time Markov process in $\mathbb{Z}^{N}$ obtained from a collection of $N$ independent simple random walks with steps $\in\{0,1\}$ by conditioning that they never…

Probability · Mathematics 2018-06-05 Vadim Gorin , Leonid Petrov

Continuous time random walk models with decoupled waiting time density are studied. When the spatial one jump probability density belongs to the Levy distribution type and the total time transition is exponential a generalized…

Statistical Mechanics · Physics 2009-10-31 C. Budde , D. Prato , M. R=E9