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We are interested in the branching capacity of the range of a random walk in $\mathbb Z^d$.Schapira [28] has recently obtained precise asymptotics in the case $d\ge 6$ and has demonstrated a transition at dimension $d=6$. We study the case…

Probability · Mathematics 2024-05-01 Tianyi Bai , Jean-François Delmas , Yueyun Hu

We focus on the existence and characterization of the limit for a certain critical branching random walks in time-space random environment in one dimension which was introduced by M. Birnkenr et.al. Each particle performs simple random walk…

Probability · Mathematics 2013-06-28 Makoto Nakashima

We prove a quenched local central limit theorem for continuous-time random walks in $\mathbb Z^d, d\ge 2$, in a uniformly-elliptic time-dependent balanced random environment which is ergodic under space-time shifts. We also obtain Gaussian…

Probability · Mathematics 2019-12-04 Jean-Dominique Deuschel , Xiaoqin Guo

We give a method for computing the iterated Laplace transform of the sojourn time in an union of intervals for linear diffusion processes. This random variable comes from a model occurring in biology concerning the clustering of membrane…

Probability · Mathematics 2014-02-14 Aimé Lachal

We consider a 1-dimensional Brownian motion whose diffusion coefficient varies when it crosses the origin. We study the long time behavior and we establish different regimes, depending on the variations of the diffusion coefficient:…

Probability · Mathematics 2016-11-28 Nicolas Meunier , Clément Mouhot , Raphaël Roux

The well-scaled transition to the diffusion limit in the framework of the theory of continuous-time random walk (CTRW)is presented starting from its representation as an infinite series that points out the subordinated character of the CTRW…

Statistical Mechanics · Physics 2015-06-25 Rudolf Gorenflo , Francesco Mainardi , Alessandro Vivoli

Given a sequence of resistance forms that converges with respect to the Gromov-Hausdorff-vague topology and satisfies a uniform volume doubling condition, we show the convergence of corresponding Brownian motions and local times. As a…

Probability · Mathematics 2016-09-08 D. A. Croydon , B. M. Hambly , T. Kumagai

The survival problem for a diffusing particle moving among random traps is considered. We introduce a simple argument to derive the quenched asymptotics of the survival probability from the Lifshitz tail effect for the associated operator.…

Probability · Mathematics 2016-03-17 Ryoki Fukushima

Random walk models, such as the trap model, continuous time random walks, and comb models exhibit weak ergodicity breaking, when the average waiting time is infinite. The open question is: what statistical mechanical theory replaces the…

Statistical Mechanics · Physics 2007-05-23 Golan Bel , Eli Barkai

We solve a model of sluggish stochastic motion in which a Brownian particle diffuses with a diffusion coefficient that decays algebraically with the distance to the origin, as $|x|^{-\alpha}$. Additionally, the particle resets with a…

Statistical Mechanics · Physics 2026-03-03 Denis Boyer , Satya N. Majumdar

We consider random walks on $\Z^d$ among nearest-neighbor random conductances which are i.i.d., positive, bounded uniformly from above but whose support extends all the way to zero. Our focus is on the detailed properties of the paths of…

Probability · Mathematics 2014-10-29 Marek Biskup , Oren Louidor , Alex Rozinov , Alexander Vandenberg-Rodes

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

We investigate the distribution of the time spent by a random walker to the right of a boundary moving with constant velocity v. For the continuous-time problem (Brownian motion), we provide a simple alternative proof of Newman's recent…

Statistical Mechanics · Physics 2009-11-07 C. Godreche , J. M. Luck

We consider the diffusion scaling limit of the vicious walker model that is a system of nonintersecting random walks. We prove a functional central limit theorem for the model and derive two types of nonintersecting Brownian motions, in…

Probability · Mathematics 2007-05-23 Makoto Katori , Hideki Tanemura

In this article we continue the study of the quenched distributions of transient, one-dimensional random walks in a random environment. In a previous article we showed that while the quenched distributions of the hitting times do not…

Probability · Mathematics 2016-06-14 Jonathon Peterson , Gennady Samorodnitsky

It is well known that random walks in one dimensional random environment can exhibit subdiffusive behavior due to presence of traps. In this paper we show that the passage times of different traps are asymptotically independent exponential…

Probability · Mathematics 2010-12-14 Dmitry Dolgopyat , Ilya Goldsheid

We introduce a new framework to analyze quantum algorithms with the renormalization group (RG). To this end, we present a detailed analysis of the real-space RG for discrete-time quantum walks on fractal networks and show how deep insights…

Quantum Physics · Physics 2018-01-16 Stefan Boettcher , Shanshan Li

In this paper, we are interested in some questions of Greven and den Hollander about the rate function $I\_{\eta}^q$ of quenched large deviations for random walk in random environment. By studying the hitting times of RWRE, we prove that in…

Probability · Mathematics 2007-05-23 Alexis Devulder

We show analogs of the classical arcsine theorem for the occupation time of a random walk in $(-\infty,0)$ in the case of a small positive drift. To study the asymptotic behavior of the total time spent in $(-\infty,0)$ we consider…

Probability · Mathematics 2016-05-31 Ernst Schulte-Geers , Wolfgang Stadje

We study a one-dimensional random walk among random conductances, with unbounded jumps. Assuming the ergodicity of the collection of conductances and a few other technical conditions (uniform ellipticity and polynomial bounds on the tails…

Probability · Mathematics 2012-10-08 Christophe Gallesco , Serguei Popov