Related papers: Time transformation for random walks in the quench…
We consider discrete-time evolution equations in which the stochastic operator of a classical random walk is replaced by a unitary operator. Such a problem has gained much attention as a framework for coined quantum walks that are essential…
This paper is concerned with the mathematical analysis of the inverse random source problem for the time fractional diffusion equation, where the source is assumed to be driven by a fractional Brownian motion. Given the random source, the…
Via a Dirichlet form extension theorem and making full use of two-sided heat kernel estimates, we establish quenched invariance principles for random walks in random environments with a boundary. In particular, we prove that the random walk…
We consider the dynamical evolution of a Brownian particle undergoing stochastic resetting, meaning that after random periods of time it is forced to return to the starting position. The intervals after which the random motion is stopped…
Multifractal properties of the distribution of topological invariants for a model of trajectories randomly entangled with a nonsymmetric lattice of obstacles are investigated. Using the equivalence of the model to random walks on a locally…
We investigate statistics of occupation times for an over-damped Brownian particle in an external force field. A backward Fokker-Planck equation introduced by Majumdar and Comtet describing the distribution of occupation times is solved.…
We consider the simple random walk on the (unique) infinite cluster of super-critical bond percolation in $\Z^d$ with $d\ge2$. We prove that, for almost every percolation configuration, the path distribution of the walk converges weakly to…
We consider $N$ Brownian motions diffusing independently on a line, starting at $x_0>0$, in the presence of an absorbing target at the origin. The walkers undergo stochastic resetting under two protocols: (A) each walker resets…
Recent experiments have implemented resetting by means of an external trap, whereby a system relaxes to the minimum of the trap and is reset in a finite time. In this work, we set up and analyse the thermodynamics of such a protocol. We…
We study the mixing time of a non-Markovian process, the step-reinforced random walk (SRRW) on a finite group. This process differs from a classical random walk in that at each integer time, with probability $\alpha$ the next step is chosen…
In this paper, we study reflecting Brownian motion with Poissonian resetting. After providing a probabilistic description of the phenomenon using jump diffusions and semigroups, we analyze the time-reversed process starting from the…
We study a sudden interaction quench in the weak-coupling regime of the quantum sine-Gordon model. The real time dynamics of the bosonic mode occupation numbers is calculated using the flow equation method. While we cannot prove results for…
We are concerned with random walks on $\mathbb{Z}^d$, $d\geq 3$, in an i.i.d. random environment with transition probabilities $\epsilon$-close to those of simple random walk. We assume that the environment is balanced in one fixed…
We study a non-reversible random walk advected by the symmetric simple exclusion process, so that the walk has a local drift of opposite sign when sitting atop an occupied or an empty site. We prove that the back-tracking probability of the…
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,…
Upon almost-every realisation of the Brownian continuum random tree (CRT), it is possible to define a canonical diffusion process or `Brownian motion'. The main result of this article establishes that the cover time of the Brownian motion…
We establish a quenched local central limit theorem for the dynamic random conductance model on $\mathbb{Z}^d$ only assuming ergodicity with respect to space-time shifts and a moment condition. As a key analytic ingredient we show H\"older…
We present a theoretical framework which is generally applicable to the study of time scales of activated processes in systems with Brownian type dynamics. This framework is applied to a prototype system: magnetization reversal times in the…
Consider the first exit time of one-dimensional Brownian motion $\{B_s\}_{s\geq 0}$ from a random passageway. We discuss a Brownian motion with two time-dependent random boundaries in quenched sense. Let $\{W_s\}_{s\geq 0}$ be an other…
We consider the continuous-time random walk of a particle in a two-dimensional self-affine quenched random potential of Hurst exponent $H>0$. The corresponding master equation is studied via the strong disorder renormalization procedure…