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We study the asymptotic properties of the trajectories of a discrete-time random dynamical system in an infinite-dimensional Hilbert space. Under some natural assumptions on the model, we establish a multiplica-tive ergodic theorem with an…

Analysis of PDEs · Mathematics 2020-01-22 Davit Martirosyan , Vahagn Nersesyan

Loop-weighted walk with parameter $\lambda\geq 0$ is a non-Markovian model of random walks that is related to the loop $O(N)$ model of statistical mechanics. A walk receives weight $\lambda^{k}$ if it contains $k$ loops; whether this is a…

Probability · Mathematics 2016-05-31 Tyler Helmuth

In this work, we are concerned with existence and uniqueness of invariant measures for path-dependent random diffusions and their time discretizations. The random diffusion here means a diffusion process living in a random environment…

Probability · Mathematics 2017-06-20 Jianhai Bao , Jinghai Shao , Chenggui Yuan

The paper presents a multidimensional model for nonlinear Markovian random walks that generalizes one we developed previously (Phys. Rev. E v.79, 011110, 2009) in order to describe the Levy type stochastic processes in terms of continuous…

Statistical Mechanics · Physics 2015-05-13 Ihor Lubashevsky , Rudolf Friedrich , Andreas Heuer

In this paper we consider a class of skew products over transitive subshifts of finite type with interval fibers. For a natural class of 1-parameter families we prove that for all but countably many parameter values the nonwandering set (in…

Dynamical Systems · Mathematics 2016-07-19 Victor Kleptsyn , Denis Volk

We explore a continuous-time quantum walk starting at a single vertex on the discrete path and cycle with a cubic nonlinearity. Such nonlinearities arise in Bose-Einstein condensates described by the Gross-Pitaevskii equation or by…

Quantum Physics · Physics 2026-05-21 Yujia Shi , Thomas G. Wong

Consider an N-dimensional Markov chain obtained from N one-dimensional random walks by Doob h-transform with the q-Vandermonde determinant. We prove that as N becomes large, these Markov chains converge to an infinite-dimensional Feller…

Probability · Mathematics 2014-10-03 Alexei Borodin , Vadim Gorin

We consider random walks on dynamical networks where edges appear and disappear during finite time intervals. The process is grounded on three independent stochastic processes determining the walker's waiting-time, the up-time and down-time…

Physics and Society · Physics 2018-11-28 Julien Petit , Martin Gueuning , Timoteo Carletti , Ben Lauwens , Renaud Lambiotte

The recurrence features of persistent random walks built from variable length Markov chains are investigated. We observe that these stochastic processes can be seen as L{\'e}vy walks for which the persistence times depend on some internal…

Probability · Mathematics 2017-12-11 Peggy Cénac , Basile De Loynes , Yoann Offret , Arnaud Rousselle

Recently, in ["The coin-turning walk and its scaling limit", Electronic Journal of Probability, 25 (2020)], the ``coin-turning walk'' was introduced on ${\mathbb Z}$. It is a non-Markovian process where the steps form a (possibly)…

Probability · Mathematics 2022-10-10 Janos Englander , Stanislav Volkov

We study a symmetric random walk (RW) in one spatial dimension in environment, formed by several zones of finite width, where the probability of transition between two neighboring points and corresponding diffusion coefficient are…

Statistical Mechanics · Physics 2017-04-03 A. V. Nazarenko , V. Blavatska

We study strange non-chaotic attractors in a class of quasiperiodically forced monotone interval maps known as pinched skew products. We prove that the probability of positive time-N Lyapunov exponents, with respect to the unique physical…

Dynamical Systems · Mathematics 2022-11-15 Flavia Remo , Gabriel Fuhrmann , Tobias Jäger

We study a general class of random walks driven by a uniquely ergodic Markovian environment. Under a coupling condition on the environment we obtain strong ergodicity properties for the environment as seen from the position of the walker,…

Probability · Mathematics 2013-10-04 Frank Redig , Florian Völlering

In this paper, we define random quasi-periodic paths for random dynamical systems and quasi-periodic measures for Markovian semigroups. We give a sufficient condition for the existence and uniqueness of random quasi-periodic paths and…

Probability · Mathematics 2021-03-19 Chunrong Feng , Baoyou Qu , Huaizhong Zhao

Persistent random walks are intermediate transport processes between a uniform rectilinear motion and a Brownian motion. They are formed by successive steps of random finite lengths and directions travelled at a fixed speed. The isotropic…

Statistical Mechanics · Physics 2020-02-24 Vincent Rossetto

We study the ergodic properties of two classes of random dynamical systems: a type of Markov chain which we call the \textit{alternating random walk} and a certain stochastic billiard system which describes the motion of a free-moving rough…

Dynamical Systems · Mathematics 2024-01-02 Peter Rudzis

We consider a Branching Random Walk on $\R$ whose step size decreases by a fixed factor, $0<b<1$, with each turn. This process generates a random probability measure on $\R$, that is, the limit of uniform distribution among the $2^n$…

Probability · Mathematics 2011-07-20 Itai Benjamini , Ori Gurel-Gurevich , Boris Solomyak

We show that the existence of physical measures for $C^\infty$ smooth instances of certain partially hyperbolic dynamics, both continuous and discrete, exhibiting mixed behavior (positive and negative Lyapunov exponents) along the central…

Dynamical Systems · Mathematics 2025-06-10 Vitor Araujo , Luciana Salgado

We study the class of transitive skew-products associated with iterated function systems of circle diffeomorphisms. We can approximate any transitive skew-product by maps in this class that have a robustly zero Lyapunov exponent. In…

Dynamical Systems · Mathematics 2026-04-21 Pablo G. Barrientos , Joel Angel Cisneros

We study a limit behavior of a sequence of Markov processes (or Markov chains) such that their distributions outside of any neighborhood of a "singular" point attract to some probability law. In any neighborhood of this point the behavior…

Probability · Mathematics 2015-09-14 Andrey Pilipenko , Yuriy Prykhodko