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Related papers: Universal Order Statistics of Random Walks

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We study a one-dimensional sluggish random walk with space-dependent transition probabilities between nearest-neighbour lattice sites. Motivated by trap models of slow dynamics, we consider a model in which the trap depth increases…

Statistical Mechanics · Physics 2023-04-12 Aniket Zodage , Rosalind J. Allen , Martin R. Evans , Satya N. Majumdar

The random order graph streaming model has received significant attention recently, with problems such as matching size estimation, component counting, and the evaluation of bounded degree constant query testable properties shown to admit…

Data Structures and Algorithms · Computer Science 2021-12-15 John Kallaugher , Michael Kapralov , Eric Price

We study the long-time behavior of decoupled continuous-time random walks characterized by superheavy-tailed distributions of waiting times and symmetric heavy-tailed distributions of jump lengths. Our main quantity of interest is the…

Statistical Mechanics · Physics 2011-12-30 S. I. Denisov , S. B. Yuste , Yu. S. Bystrik , H. Kantz , K. Lindenberg

We investigate the statistics of records in a random sequence $\{x_B(0)=0,x_B(1),\cdots, x_B(n)=x_B(0)=0\}$ of $n$ time steps. The sequence $x_B(k)$'s represents the position at step $k$ of a random walk `bridge' of $n$ steps that starts…

Statistical Mechanics · Physics 2016-01-08 Claude Godreche , Satya N. Majumdar , Gregory Schehr

We study how the order of N independent random walks in one dimension evolves with time. Our focus is statistical properties of the inversion number m, defined as the number of pairs that are out of sort with respect to the initial…

Statistical Mechanics · Physics 2010-12-17 E. Ben-Naim

We study analytically a simple random walk model on a one-dimensional lattice, where at each time step the walker resets to the maximum of the already visited positions (to the rightmost visited site) with a probability $r$, and with…

Statistical Mechanics · Physics 2015-11-30 Satya N. Majumdar , Sanjib Sabhapandit , Gregory Schehr

We discuss the order statistics of the particle positions of a gas of $N$ identical independent particles performing Brownian motion in one dimension in a potential that asymptotically behaves like $V(x) \sim x^\gamma$ for…

Statistical Mechanics · Physics 2026-03-26 Zdzislaw Burda , Mario Kieburg , Tomasz Maciocha

We study, in d-dimensions, the random walker with geometrically shrinking step sizes at each hop. We emphasize the integrated quantities such as expectation values, cumulants and moments rather than a direct study of the probability…

Statistical Mechanics · Physics 2009-11-11 Tonguc Rador

In this paper we study a random walk in a one-dimensional dynamic random environment consisting of a collection of independent particles performing simple symmetric random walks in a Poisson equilibrium with density $\rho \in (0,\infty)$.…

Using both numerical simulations and scaling arguments, we study the behavior of a random walker on a one-dimensional small-world network. For the properties we study, we find that the random walk obeys a characteristic scaling form. These…

Disordered Systems and Neural Networks · Physics 2009-11-10 E. Almaas , R. V. Kulkarni , D. Stroud

We investigate the time averaged squared displacement (TASD) of continuous time random walks with respect to the number of steps $N$, which the random walker performed during the data acquisition time $T$. We prove that the TASD, and as…

Statistical Mechanics · Physics 2017-02-15 Felix Thiel , Igor M. Sokolov

We establish and generalise several bounds for various random walk quantities including the mixing time and the maximum hitting time. Unlike previous analyses, our derivations are based on rather intuitive notions of local expansion…

Probability · Mathematics 2019-03-05 Thomas Sauerwald , Luca Zanetti

Let S_i be a random walk with standard exponential increments. We call \sum_{i=1}^k S_i its k-step area. The random variable V = \inf_{k \ge 1} \frac{2}{k(k+1)} \sum_{i=1}^k S_i plays important role in the study of so-called one-dimensional…

Probability · Mathematics 2007-05-23 Vladislav Vysotsky

A discrete time quantum walker is considered in one dimension, where at each step, the translation can be more than one unit length chosen randomly. In the simplest case, the probability that the distance travelled is $\ell$ is taken as…

Quantum Physics · Physics 2018-10-17 Parongama Sen

We consider a state-dependent, time-dependent, discrete random walks $X_t^{\{a_n\}}$ defined on natural numbers $\mathbb{N}$ (bent to a "stair" in $\mathbb{N}^2$) where the random walk depends on input of a positive deterministic sequence…

Statistics Theory · Mathematics 2019-10-01 Yufan Li , Jeffery Rosenthal

We revisit the statistics of extremes and records of symmetric random walks with stochastic resetting, extending earlier studies in several directions. We put forward a diffusive scaling regime (symmetric step length distribution with…

Statistical Mechanics · Physics 2022-06-29 Claude Godrèche , Jean-Marc Luck

This paper explores the joint behaviour of the summands of a random walk when their mean value goes to infinity as its length increases. It is proved that all the summands must share the same value, which extends previous results in the…

Statistics Theory · Mathematics 2012-05-30 Michel Broniatowski , Zhansheng Cao

Let $(Z_n)_{n\in\N}$ be a $d$-dimensional {\it random walk in random scenery}, i.e., $Z_n=\sum_{k=0}^{n-1}Y(S_k)$ with $(S_k)_{k\in\N_0}$ a random walk in $\Z^d$ and $(Y(z))_{z\in\Z^d}$ an i.i.d. scenery, independent of the walk. The…

Probability · Mathematics 2007-05-23 Nina Gantert , Wolfgang König , Zhan Shi

As a strategy to complete games quickly, we investigate one-dimensional random walks where the step length increases deterministically upon each return to the origin. When the step length after the kth return equals k, the displacement of…

Statistical Mechanics · Physics 2009-11-10 E. Ben-Naim , S. Redner

Simple random walks are a basic staple of the foundation of probability theory and form the building block of many useful and complex stochastic processes. In this paper we study a natural generalization of the random walk to a process in…

Probability · Mathematics 2017-08-11 Bala Rajaratnam , Narut Sereewattanawoot , Doug Sparks , Meng-Hsuan Wu