Related papers: A clever (self-repelling) burglar

A self-repelling random walk of a token on a graph is one in which at each step, the token moves to a neighbor that has been visited least often (with ties broken randomly). The properties of self-repelling random walks have been analyzed…

We consider a generic one-dimensional stochastic process $x(t)$, or a random walk $X_n$, which describes the position of a particle evolving inside an interval $[a,b]$, with absorbing walls located at $a$ and $b$. In continuous time, $x(t)$…

Let $D$ be an unbounded domain in $\RR^d$ with $d\geq 3$. We show that if $D$ contains an unbounded uniform domain, then the symmetric reflecting Brownian motion (RBM) on $\overline D$ is transient. Next assume that RBM $X$ on $\overline D$…

We study a planar random motion $\big(X(t),\,Y(t)\big)$ with orthogonal directions, where the direction switches are governed by a homogeneous Poisson process. At each Poisson event, the moving particle turns clockwise or counterclockwise…

In this paper, we work on a class of self-interacting nearest neighbor random walks, introduced in [Probab. Theory Related Fields 154 (2012) 149-163], for which there is competition between repulsion of neighboring edges and attraction of…

We have studied numerically the statistical mechanics of the dynamic phenomena, including money circulation and economic mobility, in some transfer models. The models on which our investigations were performed are the basic model proposed…

Let $X=\{X_n: n\in\mathbb{N}\}$ be a linear process in which the coefficients are of the form $a_i=i^{-1}\ell(i)$ with $\ell$ being a slowly varying function at the infinity and the innovations are independent and identically distributed…

Consider a closed surface $M$ with negative Euler characteristic, and an admissible probability measure on the fundamental group of $M$ with finite first moment. Corresponding to each point in the Teichm\"uller space of $M$, there is an…

Rewards play an essential role in reinforcement learning. In contrast to rule-based game environments with well-defined reward functions, complex real-world robotic applications, such as contact-rich manipulation, lack explicit and…

We prove strong invariance principle between a transient Bessel process and a certain nearest neighbor (NN) random walk that is constructed from the former by using stopping times. It is also shown that their local times are close enough to…

A symmetric random walk $X$ whose jumps have diffuse law, looked at up to an independent geometric random time, splits at the minimum into two independent and identically distributed pieces. The same for the maximum. It is natural to ask,…

We quantify superdiffusive transience for a two-dimensional random walk in which the vertical coordinate is a martingale and the horizontal coordinate has a positive drift that is a polynomial function of the individual coordinates and of…

For a process U(t,s) acting on a one-parameter family of normed spaces, we present a notion of time-dependent attractor based only on the minimality with respect to the pullback attraction property. Such an attractor is shown to be…

It is known that the momentum operator canonically conjugated to the position operator for a particle moving in some bounded interval of the line {(with Dirichlet boundary conditions) is not essentially self-adjoint}: it has a continuous…

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…

In this work, we focus on the behavior of a single passive Brownian particle in a suspension of passive particles with short-range repulsive interactions and a larger self-diffusion coefficient. While the forces affecting the…

Let $W$ be an integer valued random variable satisfying $E[W] =: \delta \geq 0$ and $P(W<0)>0$, and consider a self-interacting random walk that behaves like a simple symmetric random walk with the exception that on the first visit to any…

Let (Xt, t >= 0) be a diffusion process with jumps, sum of a Brownian motion with drift and a compound Poisson process. We consider T_x the first hitting time of a fixed level x > 0 by (Xt, t >= 0). We prove that the law of T_x has a…

We present new conditions for semigroups of positive operators to converge strongly as time tends to infinity. Our proofs are based on a novel approach combining the well-known splitting theorem by Jacobs, de Leeuw and Glicksberg with a…

For $0<\alpha \leq 2$ and $0<H<1$, an $\alpha$-time fractional Brownian motion is an iterated process $Z = \{Z(t)=W(Y(t)), t \ge 0\}$ obtained by taking a fractional Brownian motion $\{W(t), t\in \RR{R} \}$ with Hurst index $0<H<1$ and…