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We consider in this paper subdiffusion in a system with a thin membrane. The subdiffusion parameters are the same in both parts of the system separated by the membrane. Using the random walk model with discrete time and space variables the…

Statistical Mechanics · Physics 2015-06-23 Tadeusz Kosztolowicz

Mathematical models of motility are often based on random-walk descriptions of discrete individuals that can move according to certain rules. It is usually the case that large masses concentrated in small regions of space have a great…

Physics and Society · Physics 2022-11-23 Carles Falcó

We study a class of discrete-time random walks in $\mathbb{R}^d$ whose conditional drift decays polynomially in time and grows polynomially with the distance from the origin to the current position. This class is related to several models…

Probability · Mathematics 2026-05-19 Ngo P. N. Ngoc , Tuan-Minh Nguyen

We prove a strong law of large numbers and an annealed invariance principle for a random walk in a one-dimensional dynamic random environment evolving as the simple exclusion process with jump parameter $\gamma$. First, we establish that if…

Probability · Mathematics 2015-11-02 François Huveneers , François Simenhaus

A constructive proof is given to the fact that any ergodic Markov chain can be realized as a random walk subject to a synchronizing road coloring. Redundancy (ratio of extra entropy) in such a realization is also studied.

Probability · Mathematics 2011-05-06 Kouji Yano , Kenji Yasutomi

In this article, we study a branching random walk in an environment which depends on the time. This time-inhomogeneous environment consists of a sequence of macroscopic time intervals, in each of which the law of reproduction remains…

Probability · Mathematics 2017-06-13 Bastien Mallein

An intrinsic branching structure within the transient random walk on a strip in a random environment is revealed. As applications, which enables us to express the hitting time explicitly, and specifies the density of the absolutely…

Probability · Mathematics 2012-04-06 Wenming Hong , Meijuan Zhang

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…

Probability · Mathematics 2008-02-07 Endre Csáki , Antónia Földes , Pál Révész

We propose a geometric approach for bounding average stopping times for stopped random walks in discrete and continuous time. We consider stopping times in the hyperspace of time indexes and stochastic processes. Our techniques relies on…

Probability · Mathematics 2018-06-26 Xinjia Chen

Random walks in random sceneries (RWRS) are simple examples of stochastic processes in disordered media. They were introduced at the end of the 70's by Kesten-Spitzer and Borodin, motivated by the construction of new self-similar processes…

Probability · Mathematics 2014-09-29 Nadine Guillotin-Plantard , Julien Poisat , Renato Soares Dos Santos

We consider branching random walks on the Euclidean lattice in dimensions five and higher. In this non-Markovian setting, we first obtain a relationship between the equilibrium measure and Green's function, in the form of an approximate…

Probability · Mathematics 2023-03-31 Amine Asselah , Bruno Schapira , Perla Sousi

In the present paper, we consider random invariant densities and the mean ergodic theorem for Markov operator cocycles which are applicable to quenched type random dynamical systems. We give necessary and sufficient conditions for the…

Dynamical Systems · Mathematics 2022-07-27 Fumihiko Nakamura , Hisayoshi Toyokawa

We have developed a method based on the embedded Kadanoff-Baym equations to study the time evolution of open and inhomogeneous systems. The equation of motion for the Green's function on the Keldysh contour is solved using different…

Mesoscale and Nanoscale Physics · Physics 2011-11-28 Petri Myöhänen , Adrian Stan , Gianluca Stefanucci , Robert van Leeuwen

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

In this paper, we introduce a random environment for the exclusion process in $\mathbb{Z}^d$ obtained by assigning a maximal occupancy to each site. This maximal occupancy is allowed to randomly vary among sites, and partial exclusion…

Probability · Mathematics 2021-09-03 Simone Floreani , Frank Redig , Federico Sau

This paper concerns the long-term behaviour of a system of interacting random walks labeled by vertices of a finite graph. The model is reversible which allows to use the method of electric networks in the study. In addition, examples of…

Probability · Mathematics 2019-02-20 Svante Janson , Vadim Shcherbakov , Stanislav Volkov

We consider continuous-time random walk models described by arbitrary sojourn time probability density functions. We find a general expression for the distribution of time-averaged observables for such systems, generalizing some recent…

Statistical Mechanics · Physics 2010-09-10 Alberto Saa , Roberto Venegeroles

Random walks are the simplest way to explore or search a graph, and have revealed a very useful tool to investigate and characterize the structural properties of complex networks from the real world, e.g. they have been used to identify the…

Statistical Mechanics · Physics 2020-06-11 Timoteo Carletti , Malbor Asllani , Duccio Fanelli , Vito Latora

We consider a particle undergoing Brownian motion in Euclidean space of any dimension, forced by a Gaussian random velocity field that is white in time and smooth in space. We show that conditional on the velocity field, the quenched…

Probability · Mathematics 2022-02-09 Alexander Dunlap , Yu Gu

We study the biased random walk process in random uncorrelated networks with arbitrary degree distributions. In our model, the bias is defined by the preferential transition probability, which, in recent years, has been commonly used to…

Disordered Systems and Neural Networks · Physics 2013-05-29 Agata Fronczak , Piotr Fronczak
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