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We consider one-dimensional Brownian motion conditioned (in a suitable sense) to have a local time at every point and at every moment bounded by some fixed constant. Our main result shows that a phenomenon of entropic repulsion occurs: that…

Probability · Mathematics 2010-04-22 Itai Benjamini , Nathanael Berestycki

We outline basic properties of a symmetric random walk in one dimension, in which the length of the nth step equals lambda^n, with lambda<1. As the number of steps N-->oo, the probability that the endpoint is at x, P_{lambda}(x;N),…

Physics Education · Physics 2009-11-10 P. L. Krapivsky , S. Redner

We study asymptotic properties of the Green metric associated with transient random walks on countable groups. We prove that the rate of escape of the random walk computed in the Green metric equals its asymptotic entropy. The proof relies…

Probability · Mathematics 2009-09-29 Sébastien Blachère , Peter Haïssinsky , Pierre Mathieu

Refining previous results, we establish a sharp asymptotic estimate on the expected graph distance between the origin and the terminal point of the trace of the first $n$ steps of the walk. A similar conclusion is drawn for the resistance…

Probability · Mathematics 2026-02-20 Daisuke Shiraishi , Satomi Watanabe

The movement of pedestrians is supposed to show certain regularities which can be best described by an ``algorithm'' for the individual behavior and is easily simulated on computers. This behavior is assumed to be determined by an intended…

Statistical Mechanics · Physics 2007-05-23 Dirk Helbing

Let $\Gamma$ be a countable group acting on a geodesic hyperbolic metric space $X$ and $\mu$ a probability measure on $\Gamma$ which generates a non elementary semi-group. Under the necessary assumption that $\mu$ has a finite exponential…

Probability · Mathematics 2020-08-20 Adrien Boulanger , Pierre Mathieu

Using the discrepancy metric, we analyze the rate of convergence of a random walk on the circle generated by d rotations, and establish sharp rates that show that badly approximable d-tuples in R^d give rise to walks with the fastest…

Probability · Mathematics 2007-05-23 Doug Hensley , Francis Edward Su

We investigate first-passage statistics of an ensemble of N noninteracting random walks on a line. Starting from a configuration in which all particles are located in the positive half-line, we study S_n(t), the probability that the nth…

Statistical Mechanics · Physics 2010-11-19 E. Ben-Naim , P. L. Krapivsky

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

Rotor walk is a deterministic analogue of simple random walk. For any given graph, we construct a rotor configuration for which the escape rate of the corresponding rotor walk is equal to the escape rate of simple random walk, and thus…

Probability · Mathematics 2020-03-03 Swee Hong Chan

We study the probability that one beta-distributed random variable exceeds the maximum of two others, allowing all three to have general parameters. This amounts to studying Euler transforms of products of two incomplete beta functions. We…

Classical Analysis and ODEs · Mathematics 2021-11-04 Stephen B. Connor , Christopher J. Fewster

The entropy of the random walk on the discrete contable group could be used for comparison of the system of the generators. Fundamental inequality between growth, entropy and escape gives the possibility to define "the best" system of the…

Probability · Mathematics 2014-11-18 Anatoly M. Vershik

Using the results of Ding, Lee, Peres [3], we develop formulas to compute the hitting times and cover times for random walks on groups. We developed an explicit formula for hitting times in terms of the irreducible representations of the…

Probability · Mathematics 2023-02-07 Christopher Zhang

We derive a perturbation expansion for general self-interacting random walks, where steps are made on the basis of the history of the path. Examples of models where this expansion applies are reinforced random walk, excited random walk, the…

Probability · Mathematics 2010-01-13 Remco van der Hofstad , Mark Holmes

We present a comparative study of several algorithms for an in-plane random walk with a variable step. The goal is to check the efficiency of the algorithm in the case where the random walk terminates at some boundary. We recently found…

Statistical Mechanics · Physics 2019-04-17 Olga Klimenkova , Anton Yu. Menshutin , Lev N. Shchur

We study a model of multi-excited random walk with non-nearest neighbour steps on $\mathbb Z$, in which the walk can jump from a vertex $x$ to either $x+1$ or $x-i$ with $i\in \{1,2,\dots,L\}$, $L\ge 1$. We first point out the multi-type…

Probability · Mathematics 2022-05-12 Tuan-Minh Nguyen

The problem of a restricted random walk on graphs which keeps track of the number of immediate reversal steps is considered by using a transfer matrix formulation. A closed-form expression is obtained for the generating function of the…

Statistical Mechanics · Physics 2007-05-23 F. Y. Wu , H. Kunz

Consider the braid group $B_3=< a,b| aba=bab>$ and the nearest neighbor random walk defined by a probability $\nu$ with support $\{a,a^{-1},b,b^{-1}\}$. The rate of escape of the walk is explicitly expressed in function of the unique…

Probability · Mathematics 2016-08-14 Jean Mairesse , Frédéric Mathéus

We study the biased random walk in positive random conductances on $\mathbb {Z}^d$. This walk is transient in the direction of the bias. Our main result is that the random walk is ballistic if, and only if, the conductances have finite…

Probability · Mathematics 2013-12-16 Alexander Fribergh

A natural extension of a right-continuous integer-valued random walk is one which can jump to the right by one or two units. First passage times above a given fixed level then admit a tractable Laplace transform (probability generating…

Probability · Mathematics 2014-08-13 Matija Vidmar