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Renewal processes with heavy-tailed power law distributed sojourn times are commonly encountered in physical modelling and so typical fluctuations of observables of interest have been investigated in detail. To describe rare events the rate…

Statistical Mechanics · Physics 2018-10-26 Wanli Wang , Johannes H. P. Schulz , Weihua Deng , Eli Barkai

We study the limiting behaviors of a generalized elephant random walk on the integer lattice. This random walk is defined by using two sequences of parameters expressing the memory at each step from the whole past and the drift of each step…

Probability · Mathematics 2022-12-08 Yuichi Shiozawa

Directed last passage percolation models on the plane, where one studies the weight as well as the geometry of optimizing paths (called polymers) in a field of i.i.d. weights, are paradigm examples of models in the KPZ universality class.…

Probability · Mathematics 2017-11-01 Riddhipratim Basu , Shirshendu Ganguly , Allan Sly

This paper provides a detailed description for the asymptotics of exponential functionals of random walks with light/heavy tails. We give the convergence rate based on the key observation that the asymptotics depends on the sample paths…

Probability · Mathematics 2025-04-29 Wei Xu

This article studies vertex reinforced random walks that are non-backtracking (denoted VRNBW), i.e. U-turns forbidden. With this last property and for a strong reinforcement, the emergence of a path may occur with positive probability.…

Probability · Mathematics 2017-08-02 Line C. Le Goff , Olivier Raimond

Large deviation principles and related results are given for a class of Markov chains associated to the "leaves" in random recursive trees and preferential attachment random graphs, as well as the "cherries" in Yule trees. In particular,…

Probability · Mathematics 2010-01-22 W. Bryc , D. Minda , S. Sethuraman

We consider a vertex reinforced random walk on the integer lattice with sub-linear reinforcement. Under some assumptions on the regular variation of the weight function, we characterize whether the walk gets stuck on a finite interval. When…

Probability · Mathematics 2012-07-18 Anne-Laure Basdevant , Bruno Schapira , Arvind Singh

The emergence of heavy-tailed statistics in complex systems is conventionally attributed to non-local stochastic jumps or non-Markovian memory. Here, we present a one-dimensional random walk where power-law behaviors arise instead from a…

Statistical Mechanics · Physics 2026-05-25 Henrique S. Lima , Evaldo M. F. Curado

We have investigated the random walk problem in a finite system and studied the crossover induced in the the persistence probability scales by the system size.Analytical and numerical work show that the scaling function is an exponentially…

Statistical Mechanics · Physics 2012-04-23 D. Chakraborty , J. K. Bhattacharjee

We study a random fragmentation process and its associated random tree. The process has earlier been studied by Dean and Majumdar (J. Phys. A: Math. Gen., vol. 35, L501--L507), who found a phase transition: the number of fragmentations is…

Probability · Mathematics 2007-05-23 S. Janson , R. Neininger

Transformers have proven highly effective across various applications, especially in handling sequential data such as natural languages and time series. However, transformer models often lack clear interpretability, and the success of…

Machine Learning · Computer Science 2025-12-01 Wei Shi , Yuan Cao

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

The co-evolution between network structure and functional performance is a fundamental and challenging problem whose complexity emerges from the intrinsic interdependent nature of structure and function. Within this context, we investigate…

Neural and Evolutionary Computing · Computer Science 2016-05-10 Daniel R. Figueiredo , Michele Garetto

We study branching random walks in random i.i.d. environment in $\Z^d, d \geq 1$. For this model, the population size cannot decrease, and a natural definition of recurrence is introduced. We prove a dichotomy for recurrence/transience,…

Probability · Mathematics 2007-05-23 Francis Comets , Serguei Popov

We consider the tail behavior of random variables $R$ which are solutions of the distributional equation $R\stackrel{d}{=}Q+MR$, where $(Q,M)$ is independent of $R$ and $|M|\le 1$. Goldie and Gr\"{u}bel showed that the tails of $R$ are no…

Probability · Mathematics 2010-02-08 Paweł Hitczenko , Jacek Wesołowski

We propose a model to create synthetic networks that may also serve as a narrative of a certain kind of infrastructure network evolution. It consists of an initialization phase with the network extending tree-like for minimum cost and a…

Physics and Society · Physics 2016-02-09 Paul Schultz , Jobst Heitzig , Jürgen Kurths

We consider a random walk on a supercritical Galton-Watson tree with leaves, where the transition probabilities of the walk are determined by biases that are randomly assigned to the edges of the tree. The biases are chosen independently on…

Probability · Mathematics 2012-05-03 Alan Hammond

The aim of the current work is to prove a law of large numbers for the range size of recurrent rotor walks with random initial configuration on a general class of trees, called periodic trees or directed covers of graphs.

Probability · Mathematics 2019-10-14 Wilfried Huss , Ecaterina Sava-Huss

We consider reversible random walks in random environment obtained from symmetric long--range jump rates on a random point process. We prove almost sure transience and recurrence results under suitable assumptions on the point process and…

Probability · Mathematics 2015-11-30 P. Caputo , A. Faggionato , A. Gaudilliere

We consider a one dimensional random walk in random environment that is uniformly biased to one direction. In addition to the transition probability, the jump rate of the random walk is assumed to be spatially inhomogeneous and random. We…

Probability · Mathematics 2018-11-27 Amir Dembo , Ryoki Fukushima , Naoki Kubota