Related papers: Self-avoiding walks in a rectangle
Self-avoiding walk (SAW) represents linear polymer chain on a large scale, neglecting its chemical details and emphasizing the role of its conformational statistics. The role of the latter is important in formation of agglomerates and…
While completely self-avoiding quantum walks have the distinct property of leading to a trivial unidirectional transport of a quantum state, an interesting and non-trivial dynamics can be constructed by restricting the self-avoidance to a…
In this paper we study the discrete approximation to Brownian motion with varying dimension (BMVD in abbreviation) introduced in [4] by continuous time random walks on square lattices. The state space of BMVD contains a $2$-dimensional…
An overview is presented of recent work on some statistical problems on multiparticle random walks. We consider a Euclidean, deterministic fractal or disordered lattice and N >> 1 independent random walkers initially (t=0) placed onto the…
We consider an analogue of the Kac random walk on the special orthogonal group $SO(N)$, in which at each step a random rotation is performed in a randomly chosen 2-plane of $\bR^N$. We obtain sharp asymptotics for the rate of convergence in…
We study the convex hull of the set of points visited by a two-dimensional random walker of T discrete time steps. Two natural observables that characterize the convex hull in two dimensions are its perimeter L and area A. While the mean…
We prove a connection between the Green's function of the fractional Anderson model and the two point function of a self-avoiding random walk with long range jumps, adapting a strategy proposed by Schenker in 2015. This connection allows us…
We consider a multi-walker generalization of the true self-avoiding walk: the bricklayer model. We perform stochastic simulations, and solve the partial differential equations that describe the collective motion of $N$ bricklayers/walkers…
We consider the problem of strong existence and uniqueness of a Brownian motion forced to stay in the quadrant by an electrostatic repulsion from the sides that works obliquely. The results are reminiscent of the study of a Brownian motion…
The approach to the theory of a relativistic random process is considered by the path integral method as Brownian motion taking into account the boundedness of speed. An attempt was made to build a relativistic analogue of the Wiener…
The scaling properties of self-avoiding walks on a d-dimensional diluted lattice at the percolation threshold are analyzed by a field-theoretical renormalization group approach. To this end we reconsider the model of Y. Meir and A. B.…
We introduce a simulation-based, amortised Bayesian inference scheme to infer the parameters of random walks. Our approach learns the posterior distribution of the walks' parameters with a likelihood-free method. In the first step a graph…
The kinetics of annihilating random walks in one dimension, with the half-line x>0 initially filled, is investigated. The survival probability of the nth particle from the interface exhibits power-law decay, S_n(t)~t^{-alpha_n}, with…
We investigate reflected random walks in the quarter plane, with particular emphasis on the time spent along the reflection boundary axes. Assuming the drift of the random walk lies within the cone, the local time converges -- without the…
We introduce a fast implementation of the pivot algorithm for self-avoiding walks, which we use to obtain large samples of walks on the cubic lattice of up to $33 \times 10^6$ steps. Consequently the critical exponent $\nu$ for…
We study the asymptotic shape of self-avoiding random walks (SAW) on the backbone of the incipient percolation cluster in d-dimensional lattices analytically. It is generally accepted that the configurational averaged probability…
We use Stein's method to obtain a bound on the distance between scaled $p$-dimensional random walks and a $p$-dimensional (correlated) Brownian Motion. We consider dependence schemes including those in which the summands in scaled sums are…
We address the problem of optimizing a Brownian motion. We consider a (random) realization $W$ of a Brownian motion with input space in $[0,1]$. Given $W$, our goal is to return an $\epsilon$-approximation of its maximum using the smallest…
We present a random walk approximation to fractional Brownian motion where the increments of the fractional random walk are defined as a weighted sum of the past increments of a Bernoulli random walk.
We examine a new path transform on 1-dimensional simple random walks and Brownian motion, the quantile transform. This transformation relates to identities in fluctuation theory due to Wendel, Port, Dassios and others, and to discrete and…