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The random walk in Dirichlet environment is a random walk in random environment where the transition probabilities are independent Dirichlet random variables. This random walk exhibits a property of statistical invariance by time-reversal…

Probability · Mathematics 2019-11-07 Rémy Poudevigne

The conditions $(T)_\gamma,$ $\gamma \in (0,1),$ which have been introduced by Sznitman in 2002, have had a significant impact on research in random walk in random environment. Among others, these conditions entail a ballistic behaviour as…

Probability · Mathematics 2013-02-18 Noam Berger , Alexander Drewitz , Alejandro F. Ramírez

Applied to statistical physics models, the random cost algorithm enforces a Random Walk (RW) in energy (or possibly other thermodynamic quantities). The dynamics of this procedure is distinct from fixed weight updates. The probability for a…

Statistical Mechanics · Physics 2009-10-31 Bernd A. Berg , Ulrich H. E. Hansmann

A continuous-time random walk in the quarter plane with homogeneous transition rates is considered. Given a non-negative reward function on the state space, we are interested in the expected stationary performance. Since a direct derivation…

Probability · Mathematics 2017-08-31 Xinwei Bai , Jasper Goseling

Motivated by the random Lorentz gas, we study deterministic walks in random environment and show that (in simple, yet relevant, cases) they can be reduced to a class of random walks in random environment where the jump probability depends…

Probability · Mathematics 2020-01-23 Romain Aimino , Carlangelo Liverani

We consider a random walk in random environment in the low disorder regime on $\mathbb Z^d$. That is, the probability that the random walk jumps from a site $x$ to a nearest neighboring site $x+e$ is given by $p(e)+\epsilon \xi(x,e)$, where…

Probability · Mathematics 2015-11-11 David Campos , Alejandro F. Ramirez

We consider a one-dimensional recurrent random walk in random environment (RWRE). We show that the - suitably centered - empirical distributions of the RWRE converge weakly to a certain limit law which describes the stationary distribution…

Probability · Mathematics 2009-02-26 Nina Gantert , Yuval Peres , Zhan Shi

In this paper, we consider random walk in random environment on $\mathbb{Z}^{d}\,(d\geq1)$ and prove the Strassen's strong invariance principle for this model, via martingale argument and the theory of fractional coboundaries of Derriennic…

Probability · Mathematics 2010-04-20 Guangyu Yang , Yu Miao , Dihe Hu

We consider the simple random walk on the infinite cluster of the Bernoulli bond percolation of trees, and investigate the relation between the speed of the simple random walk and the retaining probability p by studying three classes of…

Probability · Mathematics 2007-05-23 Dayue Chen , Fuxi Zhang

Consider a branching random walk on the real line with a random environment in time (BRWRE). A necessary and sufficient condition for the non-triviality of the limit of the derivative martingale is formulated. To this end, we investigate…

Probability · Mathematics 2026-01-14 Wenming Hong , Shengli Liang

In this paper we introduce the notion of Random Walk in Changing Environment - a random walk in which each step is performed in a different graph on the same set of vertices, or more generally, a weighted random walk on the same vertex and…

Probability · Mathematics 2017-07-05 Gideon Amir , Itai Benjamini , Ori Gurel-Gurevich , Gady Kozma

In this article, we merge celebrated results of Kesten and Spitzer [Z. Wahrsch. Verw. Gebiete 50 (1979) 5-25] and Kawazu and Kesten [J. Stat. Phys. 37 (1984) 561-575]. A random walk performs a motion in an i.i.d. environment and observes an…

Statistics Theory · Mathematics 2011-02-28 Brice Franke , Tatsuhiko Saigo

We discuss the question of recurrence for persistent, or Newtonian, random walks in Z^2, i.e., random walks whose transition probabilities depend both on the walker's position and incoming direction. We use results by Toth and Schmidt-Conze…

Probability · Mathematics 2008-05-27 Marco Lenci

The L\'evy walk model is a stochastic framework of enhanced diffusion with many applications in physics and biology. Here we investigate the time averaged mean squared displacement $\bar{\delta^2}$ often used to analyze single particle…

Statistical Mechanics · Physics 2014-06-03 Daniela Froemberg , Eli Barkai

Reinforced random walks (RRWs), including vertex-reinforced random walks (VRRWs) and edge-reinforced random walks (ERRWs), model random walks where the transition probabilities evolve based on prior visitation history~\cite{mgr, fmk,…

Machine Learning · Statistics 2026-05-22 Qinghua , Ding , Venkat Anantharam

We consider a random walk with death in $[-N,N]$ moving in a time dependent environment. The environment is a system of particles which describes a current flux from $N$ to $-N$. Its evolution is influenced by the presence of the random…

Probability · Mathematics 2015-07-29 Anna De Masi , Errico Presutti , Dimitrios Tsagkarogiannis , Maria Eulalia Vares

We study the asymptotic distribution of random walks on $\mathbb Z^d$ ($d\ge1$) in deterministic reversible environments defined by an assignment of a positive conductance to each edge of $\mathbb Z^d$. We identify a deterministic set of…

Probability · Mathematics 2025-12-03 Marek Biskup

An excited random walk is a non-Markovian extension of the simple random walk, in which the walk's behavior at time $n$ is impacted by the path it has taken up to time $n$. The properties of an excited random walk are more difficult to…

Probability · Mathematics 2017-09-05 Mike Cinkoske , Joe Jackson , Claire Plunkett

In this paper we consider a particular version of the random walk with restarts: random reset events which bring suddenly the system to the starting value. We analyze its relevant statistical properties like the transition probability and…

Mathematical Physics · Physics 2016-09-28 Miquel Montero , Javier Villarroel

We consider a weighted random walk on the backbone of an oriented percolation cluster. We determine necessary conditions on the weights for Brownian scaling limits under the annealed and the quenched law. This model is a random walk in…

Probability · Mathematics 2017-07-03 Katja Miller