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Continuous time random Walk model has been versatile analytical formalism for studying and modeling diffusion processes in heterogeneous structures, such as disordered or porous media. We are studying the continuous limits of Heterogeneous…

Statistical Mechanics · Physics 2020-06-23 Liubov Tupikina

We study the asymptotic behaviour of a random walk whose evolution is dependent on the state of an itself dynamically evolving environment. In particular, we extend our previous results in [Bethuelsen and V\"ollering, 2016] and prove a…

Probability · Mathematics 2024-11-21 Stein Andreas Bethuelsen , Florian Völlering

We consider random walk in Dirichlet random environment in ${\mathbf{Z}^d, d\ge 3}$, which corresponds to the case where the environment is constructed from i.i.d. transition probabilities at each vertex with a Dirichlet distribution with…

Probability · Mathematics 2024-04-10 Adrien Perrel

We study a symmetric random walk (RW) in one spatial dimension in environment, formed by several zones of finite width, where the probability of transition between two neighboring points and corresponding diffusion coefficient are…

Statistical Mechanics · Physics 2017-04-03 A. V. Nazarenko , V. Blavatska

A random flight on a plane with non-isotropic displacements at the moments of direction changes is considered. In the case of exponentially distributed flight lengths a Gaussian limit theorem is proved for the position of a particle in the…

Probability · Mathematics 2017-04-10 Mark Kelbert , Enzo Orsingher

In this paper we consider finitary symmetric random walks on groups. We construct new possible asymptotics for the drift. We show that the drift can be very close to linear ant yet sublinear. We also give estimates for entropy growth of…

Group Theory · Mathematics 2007-05-23 Anna Erschler-Dyubina

In the present paper, we characterize the behavior of supercritical branching processes in random environment with linear fractional offspring distributions, conditioned on having small, but positive values at some large generation. As it…

Probability · Mathematics 2014-05-20 Christian Böinghoff

We study the time until first occurrence, the first-passage time, of rare density fluctuations in diffusive systems. We approach the problem using a model consisting of many independent random walkers on a lattice. The existence of spatial…

Statistical Mechanics · Physics 2008-05-16 David P. Sanders , Hernán Larralde

In this paper, we derive explicit formulas for the surface averaged first exit time of a discrete random walk on a finite lattice. We consider a wide class of random walks and lattices, including random walks in a non-trivial potential…

Statistical Mechanics · Physics 2009-11-11 S. Condamin , O. Benichou , M. Moreau

We consider a centered random walk with finite variance and investigate the asymptotic behaviour of the probability that the area under this walk remains positive up to a large time $n$. Assuming that the moment of order $2+\delta$ is…

Probability · Mathematics 2012-07-11 Denis Denisov , Vitali Wachtel

We consider the long-time behaviour of a branching random walk in random environment on the lattice $\Z^d$. The migration of particles proceeds according to simple random walk in continuous time, while the medium is given as a random…

Probability · Mathematics 2012-08-02 Onur Gün , Wolfgang König , Ozren Sekulović

In this paper, we study discrete-time quantum walks on one-dimensional lattices. We find that the coherent dynamics depends on the initial states and coin parameters. For infinite size of lattice, we derive an explicit expression for the…

Cellular Automata and Lattice Gases · Physics 2015-05-18 Xin-Ping Xu

We study a random walk in random environment on the non-negative integers. The random environment is not homogeneous in law, but is a mixture of two kinds of site, one in asymptotically vanishing proportion. The two kinds of site are (i)…

Probability · Mathematics 2014-04-28 Ostap Hryniv , Mikhail V. Menshikov , Andrew R. Wade

We study the asymptotics for the maximum on a random time interval of a random walk with a long-tailed distribution of its increments and negative drift. We extend to a general stopping time a result by Asmussen (1998), simplify its proof,…

Probability · Mathematics 2017-11-29 Sergey Foss , Stan Zachary

In this article we address the problem of the nonlinear interaction of subdiffusive particles. We introduce the random walk model in which statistical characteristics of a random walker such as escape rate and jump distribution depend on…

Statistical Mechanics · Physics 2015-06-15 Sergei Fedotov

The integer points (sites) of the real line are marked by the positions of a standard random walk. We say that the set of marked sites is weakly, moderately or strongly sparse depending on whether the jumps of the standard random walk are…

Probability · Mathematics 2019-03-08 Dariusz Buraczewski , Piotr Dyszewski , Alexander Iksanov , Alexander Marynych

Quantum random walk finds application in efficient quantum algorithms as well as in quantum network theory. Here we study the mixing time of a discrete quantum walk over a square lattice in presence percolation and decoherence. We consider…

Quantum Physics · Physics 2018-09-12 Arkaprabha Ghosal , Prasenjit Deb

We consider a discrete-time quantum walk $W_{t,\kappa}$ at time $t$ on a graph with joined half lines $\mathbb{J}_\kappa$, which is composed of $\kappa$ half lines with the same origin. Our analysis is based on a reduction of the walk on a…

Quantum Physics · Physics 2012-01-12 Kota Chisaki , Norio Konno , Etsuo Segawa

This paper concerns discrete-time occupancy processes on a finite graph. Our results can be formulated in two theorems, which are stated for vertex processes, but also applied to edge process (e.g., dynamic random graphs). The first theorem…

Probability · Mathematics 2024-10-10 Davide Sclosa , Michel Mandjes , Christian Bick

We investigate the distribution of the time spent by a random walker to the right of a boundary moving with constant velocity v. For the continuous-time problem (Brownian motion), we provide a simple alternative proof of Newman's recent…

Statistical Mechanics · Physics 2009-11-07 C. Godreche , J. M. Luck