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We prove an invariance principle for the bridge of a random walk conditioned to stay positive, when the random walk is in the domain of attraction of a stable law, both in the discrete and in the absolutely continuous setting. This includes…

Probability · Mathematics 2012-10-10 Francesco Caravenna , Loïc Chaumont

In this article we define and study a stochastic process on Galoisian covers of compact manifolds. The successive positions of the process are defined recursively by picking a point uniformly in the Dirichlet domain of the previous one. We…

Probability · Mathematics 2022-02-18 Adrien Boulanger , Olivier Glorieux

Human travelling behaviours are markedly regular, to a large extent, predictable, and mostly driven by biological necessities (\eg sleeping, eating) and social constructs (\eg school schedules, synchronisation of labour). Not surprisingly,…

Random walk is a fundamental concept with applications ranging from quantum physics to econometrics. Remarkably, one specific model of random walks appears to be ubiquitous across many fields as a tool to analyze transport phenomena in…

Statistical Mechanics · Physics 2015-06-12 V. Zaburdaev , S. Denisov , J. Klafter

We study the entanglement dynamics of discrete time quantum walks acting on bounded finite sized graphs. We demonstrate that, depending on system parameters, the dynamics may be monotonic, oscillatory but highly regular, or quasi-periodic.…

Quantum Physics · Physics 2012-03-07 Peter P. Rohde , Alessandro Fedrizzi , Timothy C. Ralph

We revisit an old minor topic in algorithms, the deterministic walk on a finite graph which always moves toward the nearest unvisited vertex until every vertex is visited. There is an elementary connection between this cover time and…

Probability · Mathematics 2021-03-19 David Aldous

We study the evolution of a random walker on a conservative dynamic random environment composed of independent particles performing simple symmetric random walks, generalizing results of [16] to higher dimensions and more general transition…

We consider a random walk on $\R^d$ in a polynomially mixing random environment that is refreshed at each time step. We use a martingale approach to give a necessary and sufficient condition for the almost-sure functional central limit…

Probability · Mathematics 2010-12-14 Mathew Joseph , Firas Rassoul-Agha

Some stochastic systems are particularly interesting as they exhibit critical behavior without fine-tuning of a parameter, a phenomenon called self-organized criticality. In the context of driven-dissipative steady states, one of the main…

Probability · Mathematics 2020-09-29 Leonardo T. Rolla

Random walk subject to random drive has been extensively employed as a model for physical and biological processes. While equilibrium statistical physics has yielded significant insights into the distributions of dynamical fixed points of…

Statistical Mechanics · Physics 2023-11-22 Zijun Li , Jiming Yang , Huiyu Li

We develop a rigorous theory of external influences on finite discrete dynamical systems, going beyond the perturbation paradigm, in that the external influence need not be a small contribution. Indeed, the covariance condition can be…

Mathematical Physics · Physics 2023-02-09 Carlo Maria Scandolo , Gilad Gour , Barry C. Sanders

The career of an employee can be described (under certain circumstances) by a random walk, where the states of the random walk are determined by the level and position of an employee. At each decision moment the state of the employee is…

Probability · Mathematics 2023-11-06 Theo van Uem

We consider a transient random walk on $Z^d$ which is asymptotically stable, without centering, in a sense which allows different norming for each component. The paper is devoted to the asymptotics of the probability of the first return to…

Probability · Mathematics 2011-04-19 Ron Doney , Dmitry Korshunov

We prove that there exist infinitely many asymptotics of drift for random walks on finitely generated groups.

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

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

Many natural and artificial networks evolve in time. Nodes and connections appear and disappear at various timescales, and their dynamics has profound consequences for any processes in which they are involved. The first empirical analysis…

Statistical Mechanics · Physics 2012-05-21 Michele Starnini , Andrea Baronchelli , Alain Barrat , Romualdo Pastor-Satorras

Quantum walks function as essential means to implement quantum simulators, allowing one to study complex and often directly inaccessible quantum processes in controllable systems. In this contribution, the notion of a driven Gaussian…

In all existing quantum walk models, the assumption about a pre-existing fixed background causal structure is always made and has been taken for granted. Nevertheless, in this work we will get rid of this tacit assumption especially by…

Quantum Physics · Physics 2022-02-15 Yuanbo Chen , Yoshihiko Hasegawa

The cover time is defined as the time needed for a random walker to visit every site of a confined domain. Here, we focus on persistent random walks, which provide a minimal model of random walks with short range memory. We derive the exact…

Statistical Mechanics · Physics 2015-06-19 Marie Chupeau , Olivier Bénichou , Raphaël Voituriez

The laws of chance are often subtle and deceptive. This is why games of chance work. People are convinced that they obey seemingly intuitive laws, while the underlying mathematical structure reveals a different and more complex reality.…

History and Overview · Mathematics 2023-09-06 Paolo Bartesaghi
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