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We study a random walk problem on the hierarchical network which is a scale-free network grown deterministically. The random walk problem is mapped onto a dynamical Ising spin chain system in one dimension with a nonlocal spin update rule,…

Statistical Mechanics · Physics 2007-05-23 Jae Dong Noh , Heiko Rieger

We consider random walks amongst random conductances in the cases where the conductances can be arbitrarily small, with a heavy-tailed distribution at 0, and where the conductances may or may not have a heavy-tailed distribution at…

Probability · Mathematics 2024-02-19 David A. Croydon , Daniel Kious , Carlo Scali

We study in details the dynamics of the one dimensional symmetric trap model, via a real-space renormalization procedure which becomes exact in the limit of zero temperature. In this limit, the diffusion front in each sample consists in two…

Condensed Matter · Physics 2009-11-10 Cecile Monthus

We study finite particle systems on the one-dimensional integer lattice, where each particle performs a continuous-time nearest-neighbour random walk, with jump rates intrinsic to each particle, subject to an exclusion interaction which…

Probability · Mathematics 2024-05-07 Vadim Malyshev , Mikhail Menshikov , Serguei Popov , Andrew Wade

This survey concerns the study of quasi-stationary distributions with a specific focus on models derived from ecology and population dynamics. We are concerned with the long time behavior of different stochastic population size processes…

Probability · Mathematics 2012-12-05 Sylvie Méléard , Denis Villemonais

We introduce a model of self-repelling random walks where the short-range interaction between two elements of the chain decreases as a power of the difference in proper time. Analytic results on the exponent $\nu$ are obtained. They are in…

High Energy Physics - Lattice · Physics 2015-06-25 S. Caracciolo , G. Parisi , A. Pelissetto

Starting with a percolation model in $\Z^d$ in the subcritical regime, we consider a random walk described as follows: the probability of transition from $x$ to $y$ is proportional to some function $f$ of the size of the cluster of $y$.…

Probability · Mathematics 2012-01-31 Serguei Popov , Marina Vachkovskaia

We consider the random field M(t)=\sup_{n\geq 1}\big\{-\log A_{n}+X_{n}(t)\big\}\,,\qquad t\in T\, for a set $T\subset \mathbb{R}^{m}$, where $(X_{n})$ is an iid sequence of centered Gaussian random fields on $T$ and $0<A_{1}<A_{2}<\cdots $…

Probability · Mathematics 2018-03-28 Zhipeng Liu , Jose H. Blanchet , A. B. Dieker , Thomas Mikosch

Let $\{X_i(t),t\ge0\}, 1\le i\le n$ be independent copies of a random process $\{X(t), t\ge0\}$. For a given positive constant $u$, define the set of $r$th conjunctions $C_r(u):=\{t\in[0,1]: X_{r:n}(t)>u\}$ with $ X_{r:n}$ the $r$th largest…

Probability · Mathematics 2014-12-16 Chengxiu Ling

In the study of complex networks (systems), the scaling phenomenon of flow fluctuations refers to a certain power-law between the mean flux (activity) $<F_i>$ of the $i$th node and its variance $\sigma_i$ as $\sigma_i \propto < F_{i} >…

Data Analysis, Statistics and Probability · Physics 2009-05-08 Yudong Chen , Li Li , Yi Zhang , Jianming Hu

We study a real-valued L\'evy-type process $X$, which is locally $\alpha$-stable in the sense that its jump kernel is a combination of a `principal' (state dependent) $\alpha$-stable part with a `residual' lower order part. We show that…

Probability · Mathematics 2019-07-09 Alexei Kulik

We study linearly edge-reinforced random walks on $\mathbb{Z}_+$, where each edge $\{x,x+1\}$ has the initial weight $x^{\alpha} \vee 1$, and each time an edge is traversed, its weight is increased by $\Delta$. It is known that the walk is…

Probability · Mathematics 2020-07-28 Masato Takei

We analyze a semi-infinite one-dimensional random walk process with a biased motion that is incremental in one direction and long-range in the other. On a network with a fixed hierarchy of long-range jumps, we find with exact…

Statistical Mechanics · Physics 2015-06-03 Lauren A. Ball , Alfred C. K. Farris , Stefan Boettcher

We derive a nonparametric estimator of the jump-activity index $\beta$ of a "locally-stable" pure-jump It\^{o} semimartingale from discrete observations of the process on a fixed time interval with mesh of the observation grid shrinking to…

Statistics Theory · Mathematics 2015-08-19 Viktor Todorov

Let $(W_n(\theta))_{n \in \mathbb{N}_0}$ be Biggins' martingale associated with a supercritical branching random walk, and let $W(\theta)$ be its almost sure limit. Under a natural condition for the offspring point process in the branching…

Probability · Mathematics 2017-09-22 Alexander Iksanov , Konrad Kolesko , Matthias Meiners

We study a scenario under which variable step random walks give anomalous statistics. We begin by analyzing the Martingale Central Limit Theorem to find a sufficient condition for the limit distribution to be non-Gaussian. We note that the…

Data Analysis, Statistics and Probability · Physics 2009-11-10 Gemunu H. Gunaratne , Joseph L. McCauley , Matthew Nicol , Andrei Torok

In this paper we study a sequence of Bouchaud trap models on $\mathbb{Z}$ with drift. We analyze the possible scaling limits for a sequence of walks, where we make the drift decay to 0 as we rescale the walks. Depending on the speed of the…

Probability · Mathematics 2010-11-29 Manuel Cabezas Parra

In this research, we present a generalized quasispecies model in which population growth is governed by an arbitrary nonlinear function incorporating time delays. We begin by demonstrating that, under the constant population constraint, the…

Dynamical Systems · Mathematics 2025-08-19 Nolbert Morales , Edward A. Turner

We study K-processes, which are Markov processes in a denumerable state space, all of whose elements are stable, with the exception of a single state, starting from which the process enters finite sets of stable states with uniform…

Probability · Mathematics 2008-08-27 L. R. G. Fontes , P. Mathieu

We consider the non-stationary quantum relaxation of the Ising spin chain in a transverse field of strength h. Starting from a homogeneously magnetized initial state the system approaches a stationary state by a process possessing quasi…

Statistical Mechanics · Physics 2009-10-31 F. Igloi , H. Rieger