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We consider random walks indexed by arbitrary finite random or deterministic trees. We derive a simple sufficient criterion which ensures that the maximal displacement of the tree-indexed random walk is determined by a single large jump.…

Probability · Mathematics 2018-06-20 Pascal Maillard

We study a class of nearest-neighbor discrete time integer random walks introduced by Zerner, the so called multi-excited random walks. The jump probabilities for such random walker have a drift to the right whose intensity depends on a…

Probability · Mathematics 2011-08-15 Thomas Mountford , Leandro P. R. Pimentel , Glauco Valle

We consider the random walk Metropolis algorithm on $\mathbb{R}^n$ with Gaussian proposals, and when the target probability measure is the $n$-fold product of a one-dimensional law. In the limit $n\to\infty$, it is well known (see [Ann.…

Probability · Mathematics 2016-08-14 Benjamin Jourdain , Tony Lelièvre , Błażej Miasojedow

This investigation is motivated by a result we proved recently for the random transposition random walk: the distance from the starting point of the walk has a phase transition from a linear regime to a sublinear regime at time $n/2$. Here,…

Probability · Mathematics 2007-05-23 Nathanael Berestycki , Rick Durrett

We consider a one-dimensional transient cookie random walk. It is known from a previous paper that a cookie random walk $(X_n)$ has positive or zero speed according to some positive parameter $\alpha >1$ or $\le 1$. In this article, we give…

Probability · Mathematics 2007-05-23 Anne-Laure Basdevant , Arvind Singh

A natural extension of a right-continuous integer-valued random walk is one which can jump to the right by one or two units. First passage times above a given fixed level then admit a tractable Laplace transform (probability generating…

Probability · Mathematics 2014-08-13 Matija Vidmar

We consider localization of a random walk (RW) when attracted or repelled by multiple extended manifolds of different dimensionalities. In particular, we focus on $(d-1)$- and $(d-2)$-dimensional manifolds in $d$-dimensional space, where…

Statistical Mechanics · Physics 2018-08-15 Raz Halifa Levi , Yacov Kantor , Mehran Kardar

We introduce a model for the slow relaxation of an energy landscape caused by its local interaction with a random walker whose motion is dictated by the landscape itself. By choosing relevant measures of time and potential this…

Statistical Mechanics · Physics 2015-06-24 Janos Torok , Supriya Krishnamurthy , Janos Kertesz , Stephane Roux

Using both numerical simulations and scaling arguments, we study the behavior of a random walker on a one-dimensional small-world network. For the properties we study, we find that the random walk obeys a characteristic scaling form. These…

Disordered Systems and Neural Networks · Physics 2009-11-10 E. Almaas , R. V. Kulkarni , D. Stroud

In part I (math.PR/0406392) we proved for an arbitrary one-dimensional random walk with independent increments that the probability of crossing a level at a given time n is of the maximal order square root of n. In higher dimensions we call…

Probability · Mathematics 2007-05-23 Rainer Siegmund-Schultze , Heinrich von Weizsaecker

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

Deterministic walk in an excited random environment is a non-Markov integer-valued process $(X_n)_{n=0}^{\infty}$, whose jump at time $n$ depends on the number of visits to the site $X_n$. The environment can be understood as stacks of…

Probability · Mathematics 2014-10-21 Ivan Matic , David Sivakoff

We introduce a one-dimensional random walk, which at each step performs a reinforced dynamics with probability $\theta$ and with probability $1 - \theta$, the random walk performs a step independent of the past. We analyse its asymptotic…

Probability · Mathematics 2021-09-22 Manuel González-Navarrete , Ranghely Hernández

For any recurrent random walk (S_n)_{n>0} on R, there are increasing sequences (g_n)_{n>0} converging to infinity for which (g_n S_n)_{n>0} has at least one finite accumulation point. For one class of random walks, we give a criterion on…

Probability · Mathematics 2007-05-23 Dimitrios Cheliotis

In this note, we compute the probability that a two-dimensional symmetric random walk visits more vertices than expected, for deviations on scales between the mean behavior and linear growth.

Probability · Mathematics 2026-02-26 Serguei Popov , Quirin Vogel

We study the once-reinforced random walk on $\mathbb Z^d$, which is a self-interacting walk that has a higher probability to cross edges that were already visited. We prove that the walk is transient when $d\ge 6$ and when the reinforcement…

Probability · Mathematics 2026-01-27 Dor Elboim , Gady Kozma

Reflected random walk in higher dimension arises from an ordinary random walk (sum of i.i.d. random variables): whenever one of the reflecting coordinates becomes negative, its sign is changed, and the process continues from that modified…

Probability · Mathematics 2017-04-21 Judith Kloas , Wolfgang Woess

During epidemics, the population is asked to Socially Distance, with pairs of individuals keeping two meters apart. We model this as a new optimization problem by considering a team of agents placed on the nodes of a network. Their common…

Optimization and Control · Mathematics 2021-11-12 Steve Alpern , Li Zeng

Let $(Z_n)_{n\in\N}$ be a $d$-dimensional {\it random walk in random scenery}, i.e., $Z_n=\sum_{k=0}^{n-1}Y(S_k)$ with $(S_k)_{k\in\N_0}$ a random walk in $\Z^d$ and $(Y(z))_{z\in\Z^d}$ an i.i.d. scenery, independent of the walk. The…

Probability · Mathematics 2007-05-23 Nina Gantert , Wolfgang König , Zhan Shi

We study biological evolution on a random fitness landscape where correlations are introduced through a linear fitness gradient of strength $c$. When selection is strong and mutations rare the dynamics is a directed uphill walk that…

Populations and Evolution · Quantitative Biology 2015-04-16 Su-Chan Park , Ivan G. Szendro , Johannes Neidhart , Joachim Krug