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A one-dimensional confined Nonlinear Random Walk is a tuple of $N$ diffeomorphisms of the unit interval driven by a probabilistic Markov chain. For generic such walks, we obtain a geometric characterization of their ergodic stationary…

Dynamical Systems · Mathematics 2016-07-19 Victor Kleptsyn , Denis Volk

We study the ergodic behaviour of a discrete-time process $X$ which is a Markov chain in a stationary random environment. The laws of $X_t$ are shown to converge to a limiting law in (weighted) total variation distance as $t\to\infty$.…

Probability · Mathematics 2019-07-29 Balazs Gerencser , Miklos Rasonyi

We propose a random adaptation variant of time-varying distributed averaging dynamics in discrete time. We show that this leads to novel interpretations of fundamental concepts in distributed averaging, opinion dynamics, and distributed…

Optimization and Control · Mathematics 2022-06-28 Rohit Parasnis , Ashwin Verma , Massimo Franceschetti , Behrouz Touri

We study the ergodic properties of two classes of random dynamical systems: a type of Markov chain which we call the \textit{alternating random walk} and a certain stochastic billiard system which describes the motion of a free-moving rough…

Dynamical Systems · Mathematics 2024-01-02 Peter Rudzis

We introduce the concept of a deterministic walk in a deterministic environment on a countable state space (DWDE). For the deterministic walk in a fixed environment we establish properties analogous to those found in Markov chain theory,…

Dynamical Systems · Mathematics 2013-01-16 Colin M. W. Little

The methodology based on the random walk processes is adapted and applied to a comprehensive analysis of the statistical properties of the probability fluxes. To this aim we define a simple model of the Markovian stochastic dynamics on a…

Statistical Mechanics · Physics 2015-12-15 Przemyslaw Chelminiak , Michal Kurzynski

A deterministic walk in a random environment can be understood as a general random process with finite-range dependence that starts repeating a loop once it reaches a site it has visited before. Such process lacks the Markov property. We…

Probability · Mathematics 2012-10-15 Ivan Matic

Random walks are basic diffusion processes on networks and have applications in, for example, searching, navigation, ranking, and community detection. Recent recognition of the importance of temporal aspects on networks spurred studies of…

Physics and Society · Physics 2015-01-14 Leo Speidel , Renaud Lambiotte , Kazuyuki Aihara , Naoki Masuda

A piecewise-deterministic Markov process, specified by random jumps and switching semi-flows, as well as the associated Markov chain given by its post-jump locations, are investigated in this paper. The existence of an exponentially…

Probability · Mathematics 2020-12-07 Dawid Czapla , Katarzyna Horbacz , Hanna Wojewódka-Ściążko

We study the asymptotic behavior of the simple random walk on oriented versions of $\mathbb{Z}^2$. The considered lattices are not directed on the vertical axis but unidirectional on the horizontal one, with random orientations whose…

Probability · Mathematics 2007-05-23 Nadine Guillotin-Plantard , Arnaud Le Ny

We consider a class of discrete time Markov chains with state space [0,1] and the following dynamics. At each time step, first the direction of the next transition is chosen at random with probability depending on the current location. Then…

Probability · Mathematics 2014-12-04 Shaun McKinlay , Konstantin Borovkov

In this expository note, we study several families of periodic graphs which satisfy a sufficient condition for the ergodicity of the associated continuous-time quantum walk. For these graphs, we compute the limiting distribution of the walk…

Mathematical Physics · Physics 2025-03-12 Anne Boutet de Monvel , Kiran Kumar A. S. , Mostafa Sabri

We study random walk on complex networks with transition probabilities which depend on the current and previously visited nodes. By using an absorbing Markov chain we derive an exact expression for the mean first passage time between pairs…

Physics and Society · Physics 2024-11-14 Lasko Basnarkov , Miroslav Mirchev , Ljupco Kocarev

This paper is devoted to the study of a stochastic process obtained by random switching between a finite collection of vector fields. Such processes have recently been the focus of much attention in the case where the switching times are…

Probability · Mathematics 2025-10-01 Tobias Hurth , Edouard Strickler

We analyze the dynamics of a population of independent random walkers on a graph and develop a simple model of epidemic spreading. We assume that each walker visits independently the nodes of a finite ergodic graph in a discrete-time…

Physics and Society · Physics 2021-01-19 Michael Bestehorn , Alejandro P. Riascos , Thomas M. Michelitsch , Bernard A. Collet

Let $G=(V,E)$ be a $d$-regular graph on $n$ vertices and let $\mu_0$ be a probability measure on $V$. The act of moving to a randomly chosen neighbor leads to a sequence of probability measures supported on $V$ given by $\mu_{k+1} = A…

Combinatorics · Mathematics 2022-06-14 Stefan Steinerberger , Rekha R. Thomas

Random walk models, such as the trap model, continuous time random walks, and comb models exhibit weak ergodicity breaking, when the average waiting time is infinite. The open question is: what statistical mechanical theory replaces the…

Statistical Mechanics · Physics 2007-05-23 Golan Bel , Eli Barkai

Ergodicity is a fundamental issue for a stochastic process. In this paper, we refine results on ergodicity for a general type of Markov chain to a specific type or the $GI/G/1$-type Markov chain, which has many interesting and important…

Probability · Mathematics 2012-08-28 YongHua Mao , Yongming Tai , Yiqiang Q. Zhao , Jiezhong Zou

Consider a stochastic process that behaves as a $d$-dimensional simple and symmetric random walk, except that, with a certain fixed probability, at each step, it chooses instead to jump to a given site with probability proportional to the…

Probability · Mathematics 2020-08-26 Cécile Mailler , Gerónimo Uribe Bravo

General characterizations of ergodic Markov chains have been developed in considerable detail. In this paper, we study the transience for discrete-time Markov chains on general state spaces, including the geometric transience and algebraic…

Probability · Mathematics 2013-01-08 Yong-Hua Mao , Yan-Hong Song