Related papers: Structure-reversibility of a two dimensional refle…
We base ourselves on the construction of the two-dimensional random interlacements [12] to define the one-dimensional version of the process. For this constructions we consider simple random walks conditioned on never hitting the origin,…
This work deals with the stationary analysis of two-dimensional partially homogeneous nearest-neighbour random walks. Such type of random walks in the quarter plane are characterized by the fact that the one-step transition probabilities…
We consider a recent model of random walk that recursively grows the network on which it evolves, namely the Tree Builder Random Walk (TBRW). We introduce a bias $\rho \in (0,\infty)$ towards the root, and exhibit a phase transition for…
The absence of time-reversal symmetry is a fundamental property of many nonlinear time series. Here, we propose a new set of statistical tests for time series irreversibility based on standard and horizontal visibility graphs. Specifically,…
Let $\{\boldsymbol{X}_n\}$ be a discrete-time $d$-dimensional process on $\mathbb{Z}_+^d$ with a supplemental (background) process $\{J_n\}$ on a finite set and assume the joint process $\{\boldsymbol{Y}_n\}=\{(\boldsymbol{X}_n,J_n)\}$ to…
This paper concerns with the time-reversal characteristics of intrinsic normal diffusion in quantum systems. Time-reversible properties are quantified by the time-reversal test; the system evolved in the forward direction for a certain…
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…
Consider a simple random walk on the integers with the following transition mechanism. At each site $x$, the probability of jumping to the right is $\omega(x)\in[\frac12,1)$, until the first time the process jumps to the left from site $x$,…
The processes described in the title always have reversible stationary distributions. In this paper, we give sufficient conditions for the existence of, and for the nonexistence of, nonreversible stationary distributions. In the case of an…
The rotor-router model on a graph describes a discrete-time walk accompanied by the deterministic evolution of configurations of rotors randomly placed on vertices of the graph. We prove the following property: if at some moment of time,…
A rather simple random walk model on a one-dimensional lattice is put forward. The lattice as a whole switches randomly between two possible states which are spatially symmetric. Both lattice states are identical, but translated by one site…
In this paper, we consider the $(L,1)$ state-dependent reflecting random walk (RW) on the half line, which is a RW allowing jumps to the left at a maxial size $L$. For this model, we provide an explicit criterion for (positive) recurrence…
We investigate the transmission and reflection survival probabilities for the chaotic stadium billiard with two holes placed asymmetrically. Classically, these distributions are shown to have algebraic or exponential decays depending on the…
The iterated random walk is a random process in which a random walker moves on a one-dimensional random walk which is itself taking place on a one-dimensional random walk, and so on. This process is investigated in the continuum limit using…
We consider the definition of quantum walks on directed graphs. Call a directed graph reversible if, for each pair of vertices (i, j), if i is connected to j then there is a path from j to i. We show that reversibility is a necessary and…
A Lindley process arises from classical studies in queueing theory and it usually reflects waiting times of customers in single server models. In this note we study recurrence of its higher dimensional counterpart under some mild…
We study a one-dimensional random walk whose expected drift depends both on time and the position of a particle. We establish a non-trivial phase transition for the recurrence vs. transience of the walk, and show some interesting…
We study the condensation regime of the finite reversible inclusion process, i.e., the inclusion process on a finite graph $S$ with an underlying random walk that admits a reversible measure. We assume that the random walk kernel is…
We show that the occurrence of chaotic diffusion in a typical class of time-delayed systems with linear instantaneous and nonlinear delayed term can be well described by an anti-persistent random walk. We numerically investigate the…
Consider a walker performing a random walk in an i.i.d. random environment, and assume that the walker tells us at each time the environment it sees at its present location. Given this history of the transition probabilities seen from the…