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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

We prove a {\it{quenched}} large deviation principle (LDP) for a simple random walk on a supercritical percolation cluster on $\Z^d$, $d\geq 2$.. We take the point of view of the moving particle and first prove a quenched LDP for the…

Probability · Mathematics 2015-04-02 Noam Berger , Chiranjib Mukherjee

Understanding the fluctuations by which phenomenological evolution equations with thermodynamic structure can be enhanced is the key to a general framework of nonequilibrium statistical mechanics. These fluctuations provide an idealized…

Statistical Mechanics · Physics 2021-02-03 Hans Christian Öttinger , Mark A. Peletier , Alberto Montefusco

In this work, we have studied simple models that can be solved analytically to illustrate various fluctuation theorems. These fluctuation theorems provide symmetries individually to the distributions of physical quantities like the…

Statistical Mechanics · Physics 2015-05-20 Mamata Sahoo , Sourabh Lahiri , A. M. Jayannavar

We study a one-dimensional random walk with memory in which the step lengths to the left and to the right evolve at each step in order to reduce the wandering of the walker. The feedback is quite efficient and lead to a non-diffusive walk.…

Statistical Mechanics · Physics 2010-06-18 L. Turban

Stochastic processes with random reinforced relocations have been introduced in the physics literature to model animal foraging behaviour. Such a process evolves as a Markov process, except at random relocation times, when it chooses a time…

Probability · Mathematics 2023-07-12 Erion-Stelios Boci , Cécile Mailler

This paper presents a simple model that mimics quantum mechanics (QM) results in terms of probability fields of free particles subject to self-interference, without using Schr\"{o}dinger equation or wavefunctions. Unlike the standard QM…

Quantum Physics · Physics 2015-01-27 Antonio Sciarretta

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 analytically evaluate the large deviation function in a simple model of classical particle transfer between two reservoirs. We illustrate how the asymptotic large time regime is reached starting from a special propagating initial…

Statistical Mechanics · Physics 2015-06-16 Upendra Harbola , Christian Van den Broeck , Katja Lindenberg

We propose a method to calculate the large deviations of current fluctuations in a class of stochastic particle systems with history-dependent rates. Long-range temporal correlations are seen to alter the speed of the large deviation…

Statistical Mechanics · Physics 2009-08-07 R. J. Harris , H. Touchette

We investigate random walks on complex networks and derive an exact expression for the mean first passage time (MFPT) between two nodes. We introduce for each node the random walk centrality $C$, which is the ratio between its coordination…

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

We consider a class of graph-valued stochastic processes in which each vertex has a type that fluctuates randomly over time. Collectively, the paths of the vertex types up to a given time determine the probabilities that the edges are…

Probability · Mathematics 2022-09-07 Peter Braunsteins , Frank den Hollander , Michel Mandjes

We study the quenched invariance principle for random conductance models with long range jumps on $\Z^d$, where the transition probability from $x$ to $y$ is, on average, comparable to $|x-y|^{-(d+\alpha)}$ with $\alpha\in (0,2)$ but is…

Probability · Mathematics 2020-05-01 Xin Chen , Takashi Kumagai , Jian Wang

Movements of molecular motors on cytoskeletal filaments are described by directed walks on a line. Detachment from this line is allowed to occur with a small probability. Motion in the surrounding fluid is described by symmetric random…

Statistical Mechanics · Physics 2007-05-23 Theo M. Nieuwenhuizen , Stefan Klumpp , Reinhard Lipowsky

We consider random walks on the support of a random purely atomic measure on $\mathbb{R}^d$ with random jump probability rates. The jump range can be unbounded. The purely atomic measure is reversible for the random walk and stationary for…

Probability · Mathematics 2022-04-26 Alessandra Faggionato

We study analytically the distribution of fluctuations of the quantities whose average yield the usual two-point correlation and linear response functions in three unfrustrated models: the random walk, the $d$ dimensional scalar field and…

Statistical Mechanics · Physics 2012-12-12 Federico Corberi , Leticia F. Cugliandolo

Recently, in ["The coin-turning walk and its scaling limit", Electronic Journal of Probability, 25 (2020)], the ``coin-turning walk'' was introduced on ${\mathbb Z}$. It is a non-Markovian process where the steps form a (possibly)…

Probability · Mathematics 2022-10-10 Janos Englander , Stanislav Volkov

We suggest a model for data losses in a single node of a packet-switched network (like the Internet) which reduces to one-dimensional discrete random walks with unusual boundary conditions. The model shows critical behavior with an abrupt…

Disordered Systems and Neural Networks · Physics 2009-11-11 I. V. Yurkevich , I. V. Lerner , A. S. Stepanenko , C. C. Constantinou

Statistics of molecular random walks in a fluid is considered with the help of the Bogolyubov equation for generating functional of distribution functions. An invariance group of solutions to this equation as functions of the fluid density…

Statistical Mechanics · Physics 2015-05-13 Yuriy E. Kuzovlev

We obtain non-Gaussian limit laws for one-dimensional random walk in a random environment assuming that the environment is a function of a stationary Markov process. This is an extension of the work of Kesten, M. Kozlov and Spitzer for…

Probability · Mathematics 2007-05-23 Eddy Mayer-Wolf , Alexander Roitershtein , Ofer Zeitouni