Related papers: Random walks on quasi one dimensional lattices: la…
We give a complete classification of scaling limits of randomly trapped random walks and associated clock processes on $\mathbb Z^d$, $d\ge 2$. Namely, under the hypothesis that the discrete skeleton of the randomly trapped random walk has…
A fluctuation theory and, in particular, a theory of scale functions is developed for upwards skip-free L\'evy chains, i.e. for right-continuous random walks embedded into continuous time as compound Poisson processes. This is done by…
A two-dimensional lattice system of non-interacting electrons in a homogeneous magnetic field with half a flux quantum per plaquette and a random potential is considered. For the large scale behavior a supersymmetric theory with collective…
We investigate a new symmetry of the large deviation function of certain time-integrated currents in non-equilibrium systems. The symmetry is similar to the well-known Gallavotti-Cohen-Evans-Morriss-symmetry for the entropy production, but…
We prove pathwise large-deviation principles of switching Markov processes by exploiting the connection to associated Hamilton-Jacobi equations, following Jin Feng's and Thomas Kurtz's method. In the limit that we consider, we show how the…
The inference of Markov models from data on stochastic dynamical trajectories over the large time-window $T$ is revisited via the Large Deviations at Level 2.5 for the time-empirical density and the time-empirical flows. The goal is to…
We prove a law of large numbers for random walks in certain kinds of i.i.d. random environments in Z^d that is an extension of a result of Bolthausen, Sznitman and Zeitouni (2003). We use this result, along with the lace expansion for…
A great number of physical processes are described within the context of Hamiltonian scattering. Previous studies have rather been focused on trajectories starting outside invariant structures, since the ones starting inside are expected to…
We consider the asymptotic behaviour of the fluctuation process for large stochastic systems of interacting particles driven by both idiosyncratic and common noise with an interaction kernel \(k \in L^2(\R^d) \cap L^\infty(\R^d)\). Our…
The rotor walk is a derandomized version of the random walk on a graph. On successive visits to any given vertex, the walker is routed to each of the neighboring vertices in some fixed cyclic order, rather than to a random sequence of…
We construct the conditional version of $k$ independent and identically distributed random walks on $\R$ given that they stay in strict order at all times. This is a generalisation of so-called non-colliding or non-intersecting random…
This work focuses on the study of quantum stochastic walks, which are a generalization of coherent, i. e. unitary quantum walks. Our main goal is to present a measure of a coherence of the walk. To this end, we utilize the asymptotic…
We consider the motion of a particle on a Galton Watson tree, when the probabilities of jumping from a vertex to any one of its neighbours is determined by a random process. Given the tree, positive weights are assigned to the edges in such…
We examine a very simple conceptual model of stochastic behavior based on a random walk process in velocity space. For objects engaged in classical non-relativistic velocities, this leads under asymmetric conditions to acceleration…
We calculate the system-size-over-wave-length ($M$) dependence of sample-to-sample conductance fluctuations, using the open kicked rotator to model chaotic scattering in a ballistic quantum dot coupled by two $N$-mode point contacts to…
The random walk is a fundamental stochastic process that underlies many numerical tasks in scientific computing applications. We consider here two neural algorithms that can be used to efficiently implement random walks on spiking…
This study in centered on models accounting for stochastic deformations of sample paths of random walks, embedded either in $\mathbb{Z}^2$ or in $\mathbb{Z}^3$. These models are immersed in multi-type particle systems with exclusion.…
We consider expansive homeomorphisms with the specification property. We give a new simple proof of a large deviation principle for Gibbs measures corresponding to a regular potential and we establish a general symmetry of the rate function…
We consider a linear elliptic system in divergence form with random coefficients and study the random fluctuations of large-scale averages of the field and the flux of the solution operator. In the context of the random conductance model,…
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…