Related papers: Cauchy's formulas for random walks in bounded doma…
A branching random walk algorithm for the many-body Wigner equation and its numerical applications for quantum dynamics in phase space are proposed and analyzed. After introducing an auxiliary function, the (truncated) Wigner equation is…
Random walks in random sceneries (RWRS) are simple examples of stochastic processes in disordered media. They were introduced at the end of the 70's by Kesten-Spitzer and Borodin, motivated by the construction of new self-similar processes…
We show that the transience or recurrence of a random walk in certain random environments on an arbitrary infinite locally finite tree is determined by the branching number of the tree, which is a measure of the average number of branches…
Quantum walks are at present an active field of study in mathematics, with important applications in quantum information and statistical physics. In this paper, we determine the influence of basic chaotic features on the walker behavior.…
A continuous-time random walk in the quarter plane with homogeneous transition rates is considered. Given a non-negative reward function on the state space, we are interested in the expected stationary performance. Since a direct derivation…
Random walk is a fundamental concept with applications ranging from quantum physics to econometrics. Remarkably, one specific model of random walks appears to be ubiquitous across many fields as a tool to analyze transport phenomena in…
In continuum one-dimensional space, a coupled directed continuous time random walk model is proposed, where the random walker jumps toward one direction and the waiting time between jumps affects the subsequent jump. In the proposed model,…
Random walks in random environments (RWRE) model transport in quenched disorder, incorporating spatial heterogeneity, trapping, random drift, and random geometry. This paper summarizes discrete and continuous time formulations, identifies…
An intrinsic branching structure within the transient random walk on a strip in a random environment is revealed. As applications, which enables us to express the hitting time explicitly, and specifies the density of the absolutely…
We consider a continuous-time random walk which is the generalization, by means of the introduction of waiting periods on sites, of the one-dimensional nonhomogeneous random walk with a position-dependent drift known in the mathematical…
We derive an expression for the mean square displacement of a particle whose motion is governed by a uniform, periodic, quantum multi-baker map. The expression is a function of both time, $t$, and Planck's constant, $\hbar$, and allows a…
We consider a population of $N$ labeled random walkers moving on a substrate, and an excitation jumping among the walkers upon contact. The label $\mathcal{X}(t)$ of the walker carrying the excitation at time $t$ can be viewed as a…
We study the limiting distribution of particles at the frontier of a branching random walk. The positions of these particles can be viewed as the lowest energies of a directed polymer in a random medium in the mean-field case. We show that…
Modelling the propagation of a pulse in a dense {\em milieu} poses fundamental challenges at the theoretical and applied levels. To this aim, in this paper we generalize the telegraph equation to non-ideal conditions by extending the…
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 investigate random walks in independent, identically distributed random sceneries under the assumption that the scenery variables satisfy Cramer's condition. We prove moderate deviation principles in dimensions two and larger, covering…
This paper states a law of large numbers for a random walk in a random iid environment on ${\mathbb Z}^d$, where the environment follows some Dirichlet distribution. Moreover, we give explicit bounds for the asymptotic velocity of the…
This paper considers 1-dimensional generalized random walks in random scenery. That is, the steps of the walk are generated by an arbitrary stationary process, and also the scenery is a priori arbitrary stationary. Under an ergodicity…
We derive an approximate but explicit formula for the Mean First Passage Time of a random walker between a source and a target node of a directed and weighted network. The formula does not require any matrix inversion, and it takes as only…
In this paper we systematically apply the mathematical structures by time-evolving measures developed in a previous work to the macroscopic modeling of pedestrian flows. We propose a discrete-time Eulerian model, in which the space…