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In a first part, we prove a Lyapunov-type criterion for the $\xi\_1$-positive recurrence of absorbed birth and death processes and provide new results on the domain of attraction of the minimal quasi-stationary distribution. In a second…

Probability · Mathematics 2015-01-29 Denis Villemonais

A simple model for the nonlinear collective transport of interacting particles in a random medium with strong disorder is introduced and analyzed. A finite threshold for the driving force divides the behavior into two regimes characterized…

Condensed Matter · Physics 2009-10-28 Joe Watson , Daniel S. Fisher

Irreversible drift-diffusion processes are very common in biochemical reactions. They have a non-equilibrium stationary state (invariant measure) which does not satisfy detailed balance. For the corresponding Fokker-Planck equation on a…

Numerical Analysis · Mathematics 2023-04-12 Yuan Gao , Jian-Guo Liu

We prove a strong law of large numbers and an annealed invariance principle for a random walk in a one-dimensional dynamic random environment evolving as the simple exclusion process with jump parameter $\gamma$. First, we establish that if…

Probability · Mathematics 2015-11-02 François Huveneers , François Simenhaus

This article presents a variant of Fleming-Viot particle systems, which are a standard way to approximate the law of a Markov process with killing as well as related quantities. Classical Fleming-Viot particle systems proceed by simulating…

Probability · Mathematics 2019-11-14 Frédéric Cérou , Arnaud Guyader , Mathias Rousset

We study a system of random walks, known as the frog model, starting from a profile of independent Poisson($\lambda$) particles per site, with one additional active particle planted at some vertex $\mathbf{o}$ of a finite connected simple…

Probability · Mathematics 2025-07-08 Itai Benjamini , Luiz Renato Fontes , Jonathan Hermon , Fabio Prates Machado

We study the dynamics of a particle in continuous time and space, the displacement of which is governed by an internal degree of freedom (spin). In one definite limit, the so-called quantum random walk is recovered but, although quite…

Quantum Physics · Physics 2009-11-10 Claude Aslangul

Reversible measures of the Fleming-Viot process are shown to be characterized as quasi-invariant measures with a cocycle given in terms of the mutation operator. As applications, we give certain integral characterization of…

Probability · Mathematics 2016-09-07 Kenji Handa

This thesis investigates critical phenomena and equilibrium states in various stochastic models through three interconnected studies. In the first chapter, we analyze the Activated Random Walk model on a one-dimensional ring in the…

Probability · Mathematics 2024-12-24 Célio Terra

In this paper, we study random walks $g_n=f_{n-1}\cdots f_0$ on the group $\mathrm{Homeo}(S^1)$ of the homeomorphisms of the circle, where the homeomorphisms $f_k$ are chosen randomly, independently, with respect to a same probability…

Dynamical Systems · Mathematics 2017-05-09 Dominique Malicet

Occupation time fluctuation limits of particle systems in R^d with independent motions (symmetric stable Levy process, with or without critical branching) have been studied assuming initial distributions given by Poisson random measures…

Probability · Mathematics 2012-03-14 Tomasz Bojdecki , Luis G. Gorostiza , Anna Talarczyk

We study a scenario under which variable step random walks give anomalous statistics. We begin by analyzing the Martingale Central Limit Theorem to find a sufficient condition for the limit distribution to be non-Gaussian. We note that the…

Data Analysis, Statistics and Probability · Physics 2009-11-10 Gemunu H. Gunaratne , Joseph L. McCauley , Matthew Nicol , Andrei Torok

We consider a random walker in a dynamic random environment given by a system of independent simple symmetric random walks. We obtain ballisticity results under two types of perturbations: low particle density, and strong local drift on…

The position density of a "particle" performing a continuous-time quantum walk on the integer lattice, viewed on length scales inversely proportional to the time t, converges (as t tends to infinity) to a probability distribution that…

Quantum Physics · Physics 2013-05-29 Alex D. Gottlieb

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

Let $V$ be a two sided random walk and let $X$ denote a real valued diffusion process with generator ${1/2}e^{V([x])}\frac{d}{dx}(e^{-V([x])}\frac{d}{dx})$. This process is known to be the continuous equivalent of the one dimensional random…

Probability · Mathematics 2007-05-23 Arvind Singh

We prove a quenched functional central limit theorem for a one-dimensional random walk driven by a simple symmetric exclusion process. This model can be viewed as a special case of the random walk in a balanced random environment, for which…

Probability · Mathematics 2021-07-20 Otávio Menezes , Jonathon Peterson , Yongjia Xie

The propagation of an initially localized perturbation via an interacting many-particle Hamiltonian dynamics is investigated. We argue that the propagation of the perturbation can be captured by the use of a continuous-time random walk…

Statistical Mechanics · Physics 2012-09-11 V. Zaburdaev , S. Denisov , P. Hanggi

Consider a discrete-time quantum walk on the $N$-cycle subject to decoherence both on the coin and the position degrees of freedom. By examining the evolution of the density matrix of the system, we derive some new conclusions about the…

Quantum Physics · Physics 2011-07-20 Chaobin Liu , Nelson Petulante

We consider the simple random walk on random graphs generated by discrete point processes. This random graph has a random subset of a cubic lattice as the vertices and lines between any consecutive vertices on lines parallel to each…

Probability · Mathematics 2015-03-19 Naoki Kubota