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We present analytical results for the joint probability distribution $P(T_{FR}=t,S=s)$ of first return (FR) times t and of the number of distinct sites s visited by a random walk (RW) on a one dimensional lattice before returning to the…

Statistical Mechanics · Physics 2025-01-13 Mordechai Gruda , Ofer Biham , Eytan Katzav , Reimer Kühn

In this paper, we rigorously establish the Gumbel-distributed fluctuations of the cover time, normalized by the mean first passage time, for finite-range, symmetric, irreducible random walks on a torus of dimension three or higher. This has…

Probability · Mathematics 2023-08-02 Hao Ge , Xiao Han , Yuan Zhang

A second-order random walk on a graph or network is a random walk where transition probabilities depend not only on the present node but also on the previous one. A notable example is the non-backtracking random walk, where the walker is…

Probability · Mathematics 2021-12-28 Dario Fasino , Arianna Tonetto , Francesco Tudisco

In this paper, following the recent paper on Walk/Zeta Correspondence by the first author and his coworkers, we compute the zeta function for the three- and four-state quantum walk and correlated random walk, and the multi-state random walk…

Quantum Physics · Physics 2022-03-04 Norio Konno , Shunya Tamura

Inspired by the study of edge statistics of random band matrices, we investigate random walks on large $d$-dimensional periodic lattices, whose transition matrices are determined by discretized density functions. Under certain moment…

Probability · Mathematics 2024-11-07 Yandong Gu , Dang-Zheng Liu

We conjecture the expected value of random walks with anti-correlated steps to be exactly 1. We support this conjecture with 2 plausibility arguments and experimental data. The experimental analysis includes the computation of the expected…

Discrete Mathematics · Computer Science 2007-05-23 Dirk Wagner , John Noga

Convergence of directed forests, spanning on random subsets of lattices or on point processes, towards the Brownian web has made the subject of an abundant literature, a large part of which relies on a criterion proposed by Fontes, Isopi,…

Probability · Mathematics 2019-02-12 David Coupier , Kumarjit Saha , Anish Sarkar , Viet Chi Tran

Multitime correlation functions provide useful probes for the ensembles of trajectories underlying the stochastic dynamics of complex systems. These can be obtained by measuring their optical response to sequences of ultrashort optical…

Soft Condensed Matter · Physics 2009-11-13 Frantisek Sanda , Shaul Mukamel

In this paper we investigate the reachability and observability properties of a network system, running a Laplacian based average consensus algorithm, when the communication graph is a path or a cycle. More in detail, we provide necessary…

Optimization and Control · Mathematics 2015-03-19 Gianfranco Parlangeli , Giuseppe Notarstefano

The hitting time, h_uv, of a random walk on a finite graph G, is the expected time for the walk to reach vertex v given that it started at vertex u. We present two methods of calculating the hitting time between vertices of finite graphs,…

Probability · Mathematics 2012-08-13 Shravas Rao

Let $\mathbb{T}^d_N$, $d\ge 2$, be the discrete $d$-dimensional torus with $N^d$ points. Place a particle at each site of $\mathbb{T}^d_N$ and let them evolve as independent, nearest-neighbor, symmetric, continuous-time random walks. Each…

Probability · Mathematics 2020-01-08 J. Beltrán , E. Chavez , C. Landim

We study random walks in i.i.d. random environments on $\mathbb{Z}^d$ when there are two basic types of vertices, which we call "blue" and "red". Each color represents a different probability distribution on transition probability vectors.…

Probability · Mathematics 2025-01-03 Daniel J. Slonim

This paper presents necessary and sufficient conditions for on- and off-diagonal transition probability estimates for random walks on weighted graphs. On the integer lattice and on may fractal type graphs both the volume of a ball and the…

Probability · Mathematics 2008-01-17 Andras Telcs

Large unweighted directed graphs are commonly used to capture relations between entities. A fundamental problem in the analysis of such networks is to properly define the similarity or dissimilarity between any two vertices. Despite the…

Machine Learning · Statistics 2015-11-03 Tatsunori B. Hashimoto , Yi Sun , Tommi S. Jaakkola

Consider an arbitrary transient random walk on $\Z^d$ with $d\in\N$. Pick $\alpha\in[0,\infty)$ and let $L_n(\alpha)$ be the spatial sum of the $\alpha$-th power of the $n$-step local times of the walk. Hence, $L_n(0)$ is the range,…

Probability · Mathematics 2008-05-07 Mathias Becker , Wolfgang Konig

We study continuous time Markov processes on graphs. The notion of frequency is introduced, which serves well as a scaling factor between any Markov time of a continuous time Markov process and that of its jump chain. As an application, we…

Probability · Mathematics 2007-05-23 Jianjun Tian , Xiao-Song Lin

The theory of rapid mixing random walks plays a fundamental role in the study of modern randomised algorithms. Usually, the mixing time is measured with respect to the worst initial position. It is well known that the presence of…

Probability · Mathematics 2024-01-30 Alberto Espuny Díaz , Patrick Morris , Guillem Perarnau , Oriol Serra

We prove a shape theorem for the internal (graph) distance on the interlacement set $\mathcal{I}^u$ of the random interlacement model on $\mathbb Z^d$, $d\ge 3$. We provide large deviation estimates for the internal distance of distant…

Probability · Mathematics 2015-03-19 Jiří Černý , Serguei Popov

Let $\mathcal{T}_n$ be the cover time of two-dimensional discrete torus $\mathbb{Z}^2_n=\mathbb{Z}^2/n\mathbb{Z}^2$. We prove that $\mathbb{P}[\mathcal{T}_n\leq \frac{4}{\pi}\gamma n^2\ln^2 n]=\exp(-n^{2(1-\sqrt{\gamma})+o(1)})$ for…

Probability · Mathematics 2013-11-08 Francis Comets , Christophe Gallesco , Serguei Popov , Marina Vachkovskaia

We construct a renewal structure for random walks on surface groups. The renewal times are defined as times when the random walks enters a particular type of a cone and never leaves it again. As a consequence, the trajectory of the random…

Probability · Mathematics 2016-09-16 Peter Haissinsky , Pierre Mathieu , Sebastian Mueller
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