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In this paper we study the statistical properties of convex hulls of $N$ random points in a plane chosen according to a given distribution. The points may be chosen independently or they may be correlated. After a non-exhaustive survey of…

Statistical Mechanics · Physics 2010-03-31 Satya N. Majumdar , Alain Comtet , Julien Randon-Furling

Random walks and Lorentz processes serve as fundamental models for Brownian motion. The study of random walks is a favorite object of probability theory, whereas that of Lorentz processes belongs to the theory of hyperbolic dynamical…

Probability · Mathematics 2025-01-03 Domokos Szasz

We consider Sinai's random walk in random environment. We prove that for an interval of time [1,n] Sinai's walk sojourns in a small neighborhood of the point of localization for the quasi totality of this amount of time. Moreover the local…

Probability · Mathematics 2007-05-23 Pierre Andreoletti

In this article we study the convex hull spanned by the union of trajectories of a standard planar Brownian motion, and an independent standard planar Brownian bridge. We find exact values of the expectation of perimeter and area of such a…

Probability · Mathematics 2024-06-14 Stjepan Šebek

We consider a random walk process which prefers to visit previously unvisited edges, on the random $r$-regular graph $G_r$ for any odd $r\geq 3$. We show that this random walk process has asymptotic vertex and edge cover times…

Combinatorics · Mathematics 2018-05-16 Tony Johansson

We consider a random walk in the plane which takes steps uniformly distributed on the unit circle centered around the walker's current position but avoids the convex hull of its past positions. This model has been introduced by Angel,…

Probability · Mathematics 2007-05-23 Martin P. W. Zerner

The phenomenon of macroscopic homogenization is illustrated with a simple example of diffusion. We examine the conditions under which a $d$--dimensional simple random walk in a symmetric random media converges to a Brownian motion. For…

Mathematical Physics · Physics 2007-05-23 Domingos H. U. Marchetti , Roberto da Silva

This paper is concerned with Random walk approximations of the Brownian motion on the Affine group Aff(R). We are in particular interested in the case where the innovations are discrete. In this framework, the return probability of the walk…

Probability · Mathematics 2017-09-20 V Konakov , S Menozzi , Stanislav Molchanov

We study a system of N non-intersecting Brownian motions on a line segment [0,L] with periodic, absorbing and reflecting boundary conditions. We show that the normalized reunion probabilities of these Brownian motions in the three models…

Mathematical Physics · Physics 2011-06-13 Peter J. Forrester , Satya N. Majumdar , Gregory Schehr

We present an analytical approach to study simple symmetric random walks (RWs) on a crossing geometry consisting of a plane square lattice crossed by $n_l$ number of lines that all meet each other at a single point (the origin) on the…

Statistical Mechanics · Physics 2019-09-02 Reza Sepehrinia , Abbas Ali Saberi , Hor Dashti-Naserabadi

We study the absorption time and spreading rate of the discrete-time quantum walk propagating on a line in the presence or absence of an absorber. We analytically establish that in the presence of an absorber, the average absorption time of…

Quantum Physics · Physics 2026-02-17 Shuva Mondal , Amrita Mandal , Ujjwal Sen

In order to approximate the exit time of a one-dimensional diffusion process, we propose an algorithm based on a random walk. Such an algorithm was already introduced in both the Brownian context and in the Ornstein-Uhlenbeck context. Here…

Probability · Mathematics 2019-12-12 Samuel Herrmann , Nicolas Massin

We study quantum walks on general graphs from the point of view of scattering theory. For a general finite graph we choose two vertices and attach one half line to each. We are interested in walks that proceed from one half line, through…

Quantum Physics · Physics 2009-11-10 Edgar Feldman , Mark Hillery

We consider a random walk on Z^d in an i.i.d. balanced random environment, that is a random walk for which the probability to jump from x to nearest neighbor x+e is the same as to nearest neighbor x-e. Assuming that the environment is…

Probability · Mathematics 2012-07-05 Noam Berger , Jean-Dominique Deuschel

We consider a model for random walks on random environments (RWRE) with random subset of the d-dimensional Euclidean lattice as the vertices, and uniform transition probabilities on 2d points (two "coordinate nearest points" in each of the…

Probability · Mathematics 2011-10-27 Ron Rosenthal

We consider a continuous time random walk on the rooted binary tree of depth $n$ with all transition rates equal to one and study its cover time, namely the time until all vertices of the tree have been visited. We prove that, normalized by…

Probability · Mathematics 2019-01-23 Aser Cortines , Oren Louidor , Santiago Saglietti

We consider simple random walk on a discrete cylinder with base a large d-dimensional torus of side-length N, when d is two or more. We develop a stochastic domination control on the local picture left by the random walk in boxes of…

Probability · Mathematics 2009-12-29 Alain-Sol Sznitman

In random walk theory, it is customary to assume that a given walk is irreducible and/or aperiodic. While these prevailing assumptions make particularly tractable the analysis of random walks and help to highlight their diffusive nature,…

Probability · Mathematics 2025-07-02 Evan Randles , Yutong Yan

In typical discrete-time quantum walk algorithms, one measures the position of the walker while ignoring its internal spin/coin state. Rather than neglecting the information in this internal state, we show that additionally measuring it…

Quantum Physics · Physics 2016-10-20 Krišjānis Prūsis , Jevgēnijs Vihrovs , Thomas G. Wong

Coalescing-branching random walks, or {\em cobra walks} for short, are a natural variant of random walks on graphs that can model the spread of disease through contacts or the spread of information in networks. In a $k$-cobra walk, at each…

Data Structures and Algorithms · Computer Science 2016-03-22 Michael Mitzenmacher , Rajmohan Rajaraman , Scott Roche
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