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Consider a random walk among random conductances on $\mathbb{Z}^d$ with $d\geq 2$. We study the quenched limit law under the usual diffusive scaling of the random walk conditioned to have its first coordinate positive. We show that the…

Probability · Mathematics 2013-03-12 Christophe Gallesco , Nina Gantert , Serguei Popov , Marina Vachkovskaia

Random walks on general graphs play an important role in the understanding of the general theory of stochastic processes. Beyond their fundamental interest in probability theory, they arise also as simple models of physical systems. A brief…

Probability · Mathematics 2016-09-07 Massimo Campanino , Dimitri Petritis

The random walk process underlies the description of a large number of real world phenomena. Here we provide the study of random walk processes in time varying networks in the regime of time-scale mixing; i.e. when the network connectivity…

We consider the long-time behaviour of a branching random walk in random environment on the lattice $\Z^d$. The migration of particles proceeds according to simple random walk in continuous time, while the medium is given as a random…

Probability · Mathematics 2012-08-02 Onur Gün , Wolfgang König , Ozren Sekulović

Combinatorial Levy processes evolve on general state spaces of countable combinatorial structures. In this setting, the usual Levy process properties of stationary, independent increments are defined in an unconventional way in terms of the…

Probability · Mathematics 2016-12-20 Harry Crane

The paper deals with a new class of random walks strictly connected with the Pareto distribution. We consider stochastic processes in the sense of generalized convolution or weak generalized convolution following the idea given in [1]. The…

Probability · Mathematics 2014-12-02 Barbara H. Jasiulis-Gołdyn

We experimentally investigate the transmission of light by dense atomic vapor. The light propagating in dense atomic vapor can be modeled as a L\'evy flight random walk. For such system, the step-length distribution can be modeled as…

We consider super-diffusive L\'evy walks in $d \geqslant 2$ dimensions when the duration of a single step, i.e., a ballistic motion performed by a walker, is governed by a power-law tailed distribution of infinite variance and finite mean.…

Statistical Mechanics · Physics 2017-04-05 Itzhak Fouxon , Sergey Denisov , Vasily Zaburdaev , Eli Barkai

The L\'evy walk process with rests is discussed. The jumping time is governed by an $\alpha$-stable distribution with $\alpha>1$ while a waiting time distribution is Poissonian and involves a position-dependent rate which reflects a…

Statistical Mechanics · Physics 2017-10-11 A. Kamińska , T. Srokowski

We base ourselves on the construction of the two-dimensional random interlacements [12] to define the one-dimensional version of the process. For this constructions we consider simple random walks conditioned on never hitting the origin,…

Probability · Mathematics 2016-08-04 Darcy Camargo , Serguei Popov

A Lindley process arises from classical studies in queueing theory and it usually reflects waiting times of customers in single server models. In this note we study recurrence of its higher dimensional counterpart under some mild…

Probability · Mathematics 2018-01-08 Wojciech Cygan , Judith Kloas

Above two dimensions, diffusion of a particle in a medium with quenched random traps is believed to be well-described by the annealed continuous time random walk (CTRW). We propose an approximate expression for the first-passage-time (FPT)…

Statistical Mechanics · Physics 2017-12-05 Liang Luo , Lei-Han Tang

We investigate the long-term behavior of a random walker evolving on top of the simple symmetric exclusion process (SSEP) at equilibrium, in dimension one. At each jump, the random walker is subject to a drift that depends on whether it is…

Probability · Mathematics 2020-10-28 Marcelo R. Hilário , Daniel Kious , Augusto Teixeira

We prove strong theorems for the local time at infinity of a nearest neighbor transient random walk. First, laws of the iterated logarithm are given for the large values of the local time. Then we investigate the length of intervals over…

Probability · Mathematics 2007-07-06 Endre Csáki , Antónia Földes , Pál Révész

Unlike classical simple random walks, one-dimensional random walks in random environments (RWRE) are known to have a wide array of potential limiting distributions. Under certain assumptions, however, it is known that CLT-like limiting…

Probability · Mathematics 2017-04-12 Sung Won Ahn , Jonathon Peterson

In this work we study a natural transition mechanism describing the passage from a quenched (almost sure) regime to an annealed (in average) one, for a symmetric simple random walk on random obstacles on sites having an identical and…

Probability · Mathematics 2016-08-16 Gérard Ben Arous , Stanislav Molchanov , Alejandro F. Ramírez

This work focuses on quantitative representation of transport in systems with quenched disorder. Explicit mapping of the quenched trap model to continuous time random walk is presented. Linear temporal transformation: $t\to…

Statistical Mechanics · Physics 2017-11-22 Stanislav Burov

We consider the group of permutations of the vertices of a lattice. A random walk is generated by unit steps that each interchange two nearest neighbor vertices of the lattice. We study the heat equation on the permutation group, using the…

Mathematical Physics · Physics 2007-05-23 Paul Federbush

In this work, we study the large deviation properties of random walk in a random environment on $\mathbb{Z}^d$ with $d\geq1$. We start with the quenched case, take the point of view of the particle, and prove the large deviation principle…

Probability · Mathematics 2008-09-09 Atilla Yilmaz

Motion of particles in many systems exhibits a mixture between periods of random diffusive like events and ballistic like motion. In many cases, such systems exhibit strong anomalous diffusion, where low order moments $< |x(t)|^q >$ with…

Statistical Mechanics · Physics 2015-06-22 Adi Rebenshtok , Sergey Denisov , Peter Hanggi , Eli Barkai