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Random walkers characterized by random positions and random velocities lead to normal diffusion. A random walk was originally proposed by Einstein to model Brownian motion and to demonstrate the existence of atoms and molecules. Such a…

Statistical Mechanics · Physics 2018-08-01 Daniel Escaff , Raul Toral , Christian Van den Broeck , Katja Lindenberg

We consider a walker that at each step keeps the same direction with a probabilitythat depends on the time already spent in the direction the walker is currently moving. In this paper, we study some asymptotic properties of this persistent…

Probability · Mathematics 2015-09-15 Peggy Cénac , Basile De Loynes , Arnaud Le Ny , Yoann Offret

We study biased random walks on dynamical percolation on $\mathbb{Z}^d$. We establish a law of large numbers and an invariance principle for the random walk using regeneration times. Moreover, we verify that the Einstein relation holds, and…

Probability · Mathematics 2024-09-26 Sebastian Andres , Nina Gantert , Dominik Schmid , Perla Sousi

For the supercritical Bernoulli bond percolation on $\mathbb{Z}^d$ ($d \geq 2$), we give a coupling between the random walk on the infinite cluster and its limit Brownian motion, such that the maximum distance between the paths during…

Probability · Mathematics 2025-08-05 Chenlin Gu , Zhonggen Su , Ruizhe Xu

Consider two random walks on $\mathbb{Z}$. The transition probabilities of each walk is dependent on trajectory of the other walker i.e. a drift $p>1/2$ is obtained in a position the other walker visited twice or more. This simple model has…

Probability · Mathematics 2012-10-30 Noam Berger , Eviatar B. Procaccia

We study the asymptotic behavior the exit times of random walk from Euclidean balls around the origin of the incipient infinite cluster in a manner inspired by [26]. We do this by obtaining bounds on the effective resistance between the…

Probability · Mathematics 2013-12-06 Markus Heydenreich , Remco van der Hofstad , Tim Hulshof

We consider a system of independent one-dimensional random walks in a common random environment under the condition that the random walks are transient with positive speed $v_P$. We give upper bounds on the quenched probability that at…

Probability · Mathematics 2016-06-14 Jonathon Peterson

Techniques of `dynamic renormalization', developed earlier for undirected percolation and the contact model, are adapted to the setting of directed percolation, thereby obtaining solutions of several problems for directed percolation on…

Probability · Mathematics 2007-05-23 Geoffrey Grimmett , Philipp Hiemer

Quantum walks on graphs can model physical processes and serve as efficient tools in quantum information theory. Once we admit random variations in the connectivity of the underlying graph, we arrive at the problem of percolation, where the…

Quantum Physics · Physics 2014-02-12 Bálint Kollár , Jaroslav Novotný , Tamás Kiss , Igor Jex

The usual development of the continuous time random walk (CTRW) assumes that jumps and time intervals are a two-dimensional set of independent and identically distributed random variables. In this paper we address the theoretical setting of…

Data Analysis, Statistics and Probability · Physics 2008-09-29 Miquel Montero , Jaume Masoliver

It is shown that oriented random walk on the Heisenberg group admits exponential intersection tail. As a corollary we get that on any transitive graph of polynomial volume growth, which is not a finite extension of $\mathbb{Z},…

Probability · Mathematics 2022-02-04 Itai Benjamini , Oded Schramm

For a symmetric random walk in $Z^2$ which does not necessarily have bounded jumps we study those points which are visited an unusually large number of times. We prove the analogue of the Erd\H{o}s-Taylor conjecture and obtain the…

Probability · Mathematics 2007-05-23 Richard F. Bass , Jay Rosen

We present a novel quasi-Monte Carlo mechanism to improve graph-based sampling, coined repelling random walks. By inducing correlations between the trajectories of an interacting ensemble such that their marginal transition probabilities…

Machine Learning · Statistics 2024-05-27 Isaac Reid , Eli Berger , Krzysztof Choromanski , Adrian Weller

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

How does removal of sites by a random walk lead to blockage of percolation? To study this problem of correlated site percolation, we consider a random walk (RW) of $N=uL^d$ steps on a $d$-dimensional hypercubic lattice of size $L^d$ (with…

Statistical Mechanics · Physics 2019-08-22 Yacov Kantor , Mehran Kardar

Suppose that the $n^2$ vertices of the grid graph $P_n^2$ are labeled, such that the set of their labels is $\{1,2,\ldots,n^2\}$. The labeling induces a walk on $P_n^2$, beginning with the vertex whose label is $1$, proceeding to the vertex…

Combinatorics · Mathematics 2023-11-29 Sela Fried

We consider the simple random walk on the infinite cluster of the Bernoulli bond percolation of trees, and investigate the relation between the speed of the simple random walk and the retaining probability p by studying three classes of…

Probability · Mathematics 2007-05-23 Dayue Chen , Fuxi Zhang

We exhibit a one to one correspondence between some universal probabilistic properties of the ordering coordinate of one-dimensional Ising-like models and a class of continuous time random walks. This correspondence provides an new…

Statistical Mechanics · Physics 2007-05-23 Michel Droz , Max-Olivier Hongler

We construct the conditional version of $k$ independent and identically distributed random walks on $\R$ given that they stay in strict order at all times. This is a generalisation of so-called non-colliding or non-intersecting random…

Probability · Mathematics 2007-05-23 Peter Eichelsbacher , Wolfgang Konig

We study self-avoiding walks on three-dimensional critical percolation clusters using a new exact enumeration method. It overcomes the exponential increase in computation time by exploiting the clusters' fractal nature. We enumerate walks…

Statistical Mechanics · Physics 2015-06-22 Niklas Fricke , Wolfhard Janke