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Random Walks in Cooling Random Environments (RWCRE) is a model of random walks in dynamic random environments where the environment is frozen between a fixed sequence of times (called the cooling map) where it is resampled. Naturally the…

Probability · Mathematics 2025-02-20 Conrado da Costa , Jonathon Peterson , Yongjia Xie

We consider a diffusion process $X$ in a random L\'{e}vy potential $\mathbb{V}$ which is a solution of the informal stochastic differential equation \begin{eqnarray*}\cases{dX_t=d\beta_t-{1/2}\mathbb{V}'(X_t) dt,\cr X_0=0,}\end{eqnarray*}…

Probability · Mathematics 2008-01-03 Arvind Singh

We introduce an exactly-solvable model of random walk in random environment that we call the Beta RWRE. This is a random walk in $\mathbb{Z}$ which performs nearest neighbour jumps with transition probabilities drawn according to the Beta…

Probability · Mathematics 2021-05-19 Guillaume Barraquand , Ivan Corwin

We consider a transient diffusion in a $(-\kappa/2)$-drifted Brownian potential $W\_{\kappa}$ with $0\textless{}\kappa\textless{}1$. We prove its localization at time $t$ in the neighborhood of some random points depending only on the…

Probability · Mathematics 2015-03-10 Pierre Andreoletti , Alexis Devulder

We consider a system of independent random walks in a common random environment. Previously, a hydrodynamic limit for the system of RWRE was proved under the assumption that the random walks were transient with positive speed. In this paper…

Probability · Mathematics 2016-06-13 Milton Jara , Jonathon Peterson

We construct the canonical Brownian motion on the gasket of conformal loop ensembles (CLE$_\kappa$) for $\kappa \in (4,8)$ (which is the range of parameter values in which loops of the CLE$_\kappa$ can intersect themselves, each other, and…

Probability · Mathematics 2026-04-15 Jason Miller , Yizheng Yuan

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

Random Walks in Cooling Random Environments (RWCRE) is a model of random walks in dynamic random environments where the entire environment is resampled along a fixed sequence of times, called the "cooling sequence," and is kept fixed in…

Probability · Mathematics 2021-08-20 Luca Avena , Conrado da Costa , Jonathon Peterson

The theory of diffusion seeks to describe the motion of particles in a chaotic environment. Classical theory models individual particles as independent random walkers, effectively forgetting that particles evolve together in the same…

Statistical Mechanics · Physics 2025-04-02 Jacob Hass , Hindy Drillick , Ivan Corwin , Eric Corwin

In \cite{SzT}, D. Sz\'asz and A. Telcs have shown that for the diffusively scaled, simple symmetric random walk, weak convergence to the Brownian motion holds even in the case of local impurities if $d \ge 2$. The extension of their result…

Probability · Mathematics 2015-05-20 Daniel Paulin , Domokos Szász

Random walks provide a simple conventional model to describe various transport processes, for example propagation of heat or diffusion of matter through a medium. However, in many practical cases the medium is highly irregular due to…

Probability · Mathematics 2019-06-10 L. V. Bogachev

We introduce a general model of trapping for random walks on graphs. We give the possible scaling limits of these Randomly Trapped Random Walks on $\mathbb {Z}$. These scaling limits include the well-known fractional kinetics process, the…

Probability · Mathematics 2015-10-30 Gérard Ben Arous , Manuel Cabezas , Jiří Černý , Roman Royfman

We extend existing connections between random walks, branching processes, and spatial branching processes, and their respective scaling limits, to include processes in dependent random environments. More specifically, we prove new scaling…

Probability · Mathematics 2025-12-16 Douglas Buchanan

Consider a family of random ordered graph trees $(T_n)_{n\geq 1}$, where $T_n$ has $n$ vertices. It has previously been established that if the associated search-depth processes converge to the normalised Brownian excursion when rescaled…

Probability · Mathematics 2012-10-24 David A. Croydon

We study the behavior of Random Walk in Random Environment (RWRE) on trees in the critical case left open in previous work. Representing the random walk by an electrical network, we assume that the ratios of resistances of neighboring edges…

Probability · Mathematics 2007-05-23 Robin Pemantle , Yuval Peres

We introduce random walks in a sparse random environment on $\mathbb Z$ and investigate basic asymptotic properties of this model, such as recurrence-transience, asymptotic speed, and limit theorems in both the transient and recurrent…

Probability · Mathematics 2016-12-01 Anastasios Matzavinos , Alexander Roitershtein , Youngsoo Seol

In this paper, we study the scaling limit of a class of random walks which behave like simple random walks outside of a bounded region around the origin and which are subject to a partial reflection near the origin. If the probability of…

Probability · Mathematics 2018-11-30 Raphael Forien

We give a complete and unified description -- under some stability assumptions -- of the functional scaling limits associated with some persistent random walks for which the recurrent or transient type is studied in [1]. As a result, we…

Probability · Mathematics 2016-12-02 Peggy Cénac , Arnaud Le Ny , Basile De Loynes , Yoann Offret

We investigate the diffusion limited aggregation of particles executing persistent random walks. The scaling properties of both random walks and large aggregates are presented. The aggregates exhibit a crossover between ballistic and…

Statistical Mechanics · Physics 2011-07-28 Isadora R. Nogueira , Sidiney G. Alves , Silvio C. Ferreira

We examine a class of random walks in random environments on $\mathbb{Z}$ with bounded jumps, a generalization of the classic one-dimensional model. The environments we study have i.i.d. transition probability vectors drawn from Dirichlet…

Probability · Mathematics 2021-05-14 Daniel J. Slonim
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