Related papers: Some results and problems for anisotropic random w…
We study the scaling limit of the capacity of the range of a simple random walk on the integer lattice in dimension four. We establish a strong law of large numbers and a central limit theorem with a non-gaussian limit. The asymptotic…
Traditionally, time-development of the mean square displacement has been employed to determine the diffusion coefficient from the trajectories of single particles. However, this approach is sensitive to the noise and the motion blur upon…
We study a discrete random walk on a one-dimensional finite lattice, where each state has different probabilities to move one step forward, backward, staying for a moment or being absorbed. We obtain expected number of arrivals and expected…
Many stochastic systems in physics and biology are investigated by recording the two-dimensional (2D) positions of a moving test particle in regular time intervals. The resulting sample trajectories are then used to induce the properties of…
When random walks on a square lattice are biased horizontally to move solely to the right, the probability distribution of their algebraic area can be exactly obtained. We explicitly map this biased classical random system on a non…
Consider the extreme value of a Bernoulli random walk on the one-dimensional integer lattice, with reflection at 0, over a finite discrete time interval. Only the asymmetric (biased) case is discussed. Asymptotic mean/variance results are…
We introduce a multidimensional walk with memory and random tendency. The asymptotic behaviour is characterized, proving a law of large numbers and showing a phase transition from diffusive to superdiffusive regimes. In first case, we…
A particle subject to successive, random displacements is said to execute a random walk (in position or some other coordinate). The mathematical properties of random walks have been very thoroughly investigated, and the model is used in…
Motivated by a problem arising from pharmaceutical science [B. Baeumer et al., Discr. Contin. Dyn. Sys. B 12], we study random walks on the contact graph of a bidisperse random sphere packing. For a random walk on the unweighted graph that…
By developing the entropy theory of random walks on equivalence relations and analyzing the asymptotic geometry of horospheric products we describe the Poisson boundary for random walks on random horospheric products of trees.
Given a finite-range random walk on a finitely generated free group , what is the asymptotic behaviour, as the number of steps goes to infinity, of the sequence of probabilities that the random walk is at a given element of the group? In…
We use a discrete worldline representation in order to study the continuum limit of the one-loop expectation value of dimension two and four local operators in a background field. We illustrate this technique in the case of a scalar field…
Persistent random walks are intermediate transport processes between a uniform rectilinear motion and a Brownian motion. They are formed by successive steps of random finite lengths and directions travelled at a fixed speed. The isotropic…
In this paper we generalize the result of directional transience from [SabotTournier10]. This enables us, by means of [Simenhaus07], [ZernerMerkl01] and [Bouchet12] to conclude that, on Z^d (for any dimension d), random walks in i.i.d.…
Random transvections generate a walk on the space of symplectic forms on $\mathbf{F}_q^{2n}$. The main result is establishing cutoff for this Markov chain. After $n+c$ steps, the walk is close to uniform while before $n-c$, it is far from…
We study random walks in a random environment on a regular, rooted, coloured tree. The asymptotic behaviour of the walks is classified for ergodicity/transience in terms of the geometric properties of the matrix describing the random…
Some asymptotic properties of a Brownian motion in multifractal time, also called multifractal random walk, are established. We show the almost sure and $L^1$ convergence of its structure function. This is an issue directly connected to the…
We consider a nearest neighbor random walk on the one-dimensional integer lattice with drift towards the origin determined by an asymptotically vanishing function of the number of visits to zero. We show the existence of distinct regimes…
A particular class of random walks with a spin factor on a three dimensional cubic lattice is studied. This three dimensional random walk model is a simple generalization of random walk for the two dimensional Ising model. All critical…
We establish recurrence criteria for sums of independent random variables which take values in Euclidean lattices of varying dimension. In particular, we describe transient inhomogenous random walks in the plane which interlace two…