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We consider conservative cross-diffusion systems for two species where individual motion rates depend linearly on the local density of the other species. We develop duality estimates and obtain stability and approximation results. We first…

Analysis of PDEs · Mathematics 2024-10-30 Vincent Bansaye , Ayman Moussa , Felipe Muñoz-Hernández

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 give a complete classification of scaling limits of randomly trapped random walks and associated clock processes on $\mathbb Z^d$, $d\ge 2$. Namely, under the hypothesis that the discrete skeleton of the randomly trapped random walk has…

Probability · Mathematics 2014-10-02 Jiří Černý , Tobias Wassmer

We study the dynamics of condensation for a stochastic continuous mass transport process defined on a one-dimensional lattice. Specifically we introduce three different variations of the truncated random average process. We generalize…

Statistical Mechanics · Physics 2017-07-27 Christos Christou , Andreas Schadschneider

We study a linear-fractional Bienaym\'e-Galton-Watson process with a general type space. The corresponding tree contour process is described by an alternating random walk with the downward jumps having a geometric distribution. This leads…

Probability · Mathematics 2016-03-07 Alexey Lindo , Serik Sagitov

We consider a one dimensional random-walk-like process, whose steps are centered Gaussians with variances which are determined according to the sequence of arrivals of a Poisson process on the line. This process is decorated by independent…

Probability · Mathematics 2019-02-27 Aser Cortines , Lisa Hartung , Oren Louidor

We study a scenario under which variable step random walks give anomalous statistics. We begin by analyzing the Martingale Central Limit Theorem to find a sufficient condition for the limit distribution to be non-Gaussian. We note that the…

Data Analysis, Statistics and Probability · Physics 2009-11-10 Gemunu H. Gunaratne , Joseph L. McCauley , Matthew Nicol , Andrei Torok

We introduce a variant of the asymmetric random average process with continuous state variables where the maximal transport is restricted by a cutoff. For periodic boundary conditions, we show the existence of a phase transition between a…

Statistical Mechanics · Physics 2009-11-07 Frank Zielen , Andreas Schadschneider

This paper is concerned with random walks on a family of dyadic-valued solvable matrix groups. A description of the Poisson boundary of these groups for probability measures of finite first moment and non-zero displacements (or drifts) is…

Group Theory · Mathematics 2017-04-27 John J. Harrison

We study the dynamical evolution toward steady state of the stochastic non-equilibrium model known as totally asymmetric simple exclusion process, in both uniform and non-uniform (staggered) one-dimensional systems with open boundaries.…

Statistical Mechanics · Physics 2016-07-13 R. B. Stinchcombe , S. L. A. de Queiroz

In this paper we consider the one-dimensional, biased, randomly trapped random walk when the trapping times have infinite variance. We prove sufficient conditions for the suitably scaled walk to converge to a transformation of a stable…

Probability · Mathematics 2026-01-14 Adam Bowditch

Waves propagating through weakly disordered smooth linear media undergo a universal phenomenon called branched flow. Branched flow has been observed and studied experimentally in various systems by considering coherent waves. Recent…

Analysis of PDEs · Mathematics 2025-04-09 Josselin Garnier , Antonio Picozzi , Theo Torres

Random walks are studied on disordered cellular networks in 2-and 3-dimensional spaces with arbitrary curvature. The coefficients of the evolution equation are calculated in term of the structural properties of the cellular system. The…

Disordered Systems and Neural Networks · Physics 2009-10-28 Tomaso Aste

Random walk on changing graphs is considered. For sequences of finite graphs increasing monotonically towards a limiting infinite graph, we establish transition probability upper bounds. It yields sufficient transience criteria for simple…

Probability · Mathematics 2018-10-09 Ruojun Huang

We identify the fluctuations of the partition function for a class of random energy models, where the energies are given by the positions of the particles of the complex-valued branching Brownian motion (BBM). Specifically, we provide the…

Probability · Mathematics 2015-10-28 Lisa Hartung , Anton Klimovsky

We show that the transience or recurrence of a random walk in certain random environments on an arbitrary infinite locally finite tree is determined by the branching number of the tree, which is a measure of the average number of branches…

Probability · Mathematics 2007-05-23 Robin Pemantle , Russell Lyons

Recently observation of random walks in complex environments like the cell and other glassy systems revealed that the spreading of particles, at its tails, follows a spatial exponential decay instead of the canonical Gaussian. We use the…

Statistical Mechanics · Physics 2022-03-23 Wanli Wang , Eli Barkai , Stanislav Burov

We propose a new framework for imposing monotonicity constraints in a Bayesian nonparametric setting based on numerical solutions of stochastic differential equations. We derive a nonparametric model of monotonic functions that allows for…

Machine Learning · Statistics 2020-02-26 Ivan Ustyuzhaninov , Ieva Kazlauskaite , Carl Henrik Ek , Neill D. F. Campbell

The problem of (pathwise) large deviations for conditionally continuous Gaussian processes is investigated. The theory of large deviations for Gaussian processes is extended to the wider class of random processes -- the conditionally…

Probability · Mathematics 2019-02-07 Barbara Pacchiarotti , Alessandro Pigliacelli

The methodology based on the random walk processes is adapted and applied to a comprehensive analysis of the statistical properties of the probability fluxes. To this aim we define a simple model of the Markovian stochastic dynamics on a…

Statistical Mechanics · Physics 2015-12-15 Przemyslaw Chelminiak , Michal Kurzynski