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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

In this paper we study subdiffusion in a system with a thin membrane. At the beginning, the random walk of a particle is considered in a system with a discrete time and space variable and then the probability describing the evolution of the…

Statistical Mechanics · Physics 2015-05-21 Tadeusz Kosztołowicz

Many natural and artificial networks evolve in time. Nodes and connections appear and disappear at various timescales, and their dynamics has profound consequences for any processes in which they are involved. The first empirical analysis…

Statistical Mechanics · Physics 2012-05-21 Michele Starnini , Andrea Baronchelli , Alain Barrat , Romualdo Pastor-Satorras

This paper introduces a run-and-tumble model with self-reinforcing directionality and rests. We derive a single governing hyperbolic partial differential equation for the probability density of random walk position, from which we obtain the…

Quantitative Methods · Quantitative Biology 2022-02-09 Sergei Fedotov , Daniel Han , Alexey O Ivanov , Marco A A da Silva

An analytic formulation of memory-possessing random walks introduced recently [Cressoni et al., Phys. Rev. Lett. 98, 070603 (2007) and Sch\"utz and Trimper, Phys. Rev. E 70, 045101 (2004)] for Alzheimer behavior and related phenomena is…

Statistical Mechanics · Physics 2007-08-06 V. M. Kenkre

In this work we study asymptotic properties of a long range memory random walk known as elephant random walk. First we prove recurrence and positive recurrence for the elephant random walk. Then, we establish the transience regime of the…

Probability · Mathematics 2020-11-05 Cristian F. Coletti , Ioannis Papageorgiou

In a series of papers, G. Harmer and D. Abbott study the behavior of random walks associated with games introduced in 1997 by J. M. R. Parrondo. These games illustrate an apparent paradox that random and deterministic mixtures of losing…

Probability · Mathematics 2007-05-23 R. Pyke

We analyze fluctuations of random walks with generally distributed increments. Integral representations for key performance measures are obtained by extending an inversion theorem of Hewitt [11] for Laplace-Stieltjes transforms. Another…

Probability · Mathematics 2015-08-05 E. S. Badila

In recent years, model collapse has become a critical issue in language model training, making it essential to understand the underlying mechanisms driving this phenomenon. In this paper, we investigate recursive parametric model training…

Machine Learning · Statistics 2025-05-23 Shirong Xu , Hengzhi He , Guang Cheng

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…

Probability · Mathematics 2020-10-09 Manuel González-Navarrete

We consider random walks in dynamic random environments given by Markovian dynamics on $\mathbb{Z}^d$. We assume that the environment has a stationary distribution $\mu$ and satisfies the Poincar\'e inequality w.r.t. $\mu$. The random walk…

Probability · Mathematics 2016-11-01 L. Avena , O. Blondel , A. Faggionato

The iterated random walk is a random process in which a random walker moves on a one-dimensional random walk which is itself taking place on a one-dimensional random walk, and so on. This process is investigated in the continuum limit using…

Statistical Mechanics · Physics 2007-05-23 L. Turban

We report on the asymptotic behaviour of a new model of random walk, we term the bindweed model, evolving in a random environment on an infinite multiplexed tree. The term \textit{multiplexed} means that the model can be viewed as a nearest…

Probability · Mathematics 2007-05-23 Mikhail Menshikov , Dimitri Petritis , Serguei Popov

On certain self-similar substrates the time behavior of a random walk is modulated by logarithmic periodic oscillations on all time scales. We show that if disorder is introduced in a way that self-similarity holds only in average, the…

Statistical Mechanics · Physics 2015-05-20 L. Padilla , H. O. Mártin , J. L. Iguain

We consider random walks in a random environment which are generalized versions of well-known effective models for Mott variable-range hopping. We study the homogenized diffusion constant of the random walk in the one-dimensional case. We…

Probability · Mathematics 2009-09-29 P. Caputo , A. Faggionato

Let $\mu_1,... \mu_k$ be $d$-dimensional probability measures in $\R^d$ with mean 0. At each step we choose one of the measures based on the history of the process and take a step according to that measure. We give conditions for transience…

Probability · Mathematics 2012-03-16 Yuval Peres , Serguei Popov , Perla Sousi

We study an extension of the generalized excited random walk (GERW) on $\mathbb{Z}^d$ introduced in [Ann. Probab. 40 (5), 2012, [7]] by Menshikov, Popov, Ram\'irez and Vachkovskaia. Our extension consists in studying a version of the GERW…

Probability · Mathematics 2023-03-27 Rodrigo B. Alves , Giulio Iacobelli , Glauco Valle

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 consider a generalization of the so-called elephant random walk by introducing multiple elephants moving along the integer line, $\mathbb{Z}$. When taking a new step, each elephant considers not only its own previous steps but also the…

Probability · Mathematics 2024-10-31 Deborshi Das

The involution walk is the random walk on $S_n$ generated by involutions with a binomially distributed with parameter $1-p$ number of $2$-cycles. This is a parallelization of the transposition walk. The involution walk is shown in this…

Combinatorics · Mathematics 2016-07-05 Megan Bernstein
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