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We prove that random walks on a family of tilings of d-dimensional Euclidean space, with a canonical choice of conductances, converge to Brownian motion modulo time parameterization. This class of tilings includes Delaunay triangulations…

Probability · Mathematics 2025-08-29 Ahmed Bou-Rabee , Ewain Gwynne

Consider N Brownian bridges B_i:[-N,N] -> R, B_i(-N) = B_i(N) = 0, 1 <= i <= N, conditioned not to intersect. The edge-scaling limit of this system is obtained by taking a limit as N -> infinity of these curves scaled around (0,2^{1/2} N)…

Probability · Mathematics 2015-03-19 Ivan Corwin , Alan Hammond

We study the current of particles that move independently in a common static random environment on the one-dimensional integer lattice. A two-level fluctuation picture appears. On the central limit scale the quenched mean of the current…

Probability · Mathematics 2016-08-14 Jonathon Peterson , Timo Seppäläinen

We study the convex hull of the set of points visited by a two-dimensional random walker of T discrete time steps. Two natural observables that characterize the convex hull in two dimensions are its perimeter L and area A. While the mean…

Statistical Mechanics · Physics 2015-06-11 Gunnar Claussen , Alexander K. Hartmann , Satya N. Majumdar

We study random walks on the integers driven by a sample of time-dependent nearest-neighbor conductances that are bounded but are permitted to vanish over time intervals of positive Lebesgue-length. Assuming only ergodicity of the…

Probability · Mathematics 2024-03-05 Marek Biskup , Minghao Pan

We study systems of interacting Brownian particles in one dimension constructed as the diffusion scaling limits of Fisher's vicious walk models. We define two types of nonintersecting Brownian motions, in which we impose no condition (resp.…

Statistical Mechanics · Physics 2007-05-23 M. Katori , H. Tanemura

In this paper we construct an object which we call the full Brownian web (FBW) and prove that the collection of all space-time trajectories of a class of one-dimensional stochastic flows converges weakly, under diffusive rescaling, to the…

Probability · Mathematics 2007-05-23 Luiz Renato Fontes , Charles M. Newman

We present an analytical approach to study simple symmetric random walks (RWs) on a crossing geometry consisting of a plane square lattice crossed by $n_l$ number of lines that all meet each other at a single point (the origin) on the…

Statistical Mechanics · Physics 2019-09-02 Reza Sepehrinia , Abbas Ali Saberi , Hor Dashti-Naserabadi

Two-dimensional loop-erased random walks (LERWs) are random planar curves whose scaling limit is known to be a Schramm-Loewner evolution SLE_k with parameter k = 2. In this note, some properties of an SLE_k trace on doubly-connected domains…

Statistical Mechanics · Physics 2008-10-26 Christian Hagendorf , Pierre Le Doussal

In this study we have carried out computer simulations of random walks on Watts-Strogatz-type small world networks and measured the mean number of visited sites and the return probabilities. These quantities were found to obey scaling…

Statistical Mechanics · Physics 2009-11-07 Jani Lahtinen , János Kertész , Kimmo Kaski

When a biological population expands into new territory, genetic drift develops an enormous influence on evolution at the propagating front. In such range expansion processes, fluctuations in allele frequencies occur through stochastic…

Biological Physics · Physics 2018-12-24 Sherry Chu , Mehran Kardar , David R. Nelson , Daniel A. Beller

Consider a one dimensional simple random walk $X=(X_n)_{n\geq0}$. We form a new simple symmetric random walk $Y=(Y_n)_{n\geq0}$ by taking sums of products of the increments of $X$ and study the two-dimensional walk…

Probability · Mathematics 2015-08-18 Andrea Collevecchio , Kais Hamza , Meng Shi

The random walk process underlies the description of a large number of real world phenomena. Here we provide the study of random walk processes in time varying networks in the regime of time-scale mixing; i.e. when the network connectivity…

We investigate the dynamic scaling properties of stochastic particle systems on a non-deterministic scale-free network. It has been known that the dynamic scaling behavior depends on the degree distribution exponent of the underlying…

Statistical Mechanics · Physics 2007-05-23 Jae Dong Noh , Sang-Woo Kim

We establish the Brownian bridge asymptotics for a scaled self-avoiding walk conditioned on arriving to a far away point $n \vec{a}$ for $\vec{a}$ in $Z^d$, as $n$ increases to infinity.

Probability · Mathematics 2016-09-07 Yevgeniy Kovchegov

The Brownian web (BW) is a collection of coalescing Brownian paths indexed by the plane. It appears in particular as continuous limit of various discrete models of directed forests of coalescing random walks and navigation schemes. Radial…

Probability · Mathematics 2017-07-27 David Coupier , Jean-François Marckert , Viet Chi Tran

We consider a broad class of Continuous Time Random Walks with large fluctuations effects in space and time distributions: a random walk with trapping, describing subdiffusion in disordered and glassy materials, and a L\'evy walk process,…

Statistical Mechanics · Physics 2015-06-23 R. Burioni , G. Gradenigo , A. Sarracino , A. Vezzani , A. Vulpiani

We construct the mechanism of formation of the scalar boson star (BS) having a hierarchy of self-similar "lumps" of dark matter (DM) built into the probability distribution function of allowed steps. It can ensure to study the dynamics of…

High Energy Physics - Phenomenology · Physics 2024-06-06 G. A. Kozlov

The Levy Walk is the process with continuous sample paths which arises from consecutive linear motions of i.i.d. lengths with i.i.d. directions. Assuming speed 1 and motions in the domain of beta-stable attraction, we prove functional limit…

Probability · Mathematics 2014-08-11 M. Magdziarz , H. P. Scheffler , P. Straka , P. Zebrowski

We investigate DNA breathing dynamics by suggesting and examining several different Brownian functionals associated with bubble lifetime and reactivity. Bubble dynamics is described as an overdamped random walk in the number of broken base…

Soft Condensed Matter · Physics 2013-12-04 Malay Bandyopadhyay , Shamik Gupta , Dvira Segal
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