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We show that anomalous diffusion can result when the steps of a random walk are not statistically independent. We present an algorithm that counts all the possible paths of particles diffusing on random graphs with arbitrary degree…

Soft Condensed Matter · Physics 2007-05-23 Joseph Snider , Clare C. Yu

We analyze the asymptotic behaviour of the heat kernel defined by a stochastically perturbed geodesic flow on the cotangent bundle of a Riemannian manifold for small time and small diffusion parameter. This extends WKB-type methods to a…

Functional Analysis · Mathematics 2009-12-26 Sergio Albeverio , Astrid Hilbert , Vassily Kolokoltsov

The asymptotics of the probability that the self-intersection local time of a random walk on $\Z^d$ exceeds its expectation by a large amount is a fascinating subject because of its relation to some models from Statistical Mechanics, to…

Probability · Mathematics 2010-11-16 Wolfgang König

We derive Gaussian heat kernel bounds on graphs with respect to a fixed origin for large times under the assumption of a Sobolev inequality and volume doubling on large balls. The upper bound from our previous work [KR22] is affected by a…

Analysis of PDEs · Mathematics 2022-12-27 Matthias Keller , Christian Rose

In this paper, we propose a kernel method for exact tail asymptotics of a random walk to neighborhoods in the quarter plane. This is a two-dimensional method, which does not require a determination of the unknown generating function(s).…

Probability · Mathematics 2015-05-19 Hui Li , Yiqiang Q. Zhao

We consider the biased random walk on a critical Galton-Watson tree conditioned to survive, and confirm that this model with trapping belongs to the same universality class as certain one-dimensional trapping models with slowly-varying…

Probability · Mathematics 2012-03-20 David A. Croydon , Alexander Fribergh , Takashi Kumagai

We consider a branching random walk on a multi($Q$)-type, supercritical Galton-Watson tree which satisfies Kesten-Stigum condition. We assume that the displacements associated with the particles of type $Q$ have regularly varying tails of…

Probability · Mathematics 2019-09-25 Ayan Bhattacharya , Krishanu Maulik , Zbigniew Palmowski , Parthanil Roy

This paper is devoted to the analysis of the finite-dimensional distributions and asymptotic behavior of extremal Markov processes connected to the Kendall convolution. In particular, based on its stochastic representation, we provide…

Probability · Mathematics 2019-10-10 Marek Arendarczyk , Barbara Jasiulis-Gołdyn , Edward Omey

Statistical physics approaches can be used to derive accurate predictions for the performance of inference methods learning from potentially noisy data, as quantified by the learning curve defined as the average error versus number of…

Machine Learning · Statistics 2012-11-07 Matthew J. Urry , Peter Sollich

We obtain upper bounds (in most cases, sharp) for the hitting times of random walks on finite undirected graphs expressed as functions of the graph's number of edges. In particular, we show that the maximum hitting time for a simple random…

Combinatorics · Mathematics 2017-02-15 Dmitri Fomin

Sub-Gaussian heat kernel estimates are typical of fractal graphs. We show that sub-Gaussian estimates on graphs follow from a Poincar\'e inequality, capacity upper bound, and a slow volume growth condition. An important feature of this work…

Probability · Mathematics 2018-10-24 Mathav Murugan

The goal of this paper is to establish sharp two-sided estimates on the heat kernels of two types of purely discontinuous symmetric Markov processes in the upper half-space of $\mathbb R^d$ with jump kernels degenerate at the boundary. The…

Probability · Mathematics 2025-05-06 Soobin Cho , Panki Kim , Renming Song , Zoran Vondraček

We derive sub-Gaussian bounds for the annealed transition density of the simple random walk on a high-dimensional loop-erased random walk. The walk dimension that appears in these is the exponent governing the space-time scaling of the…

Probability · Mathematics 2023-12-18 David A. Croydon , Daisuke Shiraishi , Satomi Watanabe

This work extends the studies on the minimum and extremal process of a supercritical branching random walk outside the boundary case which cannot be reduced to the boundary case. We study here the situation where the log-generating function…

Probability · Mathematics 2026-01-14 Xinxin Chen , Haojie Hou

We propose random walks on suitably defined graphs as a framework for finescale modeling of particle motion in an obstructed environment where the particle may have interactions with the obstructions and the mean path length of the particle…

Probability · Mathematics 2019-10-25 Preston Donovan , Muruhan Rathinam

This paper studies anchored expansion, a non-uniform version of the strong isoperimetric inequality. We show that every graph with i-anchored expansion contains a subgraph with isoperimetric (Cheeger) constant at least i. We prove a…

Probability · Mathematics 2011-11-10 Balint Virag

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 consider the random walk on supercritical percolation clusters in the d-dimensional Euclidean lattice. Previous papers have obtained Gaussian heat kernel bounds, and a.s. invariance principles for this process. We show how this…

Probability · Mathematics 2008-10-15 Martin Barlow , Ben Hambly

We prove a central limit type theorem for critical marked Hawkes processes. We study the case where the marks are i.i.d. with nonnegative values and their common distribution is either heavy tailed or has finite variance. The kernel…

Probability · Mathematics 2026-05-05 Anna Talarczyk

Graph-structured data arise in wide applications, such as computer vision, bioinformatics, and social networks. Quantifying similarities among graphs is a fundamental problem. In this paper, we develop a framework for computing graph…

Machine Learning · Statistics 2018-09-11 Zhen Zhang , Mianzhi Wang , Yijian Xiang , Yan Huang , Arye Nehorai