Related papers: Maxima of Two Random Walks: Universal Statistics o…

We study biased random walks on dynamical percolation on $\mathbb{Z}^d$. We establish a law of large numbers and an invariance principle for the random walk using regeneration times. Moreover, we verify that the Einstein relation holds, and…

Random walk simulation of the Levy flight shows a linear relation between the mean square displacement <r2> and time. We have analyzed different aspects of this linearity. It is shown that the restriction of jump length to a maximum value…

We consider the $N$-particle noncolliding Bernoulli random walk --- a discrete time Markov process in $\mathbb{Z}^{N}$ obtained from a collection of $N$ independent simple random walks with steps $\in\{0,1\}$ by conditioning that they never…

We analyze the differences between the horizontal and the vertical component of the simple random walk on the 2-dimensional comb. In particular we evaluate by combinatorial methods the asymptotic behaviour of the expected value of the…

We study the random walk on dynamical percolation of $\mathbb{Z}^d$ (resp., the two-dimensional triangular lattice $\mathcal{T}$), where each edge (resp., each site) can be either open or closed, refreshing its status at rate $\mu\in…

For a broad class of planar Markov processes, viz. L\'evy processes satisfying certain conditions (valid \textit{eg} in the case of Brownian motion and L\'evy flights), we establish an exact, universal formula describing the shape of the…

The L\'evy walk process with rests is discussed. The jumping time is governed by an $\alpha$-stable distribution with $\alpha>1$ while a waiting time distribution is Poissonian and involves a position-dependent rate which reflects a…

We revisit the statistics of extremes and records of symmetric random walks with stochastic resetting, extending earlier studies in several directions. We put forward a diffusive scaling regime (symmetric step length distribution with…

We study $\lambda$-biased branching random walks on Bienaym\'e--Galton--Watson trees in discrete time. We consider the maximal displacement at time $n$, $\max_{\vert u \vert =n} \vert X(u) \vert$, and show that it almost surely grows at a…

We study a random walk on a point process given by an ordered array of points $(\omega_k, \, k \in \mathbb{Z})$ on the real line. The distances $\omega_{k+1} - \omega_k$ are i.i.d. random variables in the domain of attraction of a…

This article considers the statistical properties of L\'evy walks possessing a regular long-term linear scaling of the mean square displacement with time, for which the conditions of the classical Central Limit Theorem apply.…

We consider a one dimensional random walk in random environment that is uniformly biased to one direction. In addition to the transition probability, the jump rate of the random walk is assumed to be spatially inhomogeneous and random. We…

The jump processes W(t) on [0,\infty[ with transitions w -> alpha w at rate b*w^beta (0 =< alpha =< 1, b>0, beta>0) are considered. Their moments are shown to decay not faster than algebraically for t -> \infty, and an equilibrium…

A matrix random walk is a stochastic process of the form $B_k = (I+A_1)\cdots(I+A_k)$ where $A_j$ are independent ``step'' matrices in $\mathrm{M}_N(\mathbb{C})$. With the right entry-covariance, a rescaled matrix random walk converges to…

We consider a random walk on one-dimensional inhomogeneous graphs built from Cantor fractals. Our study is motivated by recent experiments that demonstrated superdiffusion of light in complex disordered materials, thereby termed L\'evy…

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…

Standard Schramm-Loewner evolution (SLE) is driven by a continuous Brownian motion which then produces a trace, a continuous fractal curve connecting the singular points of the motion. If jumps are added to the driving function, the trace…

This article extends the results of Fang & Zeitouni (2012a) on branching random walks (BRWs) with Gaussian increments in time inhomogeneous environments. We treat the case where the variance of the increments changes a finite number of…

We study the convex hull of the first $n$ steps of a planar random walk, and present large-$n$ asymptotic results on its perimeter length $L_n$, diameter $D_n$, and shape. In the case where the walk has a non-zero mean drift, we show that…

We study the ergodic properties of superdiffusive, spatiotemporally coupled Levy walk processes. For trajectories of finite duration, we reveal a distinct scatter of the scaling exponents of the time averaged mean squared displacement…