Related papers: Dyson Ferrari--Spohn diffusions and ordered walks …
This study in centered on models accounting for stochastic deformations of sample paths of random walks, embedded either in $\mathbb{Z}^2$ or in $\mathbb{Z}^3$. These models are immersed in multi-type particle systems with exclusion.…
Since groundbreaking works in the 1980s it is well-known that simple deterministic dynamical systems can display intermittent dynamics and weak chaos leading to anomalous diffusion. A paradigmatic example is the Pomeau-Manneville (PM) map…
This paper deals with a transient random walk in Dirichlet environment, or equivalently a linearly edge reinforced random walk, on a Galton-Watson tree. We compute the stationary distribution of the environment seen from the particle of an…
We study diffusions, variational principles and associated boundary value problems on directed graphs with natural weightings. Using random walks and exit times, we associate to certain subgraphs (domains) a pair of sequences, each of which…
In a recent paper we proposed a non-Markovian random walk model with memory of the maximum distance ever reached from the starting point (home). The behavior of the walker is at variance with respect to the simple symmetric random walk…
We experimentally demonstrate that the statistical properties of distances between pedestrians which are hindered from avoiding each other are described by the Gaussian Unitary Ensemble of random matrices. The same result has recently been…
We introduce a persistent random walk model with finite velocity and self-reinforcing directionality, which explains how exponentially distributed runs self-organize into truncated L\'evy walks observed in active intracellular transport by…
We consider two models of one-dimensional random walks among biased i.i.d. random conductances: the first is the classical exponential tilt of the conductances, while the second comes from the effect of adding an external field to a random…
A n-step Pearson-Gamma random walk in Rd starts at the origin and consists of n independent steps with gamma distributed lengths and uniform orientations. The gamma distribution of each step length has a shape parameter q>0. Constrained…
A particular class of random walks with a spin factor on a three dimensional cubic lattice is studied. This three dimensional random walk model is a simple generalization of random walk for the two dimensional Ising model. All critical…
In this paper we present a new and flexible method to show that, in one dimension, various self-repellent random walks converge to self-repellent Brownian motion in the limit of weak interaction after appropriate space-time scaling. Our…
For the perimeter length and the area of the convex hull of the first $n$ steps of a planar random walk, we study $n \to \infty$ mean and variance asymptotics and establish non-Gaussian distributional limits. Our results apply to random…
Strong anomalous diffusion is characterized by asymptotic power-law growth of the moments of displacement, with exponents that do not depend linearly on the order of the moment. The exponents concerning small-order moments are dominated by…
We consider the diffusion scaling limit of the vicious walkers and derive the time-dependent spatial-distribution function of walkers. The dependence on initial configurations of walkers is generally described by using the symmetric…
We present a Master Equation formulation based on a Markovian random walk model that exhibits sub-diffusion, classical diffusion and super-diffusion as a function of a single parameter. The non-classical diffusive behavior is generated by…
In this paper we study the asymptotic behavior of the Random-Walk Metropolis algorithm on probability densities with two different `scales', where most of the probability mass is distributed along certain key directions with the…
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…
Prompted by recent experimental developments, a theory of surface scattering of fast atoms at grazing incidence is developed. The theory gives rise to a quantum mechanical limit for ordered surfaces that describes coherent diffraction peaks…
We theoretically study the transport properties of self-propelled particles on complex structures, such as motor proteins on filament networks. A general master equation formalism is developed to investigate the persistent motion of…
We explain a unified approach to a study of ballistic phase for a large family of self-interacting random walks with a drift and self-interacting polymers with an external stretching force. The approach is based on a recent version of the…