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The purpose of this note is to establish convergence of random walks on the moduli space of Abelian differentials on compact Riemann surfaces in two different modes: convergence of the $n$-step distributions from almost every starting point…

Dynamical Systems · Mathematics 2024-05-02 Roland Prohaska

Random walks in random scenery are processes defined by $Z_n:=\sum_{k=1}^n\xi_{X_1+...+X_k}$, where $(X_k,k\ge 1)$ and $(\xi_y,y\in\mathbb Z)$ are two independent sequences of i.i.d. random variables. We assume here that their distributions…

Probability · Mathematics 2010-02-10 Fabienne Castell , Nadine Guillotin-Plantard , Françoise Pène , Bruno Schapira

In this work we propose a model to describe the statistical fluctuations of the self-driven objects (species A) walking against an opposite crowd (species B) in order to simulate the regime characterized by stop-and-go waves in the context…

Statistical Mechanics · Physics 2014-08-12 Roberto da Silva , Agenor Hentz , Alexandre Alves

Through the analysis of unbiased random walks on fractal trees and continuous time random walks, we show that even if a process is characterized by a mean square displacement (MSD) growing linearly with time (standard behaviour) its…

Statistical Mechanics · Physics 2014-06-16 Giuseppe Forte , Fabio Cecconi , Angelo Vulpiani

Sinai's model of diffusion in one-dimension with random local bias is studied by a real space renormalization group which yields asymptotically exact long time results. The distribution of the position of a particle and the probability of…

Condensed Matter · Physics 2009-10-30 Daniel Fisher , Pierre Le Doussal , Cecile Monthus

We formulate a scaling theory for the long-time diffusive motion in a space occluded by a high density of moving obstacles in dimensions 1, 2 and 3. Our tracers diffuse anomalously over many decades in time, before reaching a diffusive…

Statistical Mechanics · Physics 2024-10-22 H. Bendekgey , G. Huber , D. Yllanes

We consider a passive scalar field under the action of pumping, diffusion and advection by a smooth flow with a Lagrangian chaos. We present theoretical arguments showing that scalar statistics is not conformal invariant and formulate new…

Mathematical Physics · Physics 2012-10-23 Marija Vucelja , Gregory Falkovich , Konstantin S. Turitsyn

We consider scaled Brownian motion (sBm), a random process described by a diffusion equation with explicitly time-dependent diffusion coefficient $D(t) = D_0 t^{\alpha - 1}$ (Batchelor's equation) which, for $\alpha < 1$, is often used for…

Data Analysis, Statistics and Probability · Physics 2015-06-17 Felix Thiel , Igor M. Sokolov

We extend the random walk framework to include compounded steps, providing first-passage time (FPT) properties for a new class of superdiffusive processes, which are governed by the space-fractional spectral Fokker-Planck equation. This…

Statistical Mechanics · Physics 2026-04-14 Christopher N. Angstmann , Daniel S. Han , Bruce I. Henry , Boris Z. Huang

We introduce the pushy random walk, where a walker can push multiple obstacles, thereby penetrating large distances in environments with finite obstacle density. This process provides a minimal model for experimentally observed interactions…

Statistical Mechanics · Physics 2026-04-07 Ofek Lauber Bonomo , Itamar Shitrit , Shlomi Reuveni , Sidney Redner

Let $X_1, X_2, \ldots$ be a sequence of i.i.d. real-valued random variables with mean zero, and consider the scaled random walk of the form $Y^N_{k+1} = Y^N_{k} + a_N(Y^N_k) X_{k+1}$, where $a_N: \mathbb R \to \mathbb R_+$. We show, under…

Probability · Mathematics 2015-09-24 Stefan Ankirchner , Thomas Kruse , Mikhail Urusov

We consider transient random walks in random environment on Z in the positive speed (ballistic) and critical zero speed regimes. A classical result of Kesten, Kozlov and Spitzer proves that the hitting time of level $n$, after proper…

Probability · Mathematics 2010-05-02 Nathanaël Enriquez , Christophe Sabot , Laurent Tournier , Olivier Zindy

In this article, we prove a lower bound for the fluctuations of symmetric random walks on dynamic random environments in dimension $1 + 1$ in the perturbative regime where the walker is weakly influenced by the environment. We suppose that…

Probability · Mathematics 2023-04-13 Rangel Baldasso , Marcelo R. Hilario , Daniel Kious , Augusto Teixeira

A scaling limit for the simple random walk on the largest connected component of the Erdos-Renyi random graph in the critical window is deduced. The limiting diffusion is constructed using resistance form techniques, and is shown to satisfy…

Probability · Mathematics 2012-10-23 David A. Croydon

We obtain bounds to quantify the distributional approximation in the delta method for vector statistics (the sample mean of $n$ independent random vectors) for normal and non-normal limits, measured using smooth test functions. For normal…

Statistics Theory · Mathematics 2023-05-11 Robert E. Gaunt , Heather Sutcliffe

Under the assumption that sequences of graphs equipped with resistances, associated measures, walks and local times converge in a suitable Gromov-Hausdorff topology, we establish asymptotic bounds on the distribution of the…

Probability · Mathematics 2025-09-30 George Andriopoulos

Previous work has established the usefulness of the resolvent operator that maps the terms nonlinear in the turbulent fluctuations to the fluctuations themselves. Further work has described the self-similarity of the resolvent arising from…

Fluid Dynamics · Physics 2017-04-12 A S Sharma , R Moarref , B J McKeon

Under certain circumstances, the time behavior of a random walk is modulated by logarithmic periodic oscillations. The goal of this paper is to present a simple and pedagogical explanation of the origin of this modulation for diffusion on a…

Statistical Mechanics · Physics 2015-05-18 L. Padilla , H. O. Mártin , J. L. Iguain

We consider a state-dependent, time-dependent, discrete random walks $X_t^{\{a_n\}}$ defined on natural numbers $\mathbb{N}$ (bent to a "stair" in $\mathbb{N}^2$) where the random walk depends on input of a positive deterministic sequence…

Statistics Theory · Mathematics 2019-10-01 Yufan Li , Jeffery Rosenthal

Motivated by various recent experimental findings, we propose a dynamical model of intermittently self-propelled particles: active particles that recurrently switch between two modes of motion, namely an active run-state and a turn state,…

Soft Condensed Matter · Physics 2025-10-30 Agniva Datta , Carsten Beta , Robert Großmann