Related papers: $\delta$-exceedance records and random adaptive wa…
In human crowds, interactions among individuals give rise to a variety of self-organized collective motions that help the group to effectively solve the problem of coordination. However, it is still not known exactly how humans adjust their…
We establish and generalise several bounds for various random walk quantities including the mixing time and the maximum hitting time. Unlike previous analyses, our derivations are based on rather intuitive notions of local expansion…
Using the technique of evolving sets, we explore the connection between entropy growth and transience for simple random walks on connected infinite graphs with bounded degree. In particular we show that for a simple random walk starting at…
This investigation is motivated by a result we proved recently for the random transposition random walk: the distance from the starting point of the walk has a phase transition from a linear regime to a sublinear regime at time $n/2$. Here,…
We consider a recent model of random walk that recursively grows the network on which it evolves, namely the Tree Builder Random Walk (TBRW). We introduce a bias $\rho \in (0,\infty)$ towards the root, and exhibit a phase transition for…
The paper deals with fluctuations of Kendall random walks, which are extremal Markov chains and iterated integral transforms with the Williamson kernel $\Psi(t) = \left(1-|t|^{\alpha}\right)_+$, $\alpha>0$. We obtain the joint distribution…
Let (Z_n)_{n\in\N_0} be a d-dimensional random walk in random scenery, i.e., Z_n=\sum_{k=0}^{n-1}Y_{S_k} with (S_k)_{k\in\N_0} a random walk in Z^d and (Y_z)_{z\in Z^d} an i.i.d. scenery, independent of the walk. We assume that the random…
We study the evolution of a random walker on a conservative dynamic random environment composed of independent particles performing simple symmetric random walks, generalizing results of [16] to higher dimensions and more general transition…
We consider the limit behavior of a one-dimensional random walk with unit jumps whose transition probabilities are modified every time the walk hits zero. The invariance principle is proved in the scheme of series where the size of…
We consider a quantized version of the Sinai-Derrida model for "random walk in random environment". The model is defined in terms of a Lindblad master equation. For a ring geometry (a chain with periodic boundary condition) it features a…
The one-dimensional random trap model with a power-law distribution of mean sojourn times exhibits a phenomenon of dynamical localization in the case where diffusion is anomalous: The probability to find two independent walkers at the same…
Random walks on multidimensional nonlinear landscapes are of interest in many areas of science and engineering. In particular, properties of adaptive trajectories on fitness landscapes determine population fates and thus play a central role…
Most statistical process control programmes in healthcare focus on surveillance of outcomes at the final stage of a procedure, such as mortality or failure rates. Such an approach ignores the multi-stage nature of these procedures, in which…
We construct the conditional version of $k$ independent and identically distributed random walks on $\R$ given that they stay in strict order at all times. This is a generalisation of so-called non-colliding or non-intersecting random…
Heuristic methods for solution of problems in the NP-Complete class of decision problems often reach exact solutions, but fail badly at "phase boundaries", across which the decision to be reached changes from almost always having one value…
We examine the phase transition phenomenon for the Knapsack problem from both a computational and a human perspective. We first provide, via an empirical and a theoretical analysis, a characterization of the phenomenon in terms of two…
In this paper we investigate the problem of detecting a change in the drift parameters of a generalized Ornstein-Uhlenbeck process which is defined as the solution of $dX_t=(L(t)-\alpha X_t) dt + \sigma dB_t$, and which is observed in…
Predicting fitness of biologically-active populations, communities or systems in fluctuating environments is a long-standing challenge. Phenotypic plasticity and bet-hedging strategy, two key evolutionary traits living systems harness to…
We examine birth--death processes with state dependent transition probabilities and at least one absorbing boundary. In evolution, this describes selection acting on two different types in a finite population where reproductive events occur…
We consider a random walk on a multidimensional integer lattice with random bounds on local times, conditioned on the event that it hits a high level before its death. We introduce an auxiliary "core" process that has a regenerative…