Related papers: Analytic approach for reflected Brownian motion in…
The Levy walk in which the frequency of occurrence of step lengths follows a power-law distribution, can be observed in the migratory behavior of organisms at various levels. Levy walks with power exponents close to 2 are observed, and the…
Suppose that $(X,Y,Z)$ is a random walk in $\mathbb{Z}^3$ that moves in the following way: on the first visit to a vertex only $Z$ changes by $\pm 1$ equally likely, while on later visits to the same vertex $(X,Y)$ performs a…
In this article, we show a result of approximation in law to subfractional Brownian motion, with $H>\frac{1}{2}$, in the Skorohod topology. The construction of these approximations is based on a sequence of I.I.D random variables
A new class of relativistic diffusions encompassing all the previously studied examples has recently been introduced by C. Chevalier and F. Debbasch, both in a heuristic and analytic way. A pathwise approach of these processes is proposed…
Spatially homogeneous random walks in $(\mathbb{Z}_{+})^{2}$ with non-zero jump probabilities at distance at most 1, with non-zero drift in the interior of the quadrant and absorbed when reaching the axes are studied. Absorption…
We consider non-degenerate, finitely supported random walks on a free group. We show that the entropy and the linear drift vary analytically with th eprobability of constant support.
Functionals of Brownian/non-Brownian motions have diverse applications and attracted a lot of interest of scientists. This paper focuses on deriving the forward and backward fractional Feynman-Kac equations describing the distribution of…
Reflected random walk in higher dimension arises from an ordinary random walk (sum of i.i.d. random variables): whenever one of the reflecting coordinates becomes negative, its sign is changed, and the process continues from that modified…
We define quantization scheme for discrete-time random walks on the half-line consistent with Szegedy's quantization of finite Markov chains. Motivated by the Karlin and McGregor description of discrete-time random walks in terms of…
We extend the notion of the associated random walk and the Wald martingale in random walks where the increments are independent and identically distributed to the more general case of stationary ergodic increments. Examples are given where…
Herein we develop a dynamical foundation for fractional Brownian Motion. A clear relation is established between the asymptotic behaviour of the correlation function and diffusion in a dynamical system. Then, assuming that scaling is…
We analyze the Brownian Motion limit of a prototypical unit step reinforced random-walk on the half line. A reinforced random walk is one which changes the weight of any edge (or vertex) visited to increase the frequency of return visits.…
Gessel and Zeilberger generalized the reflection principle to handle walks confined to Weyl chambers, under some restrictions on the allowable steps. For those models that are invariant under the Weyl group action, they express the counting…
The diffusion of chiral active Brownian particles in three-dimensional space is studied analytically, by consideration of the corresponding Fokker-Planck equation for the probability density of finding a particle at position…
This paper investigates the asymptotic behavior of Green functions associated to partially homogeneous random walks in the quadrant $Z_+^2$. There are four possible distributions for the jumps of these processes, depending on the location…
Using the framework of random walks in random scenery, Cohen and Samorodnitsky (2006) introduced a family of symmetric $\alpha$-stable motions called local time fractional stable motions. When $\alpha=2$, these processes are precisely…
We present a novel quasi-Monte Carlo mechanism to improve graph-based sampling, coined repelling random walks. By inducing correlations between the trajectories of an interacting ensemble such that their marginal transition probabilities…
In this article we study the distribution of the number of points of a simple random walk, visited a given number of times (the k-multiple point range). In a previous article we had developed a graph theoretical approach which is now…
We consider weighted small step walks in the positive quadrant, and provide algebraicity and differential transcendence results for the underlying generating functions: we prove that depending on the probabilities of allowed steps, certain…
We study a model for the entanglement of a two-dimensional reflecting Brownian motion in a bounded region divided into two halves by a wall with three or more small windows. We map the Brownian motion into a Markov Chain on the fundamental…