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The integer points (sites) of the real line are marked by the positions of a standard random walk. We say that the set of marked sites is weakly, moderately or strongly sparse depending on whether the jumps of the standard random walk are…

Probability · Mathematics 2019-03-08 Dariusz Buraczewski , Piotr Dyszewski , Alexander Iksanov , Alexander Marynych

For any graph having a suitable uniform Poincare inequality and volume growth regularity, we establish two-sided Gaussian transition density estimates and parabolic Harnack inequality, for constant speed continuous time random walks…

Probability · Mathematics 2018-12-04 Amir Dembo , Ruojun Huang , Tianyi Zheng

In this paper we consider a particular version of the random walk with restarts: random reset events which bring suddenly the system to the starting value. We analyze its relevant statistical properties like the transition probability and…

Mathematical Physics · Physics 2016-09-28 Miquel Montero , Javier Villarroel

In the framework of time series analysis with recurrence networks, we introduce a self-adaptive method that determines the elusive recurrence threshold and identifies metastable states in complex real-world time series. As initial step, we…

Data Analysis, Statistics and Probability · Physics 2014-10-22 Iliusi Vega , Christof Schütte , Tim O. F. Conrad

A random walk on a $N$-dimensional hypercube is a discrete time stochastic process whose state space is the set $\{-1,+1\}^{N}$, which has uniform probability of reaching any neighbour state, and probability zero of reaching a non-neighbour…

Probability · Mathematics 2019-10-22 Cláudia Peixoto , Diego Marcondes

In a coalescing random walk, a set of particles make independent random walks on a graph. Whenever one or more particles meet at a vertex, they unite to form a single particle, which then continues the random walk through the graph.…

Data Structures and Algorithms · Computer Science 2016-12-28 Colin Cooper , Robert Elsasser , Hirotaka Ono , Tomasz Radzik

We study the asymptotic behaviour of a version of the one-dimensional Mott random walk in a regime that exhibits severe blocking. We establish that, for any fixed time, the appropriately-rescaled Mott random walk is situated between two…

Probability · Mathematics 2024-04-19 David A. Croydon , Ryoki Fukushima , Stefan Junk

Branching-stable processes have recently appeared as counterparts of stable subordinators, when addition of real variables is replaced by branching mechanism for point processes. Here, we are interested in their domains of attraction and…

Probability · Mathematics 2021-11-02 Jean Bertoin , Hairuo Yang

A dynamical phase transition from reversible to irreversible behavior occurs when particle suspensions are subjected to uniform oscillatory shear, even in the Stokes flow limit. We consider a more general situation with non-uniform strain…

Fluid Dynamics · Physics 2015-05-18 Jeffrey S. Guasto , Andrew S. Ross , J. P. Gollub

We investigate the asymptotic behaviour of a class of self-interacting nearest neighbour random walks on the one-dimensional integer lattice which are pushed by a particular linear combination of their own local time on edges in the…

Probability · Mathematics 2017-07-18 Anna Erschler , Balint Toth , Wendelin Werner

Let $\Xi$ be an open and bounded subset of $\bb R^d$, and let $F:\Xi\to\bb R$ be a twice continuously differentiable function. Denote by $\Xi_N$ th discretization of $\Xi$, $\Xi_N = \Xi \cap (N^{-1} \bb Z^d)$, and denote by $X_N(t)$ the…

Probability · Mathematics 2015-09-02 C. Landim , R. Misturini , K. Tsunoda

Recently, a generalized Bernoulli process (GBP) was developed as a stationary binary sequence that can have long-range dependence. In this paper, we find the scaling limit of a random walk that follows GBP. The result is a new class of…

Probability · Mathematics 2025-12-30 Jeonghwa Lee

We introduce via perturbation a class of random walks in reversible dynamic environments having a spectral gap. In this setting one can apply the mathematical results derived in http://arxiv.org/abs/1602.06322. As first results, we show…

Probability · Mathematics 2016-09-21 Luca Avena , Oriane Blondel , Alessandra Faggionato

It has been recently suggested that a totally asymmetric exclusion process with two species on an open chain could exhibit spontaneous symmetry breaking in some range of the parameters defining its dynamics. The symmetry breaking is…

Condensed Matter · Physics 2009-10-28 C. Godreche , J. M. Luck , M. R. Evans , D. Mukamel , S. Sandow , E. R. Speer

First passage under restart has recently emerged as a conceptual framework to study various stochastic processes under restart mechanism. Emanating from the canonical diffusion problem by Evans and Majumdar, restart has been shown to…

Statistical Mechanics · Physics 2021-06-01 Ofek Lauber Bonomo , Arnab Pal

Let $S=(S_n)$ be an oscillatory random walk on the integer lattice $\mathbb{Z}$ with i.i.d. increments. Let $V_{{\rm d}}(x)$ be the renewal function of the strictly descending ladder height process for $S$. We obtain several sufficient…

Probability · Mathematics 2021-06-01 Kohei Uchiyama

Metastability is a physical phenomenon ubiquitous in first order phase transitions. A fruitful mathematical way to approach this phenomenon is the study of rare transitions Markov chains. For Metropolis chains associated with Statistical…

Probability · Mathematics 2015-09-30 Emilio Cirillo , Francesca Nardi , Julien Sohier

In this paper we study a sequence of Bouchaud trap models on $\mathbb{Z}$ with drift. We analyze the possible scaling limits for a sequence of walks, where we make the drift decay to 0 as we rescale the walks. Depending on the speed of the…

Probability · Mathematics 2010-11-29 Manuel Cabezas Parra

We consider a ballistic random walk in an i.i.d. random environment that does not allow retreating in a certain fixed direction. Homogenization and regeneration techniques combine to prove a law of large numbers and an averaged invariance…

Probability · Mathematics 2007-06-13 F. Rassoul-Agha , T. Seppalainen

We consider a one-dimensional recurrent random walk in random environment (RWRE). We show that the - suitably centered - empirical distributions of the RWRE converge weakly to a certain limit law which describes the stationary distribution…

Probability · Mathematics 2009-02-26 Nina Gantert , Yuval Peres , Zhan Shi