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Related papers: Convex Hulls of Multiple Random Walks: A Large-Dev…

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We propose a new model of cluster growth according to which the probability that a new unit is placed in a point at a distance $r$ from the city center is a Gaussian with mean equal to the cluster radius and variance proportional to the…

Physics and Society · Physics 2007-05-23 M. Pica Ciamarra , A. Coniglio

We consider a random walk in the plane which takes steps uniformly distributed on the unit circle centered around the walker's current position but avoids the convex hull of its past positions. This model has been introduced by Angel,…

Probability · Mathematics 2007-05-23 Martin P. W. Zerner

Continuous time random walk models with decoupled waiting time density are studied. When the spatial one jump probability density belongs to the Levy distribution type and the total time transition is exponential a generalized…

Statistical Mechanics · Physics 2009-10-31 C. Budde , D. Prato , M. R=E9

In this article we study the convex hull spanned by the union of trajectories of a standard planar Brownian motion, and an independent standard planar Brownian bridge. We find exact values of the expectation of perimeter and area of such a…

Probability · Mathematics 2024-06-14 Stjepan Šebek

Distribution of loops in a one-dimensional random walk (RW), or, equivalently, neutral segments in a sequence of positive and negative charges is important for understanding the low energy states of randomly charged polymers. We investigate…

Soft Condensed Matter · Physics 2009-10-31 Shay Wolfling , Yacov Kantor

We study the behavior of the random walk in a continuum independent long-range percolation model, in which two given vertices $x$ and $y$ are connected with probability that asymptotically behaves like $|x-y|^{-\alpha}$ with $\alpha>d$,…

Probability · Mathematics 2022-09-30 Ercan Sönmez , Arnaud Rousselle

We consider a system of independent one-dimensional random walks in a common random environment under the condition that the random walks are transient with positive speed $v_P$. We give upper bounds on the quenched probability that at…

Probability · Mathematics 2016-06-14 Jonathon Peterson

We introduce a Gibbs measure on nearest-neighbour paths of length $t$ in the Euclidean $d$-dimensional lattice, where each path is penalised by a factor proportional to the size of its boundary and an inverse temperature $\beta$. We prove…

Probability · Mathematics 2018-03-28 Nathanael Berestycki , Ariel Yadin

The scaling properties of a random walker subject to the global constraint that it needs to visit each site an even number of times are determined. Such walks are realized in the equilibrium state of one dimensional surfaces that are…

Statistical Mechanics · Physics 2013-05-29 Jae Dong Noh , Hyunggyu Park , Doochul Kim , Marcel den Nijs

We consider random walks in dynamic random environments, with an environment generated by the time-reversal of a Markov process from the oriented percolation universality class. If the influence of the random medium on the walk is small in…

Probability · Mathematics 2016-06-02 Matthias Birkner , Jiří Černý , Andrej Depperschmidt

We establish laws of the iterated logarithm for intrinsic volumes of the convex hull of many-step, multidimensional random walks whose increments have two moments and a non-zero drift. Analogous results in the case of zero drift, where the…

Probability · Mathematics 2024-07-29 Wojciech Cygan , Nikola Sandrić , Stjepan Šebek , Andrew Wade

We discuss large deviation properties of continuous-time random walks (CTRW) and present a general expression for the large deviation rate in CTRW in terms of the corresponding rates for the distributions of steps' lengths and waiting…

Statistical Mechanics · Physics 2021-04-14 Adrian Pacheco-Pozo , Igor M. Sokolov

Fix integers $d \geq 2$ and $k\geq d-1$. Consider a random walk $X_0, X_1, \ldots$ in $\mathbb{R}^d$ in which, given $X_0, X_1, \ldots, X_n$ ($n \geq k$), the next step $X_{n+1}$ is uniformly distributed on the unit ball centred at $X_n$,…

Probability · Mathematics 2020-01-16 Francis Comets , Mikhail V. Menshikov , Andrew R. Wade

It is well-known that large deviations of random walks driven by independent and identically distributed heavy-tailed random variables are governed by the so-called principle of one large jump. We note that further subtleties hold for such…

Probability · Mathematics 2017-01-30 Harald Bernhard , Bikramjit Das

We consider random walkers that deform the medium as they move, enabling a faster motion in regions which have been recently visited. This induces an effective attraction between walkers mediated by the medium, which can be regarded as a…

Statistical Mechanics · Physics 2021-07-29 Carlos Lajusticia-Costan , Silvia N. Santalla , Javier Rodríguez-Laguna , Elka Korutcheva

We give an explicit formula for the probability that the convex hull of an $n$-step random walk in $R^d$ does not contain the origin, under the assumption that the distribution of increments of the walk is centrally symmetric and puts no…

Probability · Mathematics 2017-06-01 Zakhar Kabluchko , Vladislav Vysotsky , Dmitry Zaporozhets

Without relying on a spherical or ellipsoidal collapse model, we analytically derive the halo mass function and cuspy halo density (inner slope of -4/3) based on the mass and energy cascade theory in dark matter flow. The hierarchical halo…

Cosmology and Nongalactic Astrophysics · Physics 2023-10-04 Zhijie , Xu

We study various properties of the convex hull of a planar Brownian motion, defined as the minimum convex polygon enclosing the trajectory, in the presence of an infinite reflecting wall. Recently, in a Rapid Communication [Phys. Rev. E…

Statistical Mechanics · Physics 2015-09-02 M. Chupeau , O. Bénichou , S. N. Majumdar

We consider a broad class of Continuous Time Random Walks with large fluctuations effects in space and time distributions: a random walk with trapping, describing subdiffusion in disordered and glassy materials, and a L\'evy walk process,…

Statistical Mechanics · Physics 2015-06-23 R. Burioni , G. Gradenigo , A. Sarracino , A. Vezzani , A. Vulpiani

We describe a simple fully analytic model of the excursion set approach associated with two Gaussian random walks: the first walk represents the initial overdensity around a protohalo, and the second is a crude way of allowing for other…

Cosmology and Nongalactic Astrophysics · Physics 2015-06-12 Emanuele Castorina , Ravi K. Sheth