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We consider multidimensional discrete valued random walks with nonzero drift killed when leaving general cones of the euclidian space. We find the asymptotics for the exit time from the cone and study weak convergence of the process…

Probability · Mathematics 2013-12-11 Jetlir Duraj

We study a simple random walk on Z^2 with constraints on the axis. Motivation comes from physics when particles (a gas for example, see [Dal88]) are submitted to a local field. In our case we assume that the particle evolves freely in the…

Probability · Mathematics 2023-01-09 Pierre Andreoletti , Pierre Debs

A particle subject to successive, random displacements is said to execute a random walk (in position or some other coordinate). The mathematical properties of random walks have been very thoroughly investigated, and the model is used in…

Statistical Mechanics · Physics 2007-05-23 M. Wilkinson , B. Mehlig

Motivated by the random Lorentz gas, we study deterministic walks in random environment and show that (in simple, yet relevant, cases) they can be reduced to a class of random walks in random environment where the jump probability depends…

Probability · Mathematics 2020-01-23 Romain Aimino , Carlangelo Liverani

Random walks with memory typically involve rules where a preference for either revisiting or avoiding those sites visited in the past are introduced somehow. Such effects have a direct consequence on the statistics of first-passage and…

Statistical Mechanics · Physics 2019-07-03 Daniel Campos , Vicenç Méndez

The presence of temporal correlations in random movement trajectories is a widespread phenomenon across biological, chemical and physical systems. The ubiquity of persistent and anti-persistent motion in many natural and synthetic systems…

Statistical Mechanics · Physics 2024-07-03 Daniel Marris , Luca Giuggioli

We introduce a method to exactly generate bridge trajectories for discrete-time random walks, with arbitrary jump distributions, that are constrained to initially start at the origin and return to the origin after a fixed time. The method…

Statistical Mechanics · Physics 2021-08-25 Benjamin De Bruyne , Satya N. Majumdar , Gregory Schehr

Exploiting the coherent medium approximation, random walk among sites distributed randomly in space is investigated when the jump rate depends on the distance between two adjacent sites. In one dimension, it is shown that when the jump rate…

Statistical Mechanics · Physics 2021-09-27 Takashi Odagaki

Although higher-order interactions are known to affect the typical state of dynamical processes giving rise to new collective behavior, how they drive the emergence of rare events and fluctuations is still an open problem. We investigate…

Disordered Systems and Neural Networks · Physics 2024-09-09 Leonardo Di Gaetano , Giorgio Carugno , Federico Battiston , Francesco Coghi

We study exploration properties of a random walk on a network. For a fully connected network we find that the problem can be mapped to the well known coupon collector problem, thus allowing us to estimate form of $P(S,t)$: the distribution…

Physics and Society · Physics 2026-04-24 Sarvesh K. Upadhyay , Trifce Sandev , Sanjay Kumar , R. K. Singh

We consider random walks on $\Z^d$ among nearest-neighbor random conductances which are i.i.d., positive, bounded uniformly from above but whose support extends all the way to zero. Our focus is on the detailed properties of the paths of…

Probability · Mathematics 2014-10-29 Marek Biskup , Oren Louidor , Alex Rozinov , Alexander Vandenberg-Rodes

In this paper, we consider a stochastic process that may experience random reset events which relocate the system to its starting position. We focus our attention on a one-dimensional, monotonic continuous-time random walk with a constant…

Mathematical Physics · Physics 2017-10-11 Miquel Montero , Axel Masó-Puigdellosas , Javier Villarroel

We consider a general discrete-time branching random walk on a countable set X. We relate local, strong local and global survival with suitable inequalities involving the first-moment matrix M of the process. In particular we prove that,…

Probability · Mathematics 2015-05-18 Fabio Zucca

Motivated by novel results in the theory of complex adaptive systems, we analyze the dynamics of random walks in which the jumping probabilities are {\it time-dependent}. We determine the survival probability in the presence of an absorbing…

Condensed Matter · Physics 2016-08-31 Shahar Hod

We explore some of the connections between the local picture left by the trace of simple random walk on a discrete cylinder with base a d-dimensional torus, d at least 2, of side-length N running for times of order N^{2d} and the model of…

Probability · Mathematics 2009-07-06 Alain-Sol Sznitman

We study a class of discrete-time random walks in $\mathbb{R}^d$ whose conditional drift decays polynomially in time and grows polynomially with the distance from the origin to the current position. This class is related to several models…

Probability · Mathematics 2026-05-19 Ngo P. N. Ngoc , Tuan-Minh Nguyen

We study the asymptotic behavior of a multidimensional random walk in a general cone. We find the tail asymptotics for the exit time and prove integral and local limit theorems for a random walk conditioned to stay in a cone. The main step…

Probability · Mathematics 2015-06-04 Denis Denisov , Vitali Wachtel

We study using large deviation theory the fluctuations of time-integrated functionals or observables of the unbiased random walk evolving on Erd\"os-R\'enyi random graphs, and construct a modified, biased random walk that explains how these…

Statistical Mechanics · Physics 2019-03-06 Francesco Coghi , Jules Morand , Hugo Touchette

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 random walk in confined geometry, starting from a site and eventually reaching a target site. We calculate analytically the distribution of the occupation time on a third site, before reaching the target site. The obtained…

Statistical Mechanics · Physics 2009-11-13 S. Condamin , V. Tejedor , O. Benichou