Related papers: The one-dimensional asymmetric persistent random w…
Some asymptotic properties of a Brownian motion in multifractal time, also called multifractal random walk, are established. We show the almost sure and $L^1$ convergence of its structure function. This is an issue directly connected to the…
In a recent paper of Eichelsbacher and Koenig (2008) the model of ordered random walks has been considered. There it has been shown that, under certain moment conditions, one can construct a k-dimensional random walk conditioned to stay in…
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…
We show exact dimensionality of harmonic measures associated with random walks on groups acting on a hyperbolic space under finite first moment condition, and establish the dimension formula by the entropy over the drift. We also treat the…
We perform simulations for one dimensional continuous-time random walks in two dynamic random environments with fast (independent spin-flips) and slow (simple symmetric exclusion) decay of space-time correlations, respectively. We focus on…
A deterministic walk in a random environment can be understood as a general random process with finite-range dependence that starts repeating a loop once it reaches a site it has visited before. Such process lacks the Markov property. We…
The special limit of the totally asymmetric zero range process of the low-dimensional non-equilibrium statistical mechanics described by the non-Hermitian Hamiltonian is considered. The calculation of the conditional probabilities of the…
In this paper we present the distribution of the telegraph meander, a random function obtained by conditioning the telegraph process to stay above the zero level. The reflection principle for finite-velocity random motions allows the law of…
We consider a one-dimensional persisent random walk viewed as a deterministic process with a form of time reversal symmetry. Particle reservoirs placed at both ends of the system induce a density current which drives the system out of…
Anomalous diffusion is frequently described by scaled Brownian motion (SBM), a Gaussian process with a power-law time dependent diffusion coefficient. Its mean squared displacement is $\langle x^2(t)\rangle\simeq\mathscr{K}(t)t$ with…
In this paper, the leading term of the asymptotics of the number of possible final positions of a random walk on a directed Hamiltonian metric graph is found. Consideration of such dynamical systems could be motivated by problems of…
Many transport processes in ecology, physics and biochemistry can be described by the average time to first find a site or exit a region, starting from an initial position. Typical mathematical treatments are based on formulations that…
We investigate the translation lengths of group elements that arise in random walks on the isometry groups of Gromov hyperbolic spaces. In particular, without any moment condition, we prove that non-elementary random walks exhibit at least…
We investigate the statistics of three kinds of records associated with planar random walks, namely diagonal, simultaneous and radial records. The mean numbers of these records grow as universal power laws of time, with respective exponents…
Models of random walks are considered in which walkers are born at one location and die at all other locations with uniform death rate. Steady-state distributions of random walkers exhibit dimensionally dependent critical behavior as a…
A Bernoulli random walk is a random trajectory starting from 0 and having i.i.d. increments, each of them being $+1$ or -1, equally likely. The other families cited in the title are Bernoulli random walks under various conditionings. A peak…
We show that anomalous diffusion can result when the steps of a random walk are not statistically independent. We present an algorithm that counts all the possible paths of particles diffusing on random graphs with arbitrary degree…
We consider a discrete time random walk in one dimension. At each time step the walker jumps by a random distance, independent from step to step, drawn from an arbitrary symmetric density function. We show that the expected positive maximum…
Mathematical models of motility are often based on random-walk descriptions of discrete individuals that can move according to certain rules. It is usually the case that large masses concentrated in small regions of space have a great…
Consider a closed surface $M$ with negative Euler characteristic, and an admissible probability measure on the fundamental group of $M$ with finite first moment. Corresponding to each point in the Teichm\"uller space of $M$, there is an…