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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 study the asymptotic behaviour of random walks in i.i.d. random environments on $\Z^d$. The environments need not be elliptic, so some steps may not be available to the random walker. We prove a monotonicity result for the velocity (when…

Probability · Mathematics 2018-11-27 Mark Holmes , Thomas S. Salisbury

We compare ergodic properties of the kinetic energy for three stochastic models of subrecoil-laser-cooled gases. One model is based on a heterogeneous random walk (HRW), another is an HRW with long-range jumps (the exponential model), and…

Statistical Mechanics · Physics 2022-07-13 Takuma Akimoto , Eli Barkai , Günter Radons

We present large deviations estimates in the supremum norm for a system of independent random walks superposed with a birth-and-death dynamics evolving on the discrete torus with $N$ sites. The scaling limit considered is the so-called…

Probability · Mathematics 2021-02-26 Tertuliano Franco , Luana A. Gurgel , Bernardo N. B. de Lima

We consider biased random walks in positive random conductances on the d-dimensional lattice in the zero-speed regime and study their scaling limits. We obtain a functional Law of Large Numbers for the position of the walker, properly…

Probability · Mathematics 2016-09-07 Alexander Fribergh , Daniel Kious

We study the random walk $X$ on the range of a simple random walk on $\mathbb{Z}^d$ in dimensions $d\geq 4$. When $d\geq 5$ we establish quenched and annealed scaling limits for the process $X$, which show that the intersections of the…

Probability · Mathematics 2015-06-11 David A. Croydon

We consider a basic one-dimensional model of diffusion which allows to obtain a diversity of diffusive regimes whose speed depends on the moments of the per-site trapping time. This model is closely related to the continuous time random…

Probability · Mathematics 2019-03-08 Elena Floriani , Ricardo Lima , Edgardo Ugalde

We study a symmetric random walk (RW) in one spatial dimension in environment, formed by several zones of finite width, where the probability of transition between two neighboring points and corresponding diffusion coefficient are…

Statistical Mechanics · Physics 2017-04-03 A. V. Nazarenko , V. Blavatska

We derive sub-Gaussian bounds for the annealed transition density of the simple random walk on a high-dimensional loop-erased random walk. The walk dimension that appears in these is the exponent governing the space-time scaling of the…

Probability · Mathematics 2023-12-18 David A. Croydon , Daisuke Shiraishi , Satomi Watanabe

We study the rate of convergence to equilibrium of the self-repellent random walk and its local time process on the discrete circle $\mathbb{Z}_n$. While the self-repellent random walk alone is non-Markovian since the jump rates depend on…

Probability · Mathematics 2025-12-01 Andreas Eberle , Francis Lörler

We study, in d-dimensions, the random walker with geometrically shrinking step sizes at each hop. We emphasize the integrated quantities such as expectation values, cumulants and moments rather than a direct study of the probability…

Statistical Mechanics · Physics 2009-11-11 Tonguc Rador

In this article we study a \emph{non-directed polymer model} on $\mathbb Z$, that is a one-dimensional simple random walk placed in a random environment. More precisely, the law of the random walk is modified by the exponential of the sum…

Probability · Mathematics 2022-10-13 Quentin Berger , Chien-Hao Huang , Niccolo Torri , Ran Wei

We consider a random walk model in a one-dimensional environment, formed by several zones of finite width with the fixed transition probabilities. It is also assumed that the transitions to the left and right neighboring points have unequal…

Statistical Mechanics · Physics 2017-08-18 A. V. Nazarenko , V. Blavatska

We study continuous-time (variable speed) random walks in random environments on $\mathbb{Z}^d$, $d\ge2$, where, at time $t$, the walk at $x$ jumps across edge $(x,y)$ at time-dependent rate $a_t(x,y)$. The rates, which we assume stationary…

Probability · Mathematics 2020-01-06 Marek Biskup , Pierre-François Rodriguez

We consider a ballistic random walk in an i.i.d. random environment that does not allow retreating in a certain fixed direction. We prove an invariance principle (functional central limit theorem) under almost every fixed environment. The…

Probability · Mathematics 2016-08-14 Firas Rassoul-Agha , Timo Seppäläinen

The big jump principle explains the emergence of extreme events for physical quantities modelled by a sum of independent and identically distributed random variables which are heavy-tailed. Extreme events are large values of the sum and…

Statistical Mechanics · Physics 2021-11-10 Marc Höll , Eli Barkai

We consider branching random walks in $d$-dimensional integer lattice with time-space i.i.d. offspring distributions. When $d \ge 3$ and the fluctuation of the environment is well moderated by the random walk, we prove a central limit…

Probability · Mathematics 2007-12-06 Nobuo Yoshida

We consider the limit behavior of a one-dimensional random walk with unit jumps whose transition probabilities are modified every time the walk hits zero. The invariance principle is proved in the scheme of series where the size of…

Probability · Mathematics 2016-11-08 Andrey Pilipenko , Vladislav Khomenko

Graph vertex embeddings based on random walks have become increasingly influential in recent years, showing good performance in several tasks as they efficiently transform a graph into a more computationally digestible format while…

Machine Learning · Statistics 2021-07-22 Dominik Kloepfer , Angelica I. Aviles-Rivero , Daniel Heydecker

This paper studies particle propagation in a one-dimensional inhomogeneous medium where the laws of motion are generated by chaotic and deterministic local maps. Assuming that the particle's initial location is random and uniformly…

Probability · Mathematics 2011-10-18 Lasse Leskelä , Mikko Stenlund