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We consider the random walk Metropolis algorithm on $\mathbb{R}^n$ with Gaussian proposals, and when the target probability measure is the $n$-fold product of a one-dimensional law. In the limit $n\to\infty$, it is well known (see [Ann.…

Probability · Mathematics 2016-08-14 Benjamin Jourdain , Tony Lelièvre , Błażej Miasojedow

We consider a directed random walk making either 0 or $+1$ moves and a Brownian bridge, independent of the walk, conditioned to arrive at point $b$ on time $T$. The Hamiltonian is defined as the sum of the square of increments of the bridge…

Condensed Matter · Physics 2016-08-31 Servet Martinez , Dimitri Petritis

We study the occupation measure of various sets for a symmetric transient random walk in $Z^d$ with finite variances. Let $\mu^X_n(A)$ denote the occupation time of the set $A$ up to time $n$. It is shown that $\sup_{x\in…

Probability · Mathematics 2007-05-23 Endre Csáki , Antónia Földes , Pál Révész , Jay Rosen , Zhan Shi

We discuss the model of a one-dimensional, discrete-time walk on a line with spatial heterogeneity in the form of a variable set of ultrametric barriers. Inspired by the homogeneous quantum walk on a line, we develop a formalism by which…

Quantum Physics · Physics 2020-07-08 Stefan Boettcher

We consider random variables observed at arrival times of a renewal process, which possibly depends on those observations and has regularly varying steps with infinite mean. Due to the dependence and heavy tailed steps, the limiting…

Probability · Mathematics 2016-08-08 Bojan Basrak , Drago Špoljarić

Our work is motivated by Bourque and Pevzner's (2002) simulation study of the effectiveness of the parsimony method in studying genome rearrangement, and leads to a surprising result about the random transposition walk on the group of…

Probability · Mathematics 2007-05-23 Nathanael Berestycki , Rick Durrett

Analyses of recurrent hypoglycemia are critical for effective treatment management in diabetic patients. Typically, within-subject dependency in such analyses is captured through subject-level frailty. Recent research has modeled recurrent…

Methodology · Statistics 2026-05-27 Yingfa Xie , Haoda Fu , Yuan Huang , Jun Yan

We investigate the distribution of the time spent by a random walker to the right of a boundary moving with constant velocity v. For the continuous-time problem (Brownian motion), we provide a simple alternative proof of Newman's recent…

Statistical Mechanics · Physics 2009-11-07 C. Godreche , J. M. Luck

We study a discrete-time quantum walk in presence of a detector at $x_D$ initially. The detector here is repeatedly removed after a span of $t_R$, the removal time, and reinserted at random locations. Two relocation rules are considered…

Quantum Physics · Physics 2026-04-07 Md Aquib Molla , Sanchari Goswami

Motivated by various recent experimental findings, we propose a dynamical model of intermittently self-propelled particles: active particles that recurrently switch between two modes of motion, namely an active run-state and a turn state,…

Soft Condensed Matter · Physics 2025-10-30 Agniva Datta , Carsten Beta , Robert Großmann

We solve a model of sluggish stochastic motion in which a Brownian particle diffuses with a diffusion coefficient that decays algebraically with the distance to the origin, as $|x|^{-\alpha}$. Additionally, the particle resets with a…

Statistical Mechanics · Physics 2026-03-03 Denis Boyer , Satya N. Majumdar

We report on a closed-form expression for the survival probability of a discrete 1D biased random walk to not return to its origin after N steps. Our expression is exact for any N, including the elusive intermediate range, thereby allowing…

Statistical Mechanics · Physics 2024-12-25 Debendro Mookerjee , Sarah Kostinski

We consider large time behavior of typical paths under the Anderson polymer measure. If $P$ is the measure induced by rate $\kappa,$ simple, symmetric random walk on $Z^d$ started at $x,$ this measure is defined as $$ d\mu(X)={Z^{-1}…

Probability · Mathematics 2012-12-21 Francis Comets , Michael Cranston

We introduce a new class of models for polymer collapse, given by random walks on regular lattices which are weighted according to multiple site visits. A Boltzmann weight $\omega_l$ is assigned to each $(l+1)$-fold visited lattice site,…

Statistical Mechanics · Physics 2009-11-11 J Krawczyk , T Prellberg , AL Owczarek , A Rechnitzer

A recently developed model of random walks on a $D$-dimensional hyperspherical lattice, where $D$ is {\sl not} restricted to integer values, is extended to include the possibility of creating and annihilating random walkers. Steady-state…

High Energy Physics - Lattice · Physics 2010-11-19 Carl M. Bender , Peter N. Meisinger , Stefan Boettcher

We introduce and study a class of discrete-time quantum walks on a one-dimensional lattice. In contrast to the standard homogeneous quantum walks, coin operators are inhomogeneous and depend on their positions in this class of models. The…

Quantum Physics · Physics 2010-09-17 Yutaka Shikano , Hosho Katsura

The model of a tired random walker, whose jump-length decays exponentially in time, is proposed and the motion of such a tired random walker is studied systematically in one, two and three dimensional contin- uum. In all cases, the…

Statistical Mechanics · Physics 2015-11-17 Muktish Acharyya

One-parameter family of discrete-time quantum-walk models on the square lattice, which includes the Grover-walk model as a special case, is analytically studied. Convergence in the long-time limit $t \to \infty$ of all joint moments of two…

Quantum Physics · Physics 2008-06-20 Kyohei Watabe , Naoki Kobayashi , Makoto Katori , Norio Konno

We call {\it monomer} a B-DNA base-pair and examine, analytically and numerically, electron or hole oscillations in monomer- and dimer-polymers, i.e., periodic sequences with repetition unit made of one or two monomers. We employ a…

In models like axion monodromy, temporal features during inflation which are not associated with its ending can produce scalar, and to a lesser extent, tensor power spectra where deviations from scale-free power law spectra can be as large…

Cosmology and Nongalactic Astrophysics · Physics 2015-08-31 Hayato Motohashi , Wayne Hu