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In this paper we consider a stochastic process that may experience random reset events which bring suddenly the system to the starting value and analyze the relevant statistical magnitudes. We focus our attention on monotonous…

Mathematical Physics · Physics 2013-01-21 Miquel Montero , Javier Villarroel

We study a simple model in which the growth of a network is determined by the location of one or more random walkers. Depending on walker speed, the model generates a spectrum of structures situated between well-known limiting cases. We…

Physics and Society · Physics 2020-01-27 Robert J. H. Ross , Charlotte Strandkvist , Walter Fontana

We consider a random walker in a dynamic random environment given by a system of independent simple symmetric random walks. We obtain ballisticity results under two types of perturbations: low particle density, and strong local drift on…

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…

Probability · Mathematics 2019-03-05 Thomas Sauerwald , Luca Zanetti

A finite ergodic Markov chain exhibits cutoff if its distance to equilibrium remains close to its initial value over a certain number of iterations and then abruptly drops to near 0 on a much shorter time scale. Originally discovered in the…

Probability · Mathematics 2018-01-23 Charles Bordenave , Pietro Caputo , Justin Salez

We consider general transformations of random walks on groups determined by Markov stopping times and prove that the asymptotic entropy (resp., rate of escape) of the transformed random walks is equal to the asymptotic entropy (resp., rate…

Dynamical Systems · Mathematics 2019-08-12 Behrang Forghani

Random walk on the set of irreducible representations of a finite group is investigated. For the symmetric and general linear groups, a sharp convergence rate bound is obtained and a cutoff phenomenon is proved. As related results, an…

Probability · Mathematics 2007-05-23 Jason Fulman

We present a comparative study of several algorithms for an in-plane random walk with a variable step. The goal is to check the efficiency of the algorithm in the case where the random walk terminates at some boundary. We recently found…

Statistical Mechanics · Physics 2019-04-17 Olga Klimenkova , Anton Yu. Menshutin , Lev N. Shchur

We consider two random walks evolving synchronously on a random out-regular graph of $n$ vertices with bounded out-degree $r\ge 2$, also known as a random Deterministic Finite Automaton (DFA). We show that, with high probability with…

Probability · Mathematics 2023-11-30 Matteo Quattropani , Federico Sau

We consider the biased random walk on a tree constructed from the set of finite self-avoiding walks on a lattice, and use it to construct probability measures on infinite self-avoiding walks. The limit measure (if it exists) obtained when…

Probability · Mathematics 2019-12-25 Vincent Beffara , Cong Bang Huynh

We show that it is possible to generate a random walk with an electrostatic field by means of several parallel infinite charged planes in which the surface charge distribution could be either $\pm\sigma$. We formulate the problem of this…

Statistical Mechanics · Physics 2015-06-26 Rodrigo Aldana , Jose Vidal Alcala , Gabriel Gonzalez

Consider a nearest neighbor random walk on the two-dimensional integer lattice, where each vertex is initially labeled either `H' or `V', uniformly and independently. At each discrete time step, the walker resamples the label at its current…

Probability · Mathematics 2023-05-11 Swee Hong Chan

Quantum walks are standard tools for searching graphs for marked vertices, and they often yield quadratic speedups over a classical random walk's hitting time. In some exceptional cases, however, the system only evolves by sign flips,…

Quantum Physics · Physics 2017-05-05 Thomas G. Wong , Raqueline A. M. Santos

Applied to statistical physics models, the random cost algorithm enforces a Random Walk (RW) in energy (or possibly other thermodynamic quantities). The dynamics of this procedure is distinct from fixed weight updates. The probability for a…

Statistical Mechanics · Physics 2009-10-31 Bernd A. Berg , Ulrich H. E. Hansmann

In this paper we prove a rate of escape theorem and a central limit theorem for isotropic random walks on Fuchsian buildings, giving formulae for the speed and asymptotic variance. In particular, these results apply to random walks induced…

Probability · Mathematics 2014-12-01 L. A. Gilch , S. Mueller , J. Parkinson

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

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

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…

Probability · Mathematics 2009-07-17 D. Denisov , V. Wachtel

In this paper we consider a particular version of the random walk with restarts: random reset events which bring suddenly the system to the starting value. We analyze its relevant statistical properties like the transition probability and…

Mathematical Physics · Physics 2016-09-28 Miquel Montero , Javier Villarroel

Let $N$ and $M$ be positive integers satisfying $1\le M\le N$, and let $0<p_0<p_1<1$. Define a process $\{X_n\}_{n=0}^\infty$ on $\mathbb{Z}$ as follows. At each step, the process jumps either one step to the right or one step to the left,…

Probability · Mathematics 2014-02-11 Ross G. Pinsky
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