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We discuss the question of recurrence for persistent, or Newtonian, random walks in Z^2, i.e., random walks whose transition probabilities depend both on the walker's position and incoming direction. We use results by Toth and Schmidt-Conze…
This paper presents a simple model that mimics quantum mechanics (QM) results in terms of probability fields of free particles subject to self-interference, without using Schroedinger equation or complex wavefunctions. Unlike the standard…
We prove convex ordering results for random vectors admitting a predictable representation in terms of a Brownian motion and a non-necessarily independent jump component. Our method uses forward-backward stochastic calculus and extends…
This is an overview about natural sample spaces for differential equations driven by various noises. Appropriate sample spaces are needed in order to facilitate a random dynamical systems approach for stochastic differential equations. The…
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…
We study the first passage times of discrete-time branching random walks in ${\mathbb R}^d$ where $d\geq 1$. Here, the genealogy of the particles follows a supercritical Galton-Watson process. We provide asymptotics of the first passage…
A continuous Markovian model for truncated Levy random walks is proposed. It generalizes the approach developed previously by Lubashevsky et al. Phys. Rev. E 79, 011110 (2009); 80, 031148 (2009), Eur. Phys. J. B 78, 207 (2010) allowing for…
We study the transport properties for a walker on a ratchet potential. The walker consists of two particles coupled by a bistable potential that allow the interchange of the order of the particles while moving through a one-dimensional…
We study the behaviour of the rescaled minimal subtree containing the origin and K random vertices selected from a random critical (sufficiently spread-out, and in dimensions d > 8) lattice tree conditioned to survive until time ns, in the…
The scaling behaviour of randomly branched polymers in a good solvent is studied in two to nine dimensions, using as microscopic models lattice animals and lattice trees on simple hypercubic lattices. As a stochastic sampling method we use…
Modeling of polymer chains has received a lot of attention in mathematics. In fact, probabilistic models that naturally arise in statistical mechanics have been widely studied by mathematicians for the very challenging and novel problems…
We study a strongly Non-Markovian variant of random walk in which the probability of visiting a given site $i$ is a function $f$ of number of previous visits $v(i)$ to the site. If the probability is proportional to number of visits to the…
In this article, we consider the speed of the random walks in a (uniformly elliptic and i.i.d.) random environment (RWRE) under perturbation. We obtain the derivative of the speed of the RWRE w.r.t. the perturbation, under the assumption…
Quantum random walks are constructed on operator spaces with the aid of matrix-space lifting, a type of ampliation intermediate between those provided by spatial and ultraweak tensor products. Using a form of Wiener-Ito decomposition, a…
We introduce a continuous-time quantum walk on an ultrametric space corresponding to the set of p-adic integers and compute its time-averaged probability distribution. It is shown that localization occurs for any location of the ultrametric…
A wide range of physical problems can be described by randomly-oriented linear trajectories, including any system of objects, organisms, particles, or rays that follow a linear path. Dependent upon the particular random variables that…
We study a notion of local time for a continuous path, defined as a limit of suitable discrete quantities along a general sequence of partitions of the time interval. Our approach subsumes other existing definitions and agrees with the…
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…
We consider two particles performing continuous-time nearest neighbor random walk on $\mathbb Z$ and interacting with each other when they are at neighboring positions. Typical examples are two particles in the partial exclusion process or…
Robots are still poor at traversing cluttered large obstacles required for important applications like search and rescue. By contrast, animals are excellent at doing so, often using direct physical interaction with obstacles rather than…