Related papers: First-passage time distribution for random walks o…

We study the biased random walk process in random uncorrelated networks with arbitrary degree distributions. In our model, the bias is defined by the preferential transition probability, which, in recent years, has been commonly used to…

We give exact and explicit expressions of mean first-passage times for random walks in a rectangular domain, in both cases of reflecting boundary conditions and periodic boundary conditions. The situations with one or two absorbing targets…

We perform an in-depth study for mean first-passage time (MFPT)---a primary quantity for random walks with numerous applications---of maximal-entropy random walks (MERW) performed in complex networks. For MERW in a general network, we…

The first-passage time is proposed as an independent thermodynamic parameter of the statistical distribution that generalizes the Gibbs distribution. The theory does not include the determination of the first passage statistics itself. A…

In continuum one-dimensional space, a coupled directed continuous time random walk model is proposed, where the random walker jumps toward one direction and the waiting time between jumps affects the subsequent jump. In the proposed model,…

We derive an exact closed-form analytical expression for the distribution of the cover time for a random walk over an arbitrary graph. In special case, we derive simplified exact expressions for the distributions of cover time for a…

In this paper, we derive explicit formulas for the surface averaged first exit time of a discrete random walk on a finite lattice. We consider a wide class of random walks and lattices, including random walks in a non-trivial potential…

In this paper, we propose and analyze a novel one-dimensional inhomogeneous random walk model that combines spatial decay of transition probabilities with a temporal renewal structure for each excursion. In this model, the probability of…

Random walks over directed graphs are used to model activities in many domains, such as social networks, influence propagation, and Bayesian graphical models. They are often used to compute the importance or centrality of individual nodes…

We present an approximated maximum likelihood method for the multifractal random walk processes of [E. Bacry et al., Phys. Rev. E 64, 026103 (2001)]. The likelihood is computed using a Laplace approximation and a truncation in the…

Due to wide applications in diverse fields, random walks subject to stochastic resetting have attracted considerable attention in the last decade. In this paper, we study discrete-time random walks on complex network with multiple resetting…

We consider the dynamics of lattice random walks with resetting. The walker moving randomly on a lattice of arbitrary dimensions resets at every time step to a given site with a constant probability $r$. We construct a discrete renewal…

We consider the Beta polymer, an exactly solvable model of directed polymer on the square lattice, introduced by Barraquand and Corwin. We study the statistical properties of its point to point partition sum. The problem is equivalent to a…

The first-passage time (FPT) is the time it takes a system variable to cross a given boundary for the first time. In the context of Markov networks, the FPT is the time a random walker takes to reach a particular node (target) by hopping…

We present a new method to compute the first crossing distribution in excursion set theory for the case of correlated random walks. We use a combination of the path integral formalism of Maggiore & Riotto, and the integral equation solution…

We consider a random walk in random environment with random holding times, that is, the random walk jumping to one of its nearest neighbors with some transition probability after a random holding time. Both the transition probabilities and…

The spectral theory of random walks on networks of arbitrary topology can be readily extended to study random walks and L\'evy flights subject to resetting on these structures. When a discrete-time process is stochastically brought back…

We show that the transience or recurrence of a random walk in certain random environments on an arbitrary infinite locally finite tree is determined by the branching number of the tree, which is a measure of the average number of branches…

We survey recent results on some one- and two-dimensional patterns generated by random permutations of natural numbers. In the first part, we discuss properties of random walks, evolving on a one-dimensional regular lattice in discrete time…

We derive a general formula for computing the expected first return time of a random walk on a finite graph. Using this framework, we calculate the expected first return time in various settings over bounded rectangular grids with different…