English
Related papers

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

200 papers

We consider Reinforced Random Walks where transition probabilities are a function of the proportion of times the walk has traversed an edge. We give conditions for recurrence or transience. A phase transition is observed, similar to…

Probability · Mathematics 2009-07-15 Olivier Raimond , Bruno Schapira

Maximization of the entropy rate is an important issue to design diffusion processes aiming at a well-mixed state. We demonstrate that it is possible to construct maximal-entropy random walks with only local information on the graph…

Statistical Mechanics · Physics 2011-03-14 Roberta Sinatra , Jesús Gómez-Gardeñes , Renaud Lambiotte , Vincenzo Nicosia , Vito Latora

We study the rate of convergence in the Shape Theorem of first-passage percolation, obtaining the precise asymptotic rate of decay for the probability of linear order deviations under a moment condition. Our results are stated for a given…

Probability · Mathematics 2014-08-06 Daniel Ahlberg

The first passage is a generic concept for quantifying when a random quantity such as the position of a diffusing molecule or the value of a stock crosses a preset threshold (target) for the first time. The last decade saw an enlightening…

Statistical Mechanics · Physics 2016-09-26 Aljaz Godec , Ralf Metzler

We propose local-biased random walks on general networks where a Markovian walker can choose between different types of biases in each node to define transitions to its neighbors depending on their degrees. For this ergodic dynamics, we…

Statistical Mechanics · Physics 2022-04-27 Christopher Sebastian Hidalgo Calva , Alejandro P. Riascos

Random walks with memory typically involve rules where a preference for either revisiting or avoiding those sites visited in the past are introduced somehow. Such effects have a direct consequence on the statistics of first-passage and…

Statistical Mechanics · Physics 2019-07-03 Daniel Campos , Vicenç Méndez

As a first step in the first passage problem for passive tracer in stratified porous media, we consider the case of a two-dimensional system consisting of two layers with different convection velocities. Using a lattice generating function…

Condensed Matter · Physics 2009-10-22 Jysoo Lee , Joel Koplik

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…

Probability · Mathematics 2026-01-06 Jose Blanchet , Wei Cai , Shaswat Mohanty , Zhenyuan Zhang

In this paper we consider a (reflected) Brownian motion with broken drift hitting a random boundary. Some dedicated calculations allow us to obtain the formula on the joint Laplace transform of the hitting time and hitting position. These…

Probability · Mathematics 2020-10-14 Zhenwen Zhao , Yuejuan Xi

In this paper, we consider a homogeneous Markov process \xi(t;\omega) on an ultrametric space Q_p, with distribution density f(x,t), x in Q_p, t in R_+, satisfying the ultrametric diffusion equation df(x,t)/dt =-Df(x,t). We construct and…

Mathematical Physics · Physics 2009-11-13 V. A. Avetisov , A. Kh. Bikulov , A. P. Zubarev

The switch process alternates independently between 1 and -1, with the first switch to 1 occurring at the origin. The expected value function of this process is defined uniquely by the distribution of switching times. The relation between…

Probability · Mathematics 2024-11-20 Henrik Bengtsson

Analytical results for the distribution of first hitting times of random walks on Erd\H{o}s-R\'enyi networks are presented. Starting from a random initial node, a random walker hops between adjacent nodes until it hits a node which it has…

Physics and Society · Physics 2017-02-22 Ido Tishby , Ofer Biham , Eytan Katzav

Hypergraph has been selected as a powerful candidate for characterizing higher-order networks and has received increasing attention in recent years. In this article, we study random walks with resetting on hypergraph by utilizing spectral…

Social and Information Networks · Computer Science 2025-05-08 Fei Ma , Xincheng Hu , Haobin Shi , Wei Pan , Ping Wang

We compute the exponential decay of the probability that a given multi-dimensional random walk stays in a convex cone up to time $n$, as $n$ goes to infinity. We show that the latter equals the minimum, on the dual cone, of the Laplace…

Probability · Mathematics 2019-11-11 Rodolphe Garbit , Kilian Raschel

The time to first crossing for the Poisson counting process with respect to a linear moving barrier with offset is a classic problem, although key results remain scattered across the literature and their equivalence is often unclear. Here…

Statistical Mechanics · Physics 2026-04-07 Ivan N. Burenev , Michael J. Kearney , Satya N. Majumdar

This paper presents necessary and sufficient conditions for on- and off-diagonal transition probability estimates for random walks on weighted graphs. On the integer lattice and on may fractal type graphs both the volume of a ball and the…

Probability · Mathematics 2008-01-17 Andras Telcs

We introduce a general framework, applicable to a broad class of random walks on networks, that quantifies the response of the mean first-passage time to a target node to a local perturbation of the network, both in the context of attacks…

Statistical Mechanics · Physics 2011-03-28 Vincent Tejedor , Olivier Bénichou , Raphael Voituriez , Michel Moreau

The random walk process underlies the description of a large number of real world phenomena. Here we provide the study of random walk processes in time varying networks in the regime of time-scale mixing; i.e. when the network connectivity…

The first return time (FRT) is the time it takes a random walker to first return to its original site, and the global first passage time (GFPT) is the first passage time for a random walker to move from a randomly selected site to a given…

Statistical Mechanics · Physics 2018-09-10 Junhao Peng , Guoai Xu , Renxiang Shao , Lin Chen , H. Eugene Stanley

In this work, we investigate the temporal evolution of the degree of a given vertex in a network by mapping the dynamics into a random walk problem in degree space. We analyze when the degree approximates a pre-established value through a…

Statistical Mechanics · Physics 2022-04-12 F. Ampuero , M. O. Hase
‹ Prev 1 4 5 6 7 8 10 Next ›