Related papers: Kinetic walks for sampling
Consider the dynamic environment governed by a Poissonian field of independent particles evolving as simple random walks on $\mathbb{Z}^d$. The random walk on random walks model refers to a particular stochastic process on $\mathbb{Z}^d$…
Random flights (also called run-and-tumble walks or transport processes) represent finite velocity random motions changing direction at any Poissonian time. These models in d-dimension, can be studied giving a general formulation of the…
Lattice-based random walk models are widely used to study populations of migrating cells with motility bias and proliferation. Crowding is typically represented by volume exclusion, where each lattice site can be occupied by at most one…
The spatial coverage produced by a single discrete-time random walk, with asymmetric jump probability $p\neq 1/2$ and non-uniform steps, moving on an infinite one-dimensional lattice is investigated. Analytical calculations are complemented…
For more than a century lattice random walks have been employed ubiquitously, both as a theoretical laboratory to develop intuition about more complex stochastic processes and as a tool to interpret a vast array of empirical observations.…
Subordinating a random walk to a renewal process yields a continuous time random walk (CTRW) model for diffusion, including the possibility of anomalous diffusion. Transition densities of scaling limits of power law CTRWs have been shown to…
We consider a basic one-dimensional model of diffusion which allows to obtain a diversity of diffusive regimes whose speed depends on the moments of the per-site trapping time. This model is closely related to the continuous time random…
We study the evolution of a random walker on a conservative dynamic random environment composed of independent particles performing simple symmetric random walks, generalizing results of [16] to higher dimensions and more general transition…
Zigzag and other piecewise deterministic Markov process samplers have attracted significant interest for their non-reversibility and other appealing properties for Bayesian posterior computation. Hamiltonian Monte Carlo is another…
We focus on the modeling and simulation of an infectious disease spreading in a medium size population occupying a confined environment, such as an airport terminal, for short periods of time. Because of the size of the crowd and venue, we…
In this work, we explore a link between an unbounded spin system given by a system of stochastic differential equations and a random walk. This allows us to study the decay of the (co)variance of functions with respect to time. We extend…
We study the stochastic motion of active particles that undergo spontaneous transitions between two distinct modes of motion. Each mode is characterized by a velocity distribution and an arbitrary (anti-)persistence. We present an…
A random walk in a sparse random environment is a model introduced by Matzavinos et al. [Electron. J. Probab. 21, paper no. 72: 2016] as a generalization of both a simple symmetric random walk and a classical random walk in a random…
A discrete-time Quantum Walk (QW) is essentially a unitary operator driving the evolution of a single particle on the lattice. Some QWs admit a continuum limit, leading to familiar PDEs (e.g. the Dirac equation). In this paper, we study the…
The iterated random walk is a random process in which a random walker moves on a one-dimensional random walk which is itself taking place on a one-dimensional random walk, and so on. This process is investigated in the continuum limit using…
We propose a variety of models of random walk, discrete in space and time, suitable for simulating stable random variables of arbitrary index $\alpha$ ($0< \alpha \le 2$), in the symmetric case. We show that by properly scaled transition to…
We examine a class of random walks in random environments on $\mathbb{Z}$ with bounded jumps, a generalization of the classic one-dimensional model. The environments we study have i.i.d. transition probability vectors drawn from Dirichlet…
We set the ground for a theory of quantum walks on graphs- the generalization of random walks on finite graphs to the quantum world. Such quantum walks do not converge to any stationary distribution, as they are unitary and reversible.…
This study in centered on models accounting for stochastic deformations of sample paths of random walks, embedded either in $\mathbb{Z}^2$ or in $\mathbb{Z}^3$. These models are immersed in multi-type particle systems with exclusion.…
L\'evy walks are continuous time random walks with spatio-temporal coupling of jump lengths and waiting times, often used to model superdiffusive spreading processes such as animals searching for food, tracer motion in weakly chaotic…