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The detrended fluctuation analysis (DFA) is one of the most widely used tools for the detection of long-range correlations in time series. Although DFA has found many interesting applications and has been shown as one of the best performing…

Statistical Mechanics · Physics 2020-03-18 G. Sikora , M. Hoell , A. Wylomanska , J. Gajda , A. V. Chechkin , H. Kantz

We study intersection properties of two or more independent tree-like random graphs. Our setting encompasses critical, possibly long range, Bernoulli percolation clusters, incipient infinite clusters, as well as critical branching random…

Probability · Mathematics 2024-12-02 Amine Asselah , Bruno Schapira

A global picture of a random particle movement is given by the convex hull of the visited points. We obtained numerically the probability distributions of the volume and surface of the convex hulls of a selection of three types of…

Statistical Mechanics · Physics 2018-07-04 Hendrik Schawe , Alexander K. Hartmann , Satya N. Majumdar

We prove an invariance principle for continuous-time random walks in a dynamically averaging environment on $\mathbb Z$. In the beginning, the conductances may fluctuate substantially, but we assume that as time proceeds, the fluctuations…

Probability · Mathematics 2020-09-24 Stein Andreas Bethuelsen , Christian Hirsch , Christian Mönch

We establish stable functional central limit theorems for scaled elephant random walks in the diffusive, critical, and superdiffusive cases using the martingale approach.

Probability · Mathematics 2026-03-17 Go Tokumitsu

We characterize ballistic behavior for general i.i.d. random walks in random environments on $\mathbb{Z}$ with bounded jumps. The two characterizations we provide do not use uniform ellipticity conditions. They are natural in the sense that…

Probability · Mathematics 2022-05-16 Daniel J. Slonim

We consider a two parameter family of unitarily invariant diffusion processes on the general linear group $\mathbb{GL}_N$ of $N\times N$ invertible matrices, that includes the standard Brownian motion as well as the usual unitary Brownian…

Probability · Mathematics 2015-06-23 Guillaume Cébron , Todd Kemp

In a growing number of strongly disordered and dense systems, the dynamics of a particle pulled by an external force field exhibits super-diffusion. In the context of glass forming systems, super cooled glasses and contamination spreading…

Statistical Mechanics · Physics 2019-12-18 Wanli Wang , Alessandro Vezzani , Raffaella Burioni , Eli Barkai

We study the effect of gluon number fluctuations (Pomeron loops) on deep inelastic scattering (DIS) in the fixed coupling case. We find that the description of the DIS data is improved once gluon number fluctuations are included. Also the…

High Energy Physics - Phenomenology · Physics 2009-11-13 Misha Kozlov , Arif Shoshi , Wenchang Xiang

Internal Diffusion Limited Aggregation (IDLA) is a model that describes the growth of a random aggregate of particles from the inside out. Shellef proved that IDLA processes on supercritical percolation clusters of integer-lattices fill…

Probability · Mathematics 2011-11-03 Hugo Duminil-Copin , Cyrille Lucas , Ariel Yadin , Amir Yehudayoff

We obtain large deviations estimates for the self-intersection local times for a symmetric random walk in dimension 3. Also, we show that the main contribution to making the self-intersection large, in a time period of length $n$, comes…

Probability · Mathematics 2007-05-23 Amine Asselah

We consider a left-transient random walk in a random environment on Z that will be disturbed by cookies inducing a drift to the right of strength 1. The number of cookies per site is i.i.d. and independent of the environment. Criteria for…

Probability · Mathematics 2011-10-28 Elisabeth Bauernschubert

We consider the limiting behaviour of the point processes associated with a branching random walk with supercritical branching mechanism and balanced regularly varying step size. Assuming that the underlying branching process satisfies…

Probability · Mathematics 2016-01-05 Ayan Bhattacharya , Rajat Subhra Hazra , Parthanil Roy

The performance of spectral clustering relies on the fluctuations of the entries of the eigenvectors of a similarity matrix, which has been left uncharacterized until now. In this letter, it is shown that the signal $+$ noise structure of a…

Machine Learning · Statistics 2024-05-28 Hugo Lebeau , Florent Chatelain , Romain Couillet

We give a series of combinatorial results that can be obtained from any two collections (both indexed by $\Z\times \N$) of left and right pointing arrows that satisfy some natural relationship. When applied to certain self-interacting…

Probability · Mathematics 2012-05-11 Mark Holmes , Thomas S. Salisbury

We investigate how large deviations events cluster in the framework of an infinite moving average process with light-tailed noise and long memory. The long memory makes clusters larger, and the asymptotic behaviour of the size of the…

Probability · Mathematics 2023-01-06 Arijit Chakrabarty , Gennady Samorodnitsky

We study the convex hull of the set of points visited by a two-dimensional random walker of T discrete time steps. Two natural observables that characterize the convex hull in two dimensions are its perimeter L and area A. While the mean…

Statistical Mechanics · Physics 2015-06-11 Gunnar Claussen , Alexander K. Hartmann , Satya N. Majumdar

We consider the branching random walk on the real line where the underlying motion is of a simple random walk and branching is at least binary and at most decaying exponentially in law. It is well known that the normalized empirical measure…

Probability · Mathematics 2012-07-11 Oren Louidor , Will Perkins

We consider a real random walk S_n = X_1 + ... + X_n attracted (without centering) to the normal law: this means that for a suitable norming sequence a_n we have the weak convergence S_n / a_n --> f(x) dx, where f(x) is the standard normal…

Probability · Mathematics 2007-05-23 Francesco Caravenna

The study of first passage percolation (FPP) for the random interlacements model has been initiated in arXiv:2112.12096, where it is shown that on $\mathbb{Z}^d$, $d\geq 3$, the FPP distance is comparable to the graph distance with high…

Probability · Mathematics 2025-10-15 Alexis Prévost
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