Related papers: The continuous-time lace expansion
We show that computing the coefficients of the Taylor expansion of the solution of the off-equilibrium dynamical equations characterizing models with quenched disorder is a very effective way to understand the long time asymptotic behavior.…
A compact correlation-function expansion is developed for nth order optical susceptibilities in the frequency domain using the Keldysh-Schwinger loop. By not keeping track of the relative time ordering of bra and ket interactions at the two…
A random walk in random scenery $(Y_n)_{n\in\mathbb{N}}$ is given by $Y_n=\xi_{S_n}$ for a random walk $(S_n)_{n\in\mathbb{N}}$ and iid random variables $(\xi_n)_{n\in\mathbb{Z}}$. In this paper, we will show the weak convergence of the…
We study the effective conductivity $\sigma_e$ for a random wire problem on the $d$-dimensional cubic lattice ${\mathbb Z}^d, d \geq 2$ in the case when random conductivities on bonds are independent identically distributed random…
We present a systematic short time expansion for the generating function of the one point height probability distribution for the KPZ equation with droplet initial condition, which goes much beyond previous studies. The expansion is checked…
We investigate the time averaged squared displacement (TASD) of continuous time random walks with respect to the number of steps $N$, which the random walker performed during the data acquisition time $T$. We prove that the TASD, and as…
We introduce a one-dimensional random walk, which at each step performs a reinforced dynamics with probability $\theta$ and with probability $1 - \theta$, the random walk performs a step independent of the past. We analyse its asymptotic…
We consider large random matrices $X$ with centered, independent entries but possibly different variances. We compute the normalized trace of $f(X) g(X^*)$ for $f,g$ functions analytic on the spectrum of $X$. We use these results to compute…
We explore some of the connections between the local picture left by the trace of simple random walk on a discrete cylinder with base a d-dimensional torus, d at least 2, of side-length N running for times of order N^{2d} and the model of…
Let $N(t)$ be the collection of particles alive at time $t$ in a branching Brownian motion in $\mathbb{R}^d$, and for $u\in N(t)$, let $\mathbf{X}_u(t)$ be the position of particle $u$ at time $t$. For $\theta\in \mathbb{R}^d$, we define…
We review results on linearly edge-reinforced random walks. On finite graphs, the process has the same distribution as a mixture of reversible Markov chains. This has applications in Bayesian statistics and it has been used in studying the…
Some stochastic systems are particularly interesting as they exhibit critical behavior without fine-tuning of a parameter, a phenomenon called self-organized criticality. In the context of driven-dissipative steady states, one of the main…
In this paper, we obtain a local limit theorem for the Kemperman's model of oscillating random walk on $\mathbb{Z}$; it extends the existing results for classical random walks on $\mathbb Z$ or reflected random walks on $\mathbb N_0$. The…
In this paper, time-dependent dynamical systems given by sequences of maps are studied. For systems built from expanding C^2-maps on a compact Riemannian manifold M with uniform bounds on expansion factors and derivatives, we provide…
The high-temperature expansion coefficients of the ordinary and the higher susceptibilities of the spin-1/2 nearest-neighbor Ising model are calculated exactly up to the 20th order for a general d-dimensional (hyper)-simple-cubical lattice.…
We consider the biased random walk on a tree constructed from the set of finite self-avoiding walks on a lattice, and use it to construct probability measures on infinite self-avoiding walks. The limit measure (if it exists) obtained when…
In this paper, we combine the method of multiple scales and the method of matched asymptotic expansions to construct uniformly-valid asymptotic solutions to autonomous and non-autonomous difference equations in the neighbourhood of a…
Strong-coupling expansion is performed for the lattice phi^4 model in 1+1 dimensions. Because the strong-coupling limit itself is not solvable, we employed numerical calculations so as to set up unperturbed eigensystems. Restricting the…
In this article we focus on a general model of random walk on random marked trees. We prove a recurrence criterion, analogue to the recurrence criterion proved by R. Lyons and Robin Pemantle (1992) in a slightly different model. In the…
We introduce a cover time problem for random walks on dynamic graphs in which the graph expands in time and the walker moves at random times. Time to cover all nodes and number of returns to original states are analyzed in resulting model.