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We describe the full exit boundary of random walks on homogeneous trees, in particular, on the free groups. This model exhibits a phase transition, namely, the family of Markov measures under study loses ergodicity as a parameter of the…

Probability · Mathematics 2015-04-28 A. Vershik , A. Malyutin

The node2vec random walk is a non-Markovian random walk on the vertex set of a graph, widely used for network embedding and exploration. This random walk model is defined in terms of three parameters which control the probability of,…

Probability · Mathematics 2026-04-16 Luca Avena , Gianmarco Bet , Lars Schroeder , Clara Stegehuis

We study discrete-time random walks on arbitrary networks with first-passage resetting processes. To the end, a set of nodes are chosen as observable nodes, and the walker is reset instantaneously to a given resetting node whenever it hits…

Statistical Mechanics · Physics 2021-06-30 Feng Huang , Hanshuang Chen

Via a Dirichlet form extension theorem and making full use of two-sided heat kernel estimates, we establish quenched invariance principles for random walks in random environments with a boundary. In particular, we prove that the random walk…

Probability · Mathematics 2015-09-10 Zhen-Qing Chen , David A. Croydon , Takashi Kumagai

We study existence of percolation in the hierarchical group of order $N$, which is an ultrametric space, and transience and recurrence of random walks on the percolation clusters. The connection probability on the hierarchical group for two…

Probability · Mathematics 2016-02-09 D. A. Dawson , L. G. Gorostiza

In this paper we study the number of returns to the coordinate hyperplanes for multidimensional nearest-neighbour random walks. While one-dimensional results on returns are classical, much less is known in higher dimensions. We analyse the…

Probability · Mathematics 2025-12-24 Rodolphe Garbit , Kilian Raschel

We consider a variation of the Generalized Excited Random Walk (GERW) in dimension $d\ge 2$ where the lower bound on the drift for excited jumps is time-dependent and decays to zero. We show that if the lower bound decays slower that…

Probability · Mathematics 2024-02-09 Rodrigo B. Alves , Giulio Iacobelli , Glauco Valle

We consider random walks on discrete state spaces, such as general undirected graphs, where the random walkers are designed to approximate a target quantity over the network topology via sampling and neighborhood exploration in the form of…

Probability · Mathematics 2024-01-30 Vishwaraj Doshi , Jie Hu , Do Young Eun

Given a sequence $(M_{k}, Q_{k})_{k\ge 1}$ of independent, identically distributed ran\-dom vectors with nonnegative components, we consider the recursive Markov chain $(X_{n})_{n\ge 0}$, defined by the random difference equation…

Probability · Mathematics 2018-01-30 Gerold Alsmeyer , Dariusz Buraczewski , Alexander Iksanov

Commonly, normal diffusive behavior is characterized by a linear dependence of the second central moment on time, $< x^2(t) >\propto t$, while anomalous behavior is expected to show a different time dependence, $ < x^2(t) > \propto…

Statistical Mechanics · Physics 2015-05-13 Bartlomiej Dybiec , Ewa Gudowska-Nowak

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…

Statistical Mechanics · Physics 2009-10-31 Rudolf Gorenflo , Gianni De Fabritiis , Francesco Mainardi

We study random walk among random conductance (RWRC) on complete graphs with N vertices. The conductances are i.i.d. and the sum of conductances emanating from a single vertex asymptotically has an infinitely divisible distribution…

Probability · Mathematics 2018-09-20 Andrea Collevecchio , Paul Jung

Based on studies on four specific networks, we conjecture a general relation between the walk dimensions $d_{w}$ of discrete-time random walks and quantum walks with the (self-inverse) Grover coin. In each case, we find that $d_{w}$ of the…

Statistical Mechanics · Physics 2015-06-03 Stefan Boettcher , Stefan Falkner , Renato Portugal

Consider the first exit time of one-dimensional Brownian motion $\{B_s\}_{s\geq 0}$ from a random passageway. We discuss a Brownian motion with two time-dependent random boundaries in quenched sense. Let $\{W_s\}_{s\geq 0}$ be an other…

Probability · Mathematics 2018-09-18 You Lv

We explore rectification phenomena in a system where two-dimensional random walkers interact with a funnel-shaped ratchet under two distinct classes of reflection rules. The two classes include the angle of reflection exceeding the angle of…

Statistical Mechanics · Physics 2023-11-01 Vidyesh Rao Anisetti , Sharath Ananthamurthy , J. M. Schwarz

Patients with type 2 diabetes need to closely monitor blood sugar levels as their routine diabetes self-management. Although many treatment agents aim to tightly control blood sugar, hypoglycemia often stands as an adverse event. In…

Methodology · Statistics 2024-03-15 Yingfa Xie , Haoda Fu , Yuan Huang , Vladimir Pozdnyakov , Jun Yan

The present paper extends the earlier results obtained by Abramov [`Conditions for recurrence and transience for time-inhomogeneous birth-and-death processes' \emph{Bull. Aust. Math. Soc.} \textbf{109} (2024), 393--402] for the case of…

Probability · Mathematics 2024-04-24 Vyacheslav M. Abramov

We study the asymptotic behavior of zero-drift random walks confined to multidimensional convex cones, when the endpoint is close to the boundary. We derive a local limit theorem in the fluctuation regime.

Probability · Mathematics 2020-03-06 Kilian Raschel , Pierre Tarrago

Let \beta_k(n) be the number of self-intersections of order k, appropriately renormalized, for a mean zero random walk X_n in Z^2 with 2+\delta moments. On a suitable probability space we can construct X_n and a planar Brownian motion W_t…

Probability · Mathematics 2007-05-23 Richard F. Bass , Jay Rosen

We consider in this paper subdiffusion in a system with a thin membrane. The subdiffusion parameters are the same in both parts of the system separated by the membrane. Using the random walk model with discrete time and space variables the…

Statistical Mechanics · Physics 2015-06-23 Tadeusz Kosztolowicz