Related papers: Continuous limits of Heterogeneous Continuous Time…
In this article, we generalize the recent Discrete Time Random Walk (DTRW) algorithm, which was introduced for the computation of probability densities of fractional diffusion. Although it has the same computational complexity and shares…
We consider integer-valued random walks with independent but not identically distributed increments, and extend to this context several classical estimates, including a local limit theorem, precise small-ball estimates (both conditional on…
We examine diffusion-limited aggregation for a one-dimensional random walk with long jumps. We achieve upper and lower bounds on the growth rate of the aggregate as a function of the number of moments a single step of the walk has. In this…
We study the maximal displacement of branching random walks in a class of time inhomogeneous environments. Specifically, binary branching random walks with Gaussian increments will be considered, where the variances of the increments change…
A physical-mathematical approach to anomalous diffusion may be based on fractional diffusion equations and related random walk models. The fundamental solutions of these equations can be interpreted as probability densities evolving in time…
Random walks are studied on disordered cellular networks in 2-and 3-dimensional spaces with arbitrary curvature. The coefficients of the evolution equation are calculated in term of the structural properties of the cellular system. The…
The persistent walk is a classical model in kinetic theory, which has also been studied as a toy model for MCMC questions. Its continuous limit, the telegraph process, has recently been extended to various velocity jump processes (Bouncy…
We prove a central limit theorem for a sequence of random variables whose means are ambiguous and vary in an unstructured way. Their joint distribution is described by a set of measures. The limit is (not the normal distribution and is)…
Superslow diffusion, i.e., the long-time diffusion of particles whose mean-square displacement (variance) grows slower than any power of time, is studied in the framework of the decoupled continuous-time random walk model. We show that this…
We pose a new and intriguing question motivated by distributed computing regarding random walks on graphs: How long does it take for several independent random walks, starting from the same vertex, to cover an entire graph? We study the…
We apply the formalism of the continuous time random walk to the study of financial data. The entire distribution of prices can be obtained once two auxiliary densities are known. These are the probability densities for the pausing time…
We consider random walks in a random environment which are generalized versions of well-known effective models for Mott variable-range hopping. We study the homogenized diffusion constant of the random walk in the one-dimensional case. We…
We derive the continuous-time limit of discrete quantum walks with topological phases. We show the existence of a continuous-time limit that preserves their topological phases. We consider both simple-step and split-step walks, and derive…
Continuous time random walks have random waiting times between particle jumps. We define the correlated continuous time random walks (CTRWs) that converge to fractional Pearson diffusions (fPDs). The jumps in these CTRWs are obtained from…
The continuous time random walk model has been widely applied in various fields, including physics, biology, chemistry, finance, social phenomena, etc. In this work, we present an algorithm that utilizes a subordinate formula to generate…
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.
In this note, we give an original convergence result for products of independent random elements of motion group. Then we consider dynamic random walks which are inhomogeneous Markov chains whose transition probability of each step is, in…
Random walks are used for modeling various dynamics in, for example, physical, biological, and social contexts. Furthermore, their characteristics provide us with useful information on the phase transition and critical phenomena of even…
A measure on a locally compact group is called spread out if one of its convolution powers is not singular with respect to Haar measure. Using Markov chain theory, we conduct a detailed analysis of random walks on homogeneous spaces with…
We study the behavior of the random walk in a continuum independent long-range percolation model, in which two given vertices $x$ and $y$ are connected with probability that asymptotically behaves like $|x-y|^{-\alpha}$ with $\alpha>d$,…