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We study the rate of convergence to equilibrium of the self-repellent random walk and its local time process on the discrete circle $\mathbb{Z}_n$. While the self-repellent random walk alone is non-Markovian since the jump rates depend on…

Probability · Mathematics 2025-12-01 Andreas Eberle , Francis Lörler

Famously, a $d$-dimensional, spatially homogeneous random walk whose increments are non-degenerate, have finite second moments, and have zero mean is recurrent if $d \in \{1,2\}$ but transient if $d \geq 3$. Once spatial homogeneity is…

Probability · Mathematics 2017-01-06 Nicholas Georgiou , Mikhail V. Menshikov , Aleksandar Mijatović , Andrew R. Wade

As random operations for quantum systems are intensively used in various quantum information tasks, a trustworthy measure of the randomness in quantum operations is highly demanded. The Haar measure of randomness is a useful tool with wide…

We consider a random walk on a homogeneous space $G/\Lambda$ where $G$ is $\mathrm{SO}(2,1)$ or $\mathrm{SO}(3,1)$ and $\Lambda$ is a lattice. The walk is driven by a probability measure $\mu$ on $G$ whose support generates a Zariski-dense…

Dynamical Systems · Mathematics 2026-05-27 Timothée Bénard , Weikun He

A convergence theorem is obtained for quantum random walks with particles in an arbitrary normal state. This result unifies and extends previous work on repeated-interactions models, including that of the author (2010, J. London Math. Soc.…

Operator Algebras · Mathematics 2012-11-22 Alexander C. R. Belton

We consider simple random walks on random graphs embedded in $\mathbb{R}^d$ and generated by point processes such as Delaunay triangulations, Gabriel graphs and the creek-crossing graphs. Under suitable assumptions on the point process, we…

Probability · Mathematics 2015-06-19 Arnaud Rousselle

We consider a random walk on the support of a stationary simple point process on $R^d$, $d\geq 2$ which satisfies a mixing condition w.r.t.the translations or has a strictly positive density uniformly on large enough cubes. Furthermore the…

Mathematical Physics · Physics 2009-11-10 A. Faggionato , H. Schulz-Baldes , D. Spehner

We consider random walks in dynamic random environments given by Markovian dynamics on $\mathbb{Z}^d$. We assume that the environment has a stationary distribution $\mu$ and satisfies the Poincar\'e inequality w.r.t. $\mu$. The random walk…

Probability · Mathematics 2016-11-01 L. Avena , O. Blondel , A. Faggionato

This paper deals with the homogenization of the Poisson equation in a bounded domain of $\mathbb{R}^d$, $d>2$, which is perforated by a random number of small spherical holes with random radii and positions. We show that for a class of…

Analysis of PDEs · Mathematics 2018-03-28 Arianna Giunti , Richard Höfer , Juan J. L. Velázquez

Several stochastic processes modeling molecular motors on a linear track are given by random walks (not necessarily Markovian) on quasi 1d lattices and share a common regenerative structure. Analyzing this abstract common structure, we…

Probability · Mathematics 2014-05-08 Alessandra Faggionato , Vittoria Silvestri

We investigate three aspects of weak* convergence of the $n$-step distributions of random walks on finite volume homogeneous spaces $G/\Gamma$ of semisimple real Lie groups. First, we look into the obvious obstruction to the upgrade from…

Dynamical Systems · Mathematics 2024-05-02 Roland Prohaska

In the context of countable groups of polynomial volume growth, we consider a large class of random walks that are allowed to take long jumps along multiple subgroups according to power law distributions. For such a random walk, we study…

Probability · Mathematics 2022-07-26 Zhen-Qing Chen , Takashi Kumagai , Laurent Saloff-Coste , Jian Wang , Tianyi Zheng

We study the problem of convergence to the boundary in the setting of random walks on discrete quantum groups. Convergence to the boundary is established for random walks on $\hat{\textrm{SU}_q(2)}$. Furthermore, we will define the Martin…

Operator Algebras · Mathematics 2018-01-17 Bas Jordans

This work deals with the stationary analysis of two-dimensional partially homogeneous nearest-neighbour random walks. Such type of random walks are characterized by the fact that the one-step transition probabilities are functions of the…

Probability · Mathematics 2021-03-26 Ioannis Dimitriou

Convergence rate analyses of random walk Metropolis-Hastings Markov chains on general state spaces have largely focused on establishing sufficient conditions for geometric ergodicity or on analysis of mixing times. Geometric ergodicity is a…

Statistics Theory · Mathematics 2023-07-24 Riddhiman Bhattacharya , Galin L. Jones

We consider the $N$-particle noncolliding Bernoulli random walk --- a discrete time Markov process in $\mathbb{Z}^{N}$ obtained from a collection of $N$ independent simple random walks with steps $\in\{0,1\}$ by conditioning that they never…

Probability · Mathematics 2018-06-05 Vadim Gorin , Leonid Petrov

We define the probability structure of a continuous-time time-homogeneous Markov jump process, on a finite graph, that represents the continuous-time counterpart of the so-called Ruelle-Bowen discrete-time random walk. It constitutes the…

Optimization and Control · Mathematics 2018-02-14 Yongxin Chen , Tryphon T. Georgiou , Michele Pavon

We consider a discrete-time random walk on the nodes of an unbounded hexagonal lattice. We determine the probability generating functions, the transition probabilities and the relevant moments. The convergence of the stochastic process to a…

Probability · Mathematics 2019-09-16 Antonio Di Crescenzo , Claudio Macci , Barbara Martinucci , Serena Spina

Random walk in random environment (RWRE) is a fundamental model of statistical mechanics, describing the movement of a particle in a highly disordered and inhomogeneous medium as a random walk with random jump probabilities. It has been…

Probability · Mathematics 2013-09-11 Alexander Drewitz , Alejandro F. Ramírez

We introduce the headway exclusion process which is an exclusion process with $N$ particles on the one-dimensional discrete torus with $L$ sites with jump rates that depend only on the distance to the next particle in the direction of the…

Probability · Mathematics 2025-08-19 V. Belitsky , N. P. N. Ngoc , G. M. Schütz