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A Levy walk is a non-Markovian stochastic process in which the elementary steps of the walker consist of motion with constant speed in randomly chosen directions and for a random period of time. The time of flight is chosen from a…

Statistical Mechanics · Physics 2013-08-27 Abhishek Dhar , Keiji Saito

In this paper, we analyze the mean first passage time (MFPT) for a single Brownian particle to find a stochastically-gated target under the additional condition that the position of the particle is reset to a fixed position $\x_r$ at a rate…

Statistical Mechanics · Physics 2020-10-28 Paul C Bressloff

This paper motivates the use of random-bridges -- stochastic processes conditioned to take target distributions at fixed timepoints -- in the realm of generative modelling. Herein, random-bridges can act as stochastic transports between two…

Machine Learning · Computer Science 2026-04-07 Stefano Goria , Levent A. Mengütürk , Murat C. Mengütürk , Berkan Sesen

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

We perform a thorough analysis of the survival probability of symmetric random walks with stochastic resetting, defined as the probability for the walker not to cross the origin up to time $n$. For continuous symmetric distributions of step…

Statistical Mechanics · Physics 2022-09-13 Claude Godrèche , Jean-Marc Luck

Stochastic networks based on random point sets as nodes have attracted considerable interest in many applications, particularly in communication networks, including wireless sensor networks, peer-to-peer networks and so on. The study of…

Probability · Mathematics 2020-08-26 Subhroshekhar Ghosh , Kumarjit Saha

We introduce a general framework, applicable to a broad class of random walks on networks, that quantifies the response of the mean first-passage time to a target node to a local perturbation of the network, both in the context of attacks…

Statistical Mechanics · Physics 2011-03-28 Vincent Tejedor , Olivier Bénichou , Raphael Voituriez , Michel Moreau

Resetting or restart, when applied to a stochastic process, usually brings its dynamics to a time-independent stationary state. In turn, the optimal resetting rate makes the mean time to reach a target to be the shortest one. These and…

Statistical Mechanics · Physics 2022-08-31 Przemyslaw Chelminiak

We focus on the problem of performing random walks efficiently in a distributed network. Given bandwidth constraints, the goal is to minimize the number of rounds required to obtain a random walk sample. We first present a fast sublinear…

Distributed, Parallel, and Cluster Computing · Computer Science 2010-03-03 Atish Das Sarma , Danupon Nanongkai , Gopal Pandurangan , Prasad Tetali

In this paper we study the asymptotic behavior of the Random-Walk Metropolis algorithm on probability densities with two different `scales', where most of the probability mass is distributed along certain key directions with the…

Computation · Statistics 2015-10-12 Alexandros Beskos , Gareth Roberts , Alexandre Thiery , Natesh Pillai

This paper studies the network throughput and transport delay of a multihop wireless random access network based on a Markov renewal model of packet transportation. We show that the distribution of the source-to-destination (SD) distance…

Networking and Internet Architecture · Computer Science 2008-05-12 Lin Dai , Tony T. Lee

Random walks with memory typically involve rules where a preference for either revisiting or avoiding those sites visited in the past are introduced somehow. Such effects have a direct consequence on the statistics of first-passage and…

Statistical Mechanics · Physics 2019-07-03 Daniel Campos , Vicenç Méndez

A second-order random walk on a graph or network is a random walk where transition probabilities depend not only on the present node but also on the previous one. A notable example is the non-backtracking random walk, where the walker is…

Probability · Mathematics 2021-12-28 Dario Fasino , Arianna Tonetto , Francesco Tudisco

We investigate the statistics of fluctuations in a classical stochastic network of nodes joined by connectors. The nodes carry generalized charge that may be randomly transferred from one node to another. Our goal is to find the time…

Mesoscale and Nanoscale Physics · Physics 2009-11-10 Andrew N. Jordan , Eugene V. Sukhorukov , Sebastian Pilgram

We study first-passage time problems for a diffusive particle with stochastic resetting with a finite rate $r$. The optimal search time is compared quantitatively with that of an effective equilibrium Langevin process with the same…

Statistical Mechanics · Physics 2015-06-12 Martin R. Evans , Satya N. Majumdar , Kirone Mallick

In this paper we present a combinatorial optimisation view on the routing problem for connectionless packet networks by using the metaphor of a landscape. We examine the main properties of the routing landscapes as we define them and how…

Networking and Internet Architecture · Computer Science 2007-05-23 T. Michalareas , L. Sacks

Diffusion with stochastic resetting is a paradigm of resetting processes. Standard renewal or master equation approach are typically used to study steady state and other transport properties such as average, mean squared displacement etc.…

Statistical Mechanics · Physics 2022-03-02 Viktor Stojkoski , Trifce Sandev , Ljupco Kocarev , Arnab Pal

In this paper, we conduct a literature review of laws of motion based on stochastic search strategies which are mainly focused on exploring highly dynamic environments. In this regard, stochastic search strategies represent an interesting…

We consider random walks that start and are absorbed on the leaves of random networks and study the length of such walks. For the networks we investigate, Erdos-Renyi random graphs and Barabasi-Albert scale free networks, these walks are…

Disordered Systems and Neural Networks · Physics 2016-07-11 David Lancaster

Transport in disordered media is a central theme in probability and statistical physics, where randomness in the underlying medium produces phenomena such as localization, anomalous scaling, and slow relaxation. A paradigmatic model for…

Probability · Mathematics 2026-03-25 Luca Avena , Conrado da Costa
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