Related papers: Generating discrete-time constrained random walks …
Let G be a vertex transitive graph. A study of the range of simple random walk on G and of its bridge is proposed. While it is expected that on a graph of polynomial growth the sizes of the range of the unrestricted random walk and of its…
We consider random walks with independent but not necessarily identical distributed increments. Assuming that the increments satisfy the well-known Lindeberg condition, we investigate the asymptotic behaviour of first-passage times over…
We introduce a set of techniques that allow for efficiently generating many independent random walks in the Massive Parallel Computation (MPC) model with space per machine strongly sublinear in the number of vertices. In this…
We establish and generalise several bounds for various random walk quantities including the mixing time and the maximum hitting time. Unlike previous analyses, our derivations are based on rather intuitive notions of local expansion…
Exploiting the coherent medium approximation, random walk among sites distributed randomly in space is investigated when the jump rate depends on the distance between two adjacent sites. In one dimension, it is shown that when the jump rate…
This paper is a collection of recent results on discrete-time and continuous-time branching random walks. Some results are new and others are known. Many aspects of this theory are considered: local, global and strong local survival, the…
This article analyzes and compares two general techniques of rare event simulation for generating paths of Markov processes over fixed time horizons: exponential tilting and stochastic bridge. These two methods allow to accurately compute…
The random walk process underlies the description of a large number of real world phenomena. Here we provide the study of random walk processes in time varying networks in the regime of time-scale mixing; i.e. when the network connectivity…
Graph-limit theory focuses on the convergence of sequences of graphs when the number of nodes becomes arbitrarily large. This framework defines a continuous version of graphs allowing for the study of dynamical systems on very large graphs,…
Random walk is a fundamental concept with applications ranging from quantum physics to econometrics. Remarkably, one specific model of random walks appears to be ubiquitous across many fields as a tool to analyze transport phenomena in…
We study the convex hull of the set of points visited by a two-dimensional random walker of T discrete time steps. Two natural observables that characterize the convex hull in two dimensions are its perimeter L and area A. While the mean…
We survey recent results on some one- and two-dimensional patterns generated by random permutations of natural numbers. In the first part, we discuss properties of random walks, evolving on a one-dimensional regular lattice in discrete time…
In this study, we address the central issue of statistical inference for Markov jump processes using discrete time observations. The primary problem at hand is to accurately estimate the infinitesimal generator of a Markov jump process, a…
The L\'evy, jumping process, defined in terms of the jumping size distribution and the waiting time distribution, is considered. The jumping rate depends on the process value. The fractional diffusion equation, which contains the variable…
We introduce a persistent random walk model with finite velocity and self-reinforcing directionality, which explains how exponentially distributed runs self-organize into truncated L\'evy walks observed in active intracellular transport by…
We study a class of discrete-time random walks in $\mathbb{R}^d$ whose conditional drift decays polynomially in time and grows polynomially with the distance from the origin to the current position. This class is related to several models…
We investigate searching efficiency of different kinds of random walk on complex networks which rely on local information and one-step memory. For the studied navigation strategies we obtained theoretical and numerical values for the graph…
We consider a one dimensional random walk in random environment that is uniformly biased to one direction. In addition to the transition probability, the jump rate of the random walk is assumed to be spatially inhomogeneous and random. We…
The L\'evy walk process with rests is discussed. The jumping time is governed by an $\alpha$-stable distribution with $\alpha>1$ while a waiting time distribution is Poissonian and involves a position-dependent rate which reflects a…
Levy walks are random processes with an underlying spatiotemporal coupling. This coupling penalizes long jumps, and therefore Levy walks give a proper stochastic description for a particle's motion with broad jump length distribution. We…