English
Related papers

Related papers: Diophantine Gaussian excursions and random walks

200 papers

In a landscape composed of N randomly distributed sites in Euclidean space, a walker (``tourist'') goes to the nearest one that has not been visited in the last \tau steps. This procedure leads to trajectories composed of a transient part…

Disordered Systems and Neural Networks · Physics 2010-06-10 O. Kinouchi , A. S. Martinez , G. F. Lima , G. M. Lourenco , S. Risau-Gusman

We study using large deviation theory the fluctuations of time-integrated functionals or observables of the unbiased random walk evolving on Erd\"os-R\'enyi random graphs, and construct a modified, biased random walk that explains how these…

Statistical Mechanics · Physics 2019-03-06 Francesco Coghi , Jules Morand , Hugo Touchette

Given a finite-range random walk on a finitely generated free group , what is the asymptotic behaviour, as the number of steps goes to infinity, of the sequence of probabilities that the random walk is at a given element of the group? In…

Probability · Mathematics 2025-07-22 Guillaume Chevalier

We compute the average shape of trajectories of some one--dimensional stochastic processes x(t) in the (t,x) plane during an excursion, i.e. between two successive returns to a reference value, finding that it obeys a scaling form. For…

Statistical Mechanics · Physics 2009-11-10 Francesca Colaiori , Andrea Baldassarri , Claudio Castellano

Statistics of molecular random walks in a fluid is considered with the help of the Bogolyubov equation for generating functional of distribution functions. An invariance group of solutions to this equation as functions of the fluid density…

Statistical Mechanics · Physics 2015-05-13 Yuriy E. Kuzovlev

Quantum random walks, - coined, lattice ones, - exhibit ballistic behavior with fascinating asymptotic patterns of the amplitudes. We show that averaging over the coins (using the Haar measure), these patterns blend into a spline. Also, we…

Mathematical Physics · Physics 2021-08-11 Yuliy Baryshnikov

In this article we refine well-known results concerning the fluctuations of one-dimensional random walks. More precisely, if $(S_n)_{n \geq 0}$ is a random walk starting from 0 and $r\geq 0$, we obtain the precise asymptotic behavior as…

Probability · Mathematics 2013-12-06 Rim Essifi , Marc Peigné , Kilian Raschel

We consider invariant transports of stationary random measures on $\mathbb{R}^d$ and establish natural mixing criteria that guarantee persistence of asymptotic variances. To check our mixing assumptions, which are based on two-point Palm…

Probability · Mathematics 2025-06-09 Michael A. Klatt , Günter Last , Luca Lotz , D. Yogeshwaran

We consider a multi-type branching random walk with displacements that have either regularly varying or semi-exponential tails. We investigate the asymptotic behavior of the rightmost particle in irreducible and reducible regimes and…

Probability · Mathematics 2025-09-19 Krzysztof Kowalski

We present a new argument in the study of positive entropy measures for higher rank diagonalisable actions. The argument relies on a quantitative form of recurrence along unipotent directions (that are not known to preserve the measure).…

Dynamical Systems · Mathematics 2023-07-11 Manfred Einsiedler , Elon Lindenstrauss

The behaviour of random quantum walks is known to be diffusive. Here we study discrete time quantum walks in weak stochastic gauge fields. In the case of position and spin dependent gauge field, we observe a transition from ballistic to…

Quantum Physics · Physics 2024-06-21 Jan Wójcik

We consider homogeneous random walks in the quarter-plane. The necessary conditions which characterize random walks of which the invariant measure is a sum of geometric terms are provided in [2,3]. Based on these results, we first develop…

Probability · Mathematics 2015-02-26 Yanting Chen , Richard J. Boucherie , Jasper Goseling

We obtain Gaussian upper and lower bounds on the transition density q_t(x,y) of the continuous time simple random walk on a supercritical percolation cluster C_{\infty} in the Euclidean lattice. The bounds, analogous to Aronsen's bounds for…

Probability · Mathematics 2007-05-23 Martin T. Barlow

We consider a walker that at each step keeps the same direction with a probabilitythat depends on the time already spent in the direction the walker is currently moving. In this paper, we study some asymptotic properties of this persistent…

Probability · Mathematics 2015-09-15 Peggy Cénac , Basile De Loynes , Arnaud Le Ny , Yoann Offret

We consider homogeneous open quantum random walks on a lattice with finite dimensional local Hilbert space and we study in particular the position process of the quantum trajectories of the walk. We prove that the properly rescaled position…

Probability · Mathematics 2022-06-08 Raffaella Carbone , Federico Girotti , Anderson Melchor Hernandez

In this paper we consider a random walk in random environment on a tree and focus on the boundary case for the underlying branching potential. We study the range $R\_n$ of this walk up to time $n$ and obtain its correct asymptotic in…

Probability · Mathematics 2016-06-24 Pierre Andreoletti , Xinxin Chen

In this paper, we investigate the variance of the nodal length for band-limited spherical random waves. When the frequency window includes a number of eigenfunctions that grows linearly, the variance of the nodal length is linear with…

Probability · Mathematics 2023-02-09 Anna Paola Todino

We analyse how simple local constraints in two dimensions lead a defect to exhibit robust, non-transient, and tunable, subdiffusion. We uncover a rich dynamical phenomenology realised in ice- and dimer-type models. On the microscopic scale…

Mesoscale and Nanoscale Physics · Physics 2025-04-02 Nilotpal Chakraborty , Markus Heyl , Roderich Moessner

This paper studies Gaussian random fields with Mat\'ern covariance functions with smooth parameter $\nu>2$. Two cases of parameter spaces, the Euclidean space and $N$-dimensional sphere, are considered. For such smooth Gaussian fields, we…

Probability · Mathematics 2024-03-27 Dan Cheng

In this paper, following earlier results in [2] we derive the asymptotic distribution as $t \to \infty$, of the excursion of Brownian motion straddling $t$, into an interval $(a,b)$, conditional on the event that there is such an excursion.

Probability · Mathematics 2022-05-25 Rajeev Bhaskaran
‹ Prev 1 4 5 6 7 8 10 Next ›