English
Related papers

Related papers: Expected maximum of bridge random walks & L\'evy f…

200 papers

L\'evy walks are continuous time random walks with spatio-temporal coupling of jump lengths and waiting times, often used to model superdiffusive spreading processes such as animals searching for food, tracer motion in weakly chaotic…

Statistical Mechanics · Physics 2019-03-27 Bartłomiej Dybiec , Karol Capała , Aleksei Chechkin , Ralf Metzler

This article extends the results of Fang & Zeitouni (2012a) on branching random walks (BRWs) with Gaussian increments in time inhomogeneous environments. We treat the case where the variance of the increments changes a finite number of…

Probability · Mathematics 2022-05-25 Frédéric Ouimet

We introduce an exactly-solvable model of random walk in random environment that we call the Beta RWRE. This is a random walk in $\mathbb{Z}$ which performs nearest neighbour jumps with transition probabilities drawn according to the Beta…

Probability · Mathematics 2021-05-19 Guillaume Barraquand , Ivan Corwin

Network growth models that embody principles such as preferential attachment and local attachment rules have received much attention over the last decade. Among various approaches, random walks have been leveraged to capture such…

Probability · Mathematics 2017-11-09 Giulio Iacobelli , Daniel R. Figueiredo , Giovanni Neglia

We study the order statistics of a random walk (RW) of $n$ steps whose jumps are distributed according to symmetric Erlang densities $f_p(\eta)\sim |\eta|^p \,e^{-|\eta|}$, parametrized by a non-negative integer $p$. Our main focus is on…

Statistical Mechanics · Physics 2020-03-03 Matteo Battilana , Satya N. Majumdar , Gregory Schehr

We consider the dynamics of a separable Continuous Time Random Walk (CTRW) when the random walker is biased by a velocity field in a uniformly growing domain. Concrete examples for such domains include growing biological cells or lipid…

Statistical Mechanics · Physics 2020-08-26 F. Le Vot , E. Abad , R. Metzler , S. B. Yuste

We study the probability distribution, $P_N(T)$, of the coincidence time $T$, i.e. the total local time of all pairwise coincidences of $N$ independent Brownian walkers. We consider in details two geometries: Brownian motions all starting…

Statistical Mechanics · Physics 2020-06-12 Alexandre Krajenbrink , Bertrand Lacroix-A-Chez-Toine , Pierre Le Doussal

In many random search processes of interest in chemistry, biology or during rescue operations, an entity must find a specific target site before the latter becomes inactive, no longer available for reaction or lost. We present exact results…

Statistical Mechanics · Physics 2024-02-16 Denis Boyer , Gabriel Mercado-Vásquez , Satya N. Majumdar , Grégory Schehr

Consider a system of $N$ non-intersecting Brownian bridges in $[0,1]$, and let $\mathcal M_N(p)$ be the maximal height attained by the top path in the interval $[0,p]$, $p\in[0,1]$. It is known that, under a suitable rescaling, the…

Probability · Mathematics 2023-02-23 Yamit Yalanda , Nicolás Zalduendo

We provide a uniform framework to compute the exact distribution of the number of minima/maxima in three different random walk landscape models in one dimension. The landscape is generated by the trajectory of a discrete-time continuous…

Statistical Mechanics · Physics 2025-08-04 Anupam Kundu , Satya N. Majumdar , Gregory Schehr

We are studying the motion of a random walker in two and three dimensional continuum with uniformly distributed jump-length. This is different from conventional Lavy flight. In 2D and 3D continuum, a random walker can move in any direction,…

Statistical Mechanics · Physics 2015-06-08 Ajanta Bhowal Acharyya

In this paper, we investigate random walks in a family of small-world trees having an exponential degree distribution. First, we address a trapping problem, that is, a particular case of random walks with an immobile trap located at the…

Statistical Mechanics · Physics 2011-08-25 Zhongzhi Zhang , Xintong Li , Yuan Lin , Guanrong Chen

We explore the archetype problem of an escape dynamics occurring in a symmetric double well potential when the Brownian particle is driven by {\it white L\'evy noise} in a dynamical regime where inertial effects can safely be neglected. The…

Statistical Mechanics · Physics 2009-11-11 B. Dybiec E. Gudowska-Nowak P. Hänggi

We investigate a L\'evy-Walk alternating between velocities $\pm v_0$ with opposite sign. The sojourn time probability distribution at large times is a power law lacking its mean or second moment. The first case corresponds to a ballistic…

Statistical Mechanics · Physics 2014-06-03 D. Froemberg , E. Barkai

For a simple (unbiased) random walk on a connected graph with $n$ vertices, the cover time (the expected number of steps it takes to visit all vertices) is at most $O(n^3)$. We consider locally biased random walks, in which the probability…

Probability · Mathematics 2016-07-19 Roee David , Uriel Feige

We study a symmetric random walk (RW) in one spatial dimension in environment, formed by several zones of finite width, where the probability of transition between two neighboring points and corresponding diffusion coefficient are…

Statistical Mechanics · Physics 2017-04-03 A. V. Nazarenko , V. Blavatska

We consider a Random Walk in Random Environment (RWRE) moving in an i.i.d.\ random field of obstacles. When the particle hits an obstacle, it disappears with a positive probability. We obtain quenched and annealed bounds on the tails of the…

Probability · Mathematics 2012-01-31 Nina Gantert , Serguei Popov , Marina Vachkovskaia

We consider a one-dimensional search process under stochastic resetting conditions. A target is located at $b\geq0$ and a searcher, starting from the origin, performs a discrete-time random walk with independent jumps drawn from a…

Statistical Mechanics · Physics 2024-08-21 Mattia Radice , Giampaolo Cristadoro

Random walk simulation of the Levy flight shows a linear relation between the mean square displacement <r2> and time. We have analyzed different aspects of this linearity. It is shown that the restriction of jump length to a maximum value…

Chaotic Dynamics · Physics 2015-05-14 Mehrdad Ghaemi , Zahra Zabihinpour , Yazdan Asgari

We consider a model for random walks on random environments (RWRE) with random subset of Z^d as the vertices, and uniform transition probabilities on 2d points (two "coordinate nearest points" in each of the d coordinate directions). We…

Probability · Mathematics 2015-09-08 Noam Berger , Ron Rosenthal
‹ Prev 1 3 4 5 6 7 10 Next ›