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We consider a model of space-continuous one-dimensional random walk with simple correlation between the steps: the probability that two consecutive steps have same sign is $q$ with $0\leq q\leq 1$. The parameter $q$ allows thus to control…

Statistical Mechanics · Physics 2021-03-19 Bertrand Lacroix-A-Chez-Toine , Francesco Mori

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

We study the scaling properties of long-range loop-erased random walks (LR-LERW), where the underlying random walker performs L\'evy-flight-like jumps with a power-law step-length distribution $P(\mathbf{r})\sim |\mathbf{r}|^{-(d+\sigma)}$.…

Statistical Mechanics · Physics 2026-03-31 Tianning Xiao , Xianzhi Pan , Zhijie Fan , Youjin Deng

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 consider the occurrence of record-breaking events in random walks with asymmetric jump distributions. The statistics of records in symmetric random walks was previously analyzed by Majumdar and Ziff and is well understood. Unlike the…

Statistical Finance · Quantitative Finance 2011-05-16 Gregor Wergen , Miro Bogner , Joachim Krug

We consider one-dimensional discrete-time random walks (RWs) with arbitrary symmetric and continuous jump distributions $f(\eta)$, including the case of L\'evy flights. We study the expected maximum ${\mathbb E}[M_n]$ of bridge RWs, i.e.,…

Statistical Mechanics · Physics 2021-08-30 Benjamin De Bruyne , Satya N. Majumdar , Gregory Schehr

We consider $N$ Brownian motions diffusing independently on a line, starting at $x_0>0$, in the presence of an absorbing target at the origin. The walkers undergo stochastic resetting under two protocols: (A) each walker resets…

Statistical Mechanics · Physics 2023-11-22 Marco Biroli , Satya N. Majumdar , Gregory Schehr

We compute exactly the full distribution of the number $m$ of local minima in a one-dimensional landscape generated by a random walk or a L\'evy flight. We consider two different ensembles of landscapes, one with a fixed number of steps $N$…

Statistical Mechanics · Physics 2024-11-08 Anupam Kundu , Satya N. Majumdar , Gregory Schehr

We present an analytical approach to study simple symmetric random walks (RWs) on a crossing geometry consisting of a plane square lattice crossed by $n_l$ number of lines that all meet each other at a single point (the origin) on the…

Statistical Mechanics · Physics 2019-09-02 Reza Sepehrinia , Abbas Ali Saberi , Hor Dashti-Naserabadi

We study first-passage statistics for one-dimensional random walks $S_n$ with independent and identically distributed jumps starting from the origin. We focus on the joint distribution of the first-passage time $\tau_b$ and first-passage…

Statistical Mechanics · Physics 2025-07-16 Mattia Radice , Giampaolo Cristadoro

We investigate the long-term behavior of a random walker evolving on top of the simple symmetric exclusion process (SSEP) at equilibrium, in dimension one. At each jump, the random walker is subject to a drift that depends on whether it is…

Probability · Mathematics 2020-10-28 Marcelo R. Hilário , Daniel Kious , Augusto Teixeira

In this article, we first give a comprehensive description of random walk (RW) problem focusing on self-similarity, dynamic scaling and its connection to diffusion phenomena. One of the main goals of our work is to check how robust the RW…

Statistical Mechanics · Physics 2021-03-17 Tushar Mitra , Tomal Hossain , Santo Banerjee , Md. Kamrul Hassan

We study survival time statistics in a noisy sample space reducing (SSR) process. Our simulations suggest that both the mean and standard deviation scale as $\sim N/N^{\lambda}$, where $N$ is the system size and $\lambda$ is a tunable…

Statistical Mechanics · Physics 2017-09-27 Avinash Chand Yadav

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

We investigate the statistics of the gap, G_n, between the two rightmost positions of a Markovian one-dimensional random walker (RW) after n time steps and of the duration, L_n, which separates the occurrence of these two extremal…

Statistical Mechanics · Physics 2013-08-26 Satya N. Majumdar , Philippe Mounaix , Gregory Schehr

In arbitrary spatial dimension $d\ge 1$, we study a generalized model of random walks in a time-varying random environment (RWRE) defined by a stochastic flow of kernels. We consider the quenched probability distribution of the random…

Probability · Mathematics 2025-10-28 Hindy Drillick , Shalin Parekh

We consider a one-dimensional Brownian motion of fixed duration $T$. Using a path-integral technique, we compute exactly the probability distribution of the difference $\tau=t_{\min}-t_{\max}$ between the time $t_{\min}$ of the global…

Statistical Mechanics · Physics 2020-05-13 Francesco Mori , Satya N. Majumdar , Gregory Schehr

We consider a discrete time random walk in one dimension. At each time step the walker jumps by a random distance, independent from step to step, drawn from an arbitrary symmetric density function. We show that the expected positive maximum…

Statistical Mechanics · Physics 2009-11-11 Alain Comtet , Satya N. Majumdar

We consider the Nonlinear-Cost Random Walk model in discrete time introduced in [Phys. Rev. Lett. 130, 237102 (2023)], where a fee is charged for each jump of the walker. The nonlinear cost function is such that slow/short jumps incur a…

Statistical Mechanics · Physics 2023-12-18 Satya N. Majumdar , Francesco Mori , Pierpaolo Vivo

We study a family of correlated one-dimensional random walks with a finite memory range M.These walks are extensions of the Taylor's walk as investigated by Goldstein, which has a memory range equal to one. At each step, with a probability…

adap-org · Physics 2009-10-31 Roger Bidaux , Nino Boccara