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This paper is concerned with a stochastic linear-quadratic leader-follower differential game with elephant memory. The model is general in that the state equation for both the leader and the follower includes the elephant memory of the…

Optimization and Control · Mathematics 2025-02-19 Xinpo Li , Jingtao Shi

We study the properties of random walks on complex trees. We observe that the absence of loops reflects in physical observables showing large differences with respect to their looped counterparts. First, both the vertex discovery rate and…

Statistical Mechanics · Physics 2008-10-21 Andrea Baronchelli , Michele Catanzaro , Romualdo Pastor-Satorras

We study the Tree Builder Random Walk: a randomly growing tree, built by a walker as she is walking around the tree. Namely, at each time $n$, she adds a leaf to her current vertex with probability $p_n \asymp n^{-\gamma}$, $\gamma\in…

Probability · Mathematics 2024-12-09 Janos Engländer , Giulio Iacobelli , Gábor Pete , Rodrigo Ribeiro

We study the elephant random walk in arbitrary dimension $d\geq 1$. Our main focus is the limiting random variable appearing in the superdiffusive regime. Building on a link between the elephant random walk and P\'olya-type urn models, we…

Probability · Mathematics 2024-04-18 Hélène Guérin , Lucile Laulin , Kilian Raschel

We consider one-dimensional discrete-time random walks (RWs) in the presence of finite size traps of length $\ell$ over which the RWs can jump. We study the survival probability of such RWs when the traps are periodically distributed and…

Statistical Mechanics · Physics 2022-01-05 Gaia Pozzoli , Benjamin De Bruyne

We prove a quenched invariance principle for a class of random walks in random environment on $\mathbb{Z}^d$, where the walker alters its own environment. The environment consists of an outgoing edge from each vertex. The walker updates the…

Probability · Mathematics 2021-07-02 Swee Hong Chan , Lila Greco , Lionel Levine , Peter Li

The rotor walk on a graph is a deterministic analogue of random walk. Each vertex is equipped with a rotor, which routes the walker to the neighbouring vertices in a fixed cyclic order on successive visits. We consider rotor walk on an…

Combinatorics · Mathematics 2010-09-27 Omer Angel , Alexander E. Holroyd

The edge-reinforced random walk (ERRW) is a random process on the vertices of a graph that is more likely to cross the edges it has visited in the past. Depending on the strength of the reinforcement, the ERRW of a single particle can…

Probability · Mathematics 2025-09-23 Giordano Giambartolomei , Nadia Sidorova

We derive a perturbation expansion for general self-interacting random walks, where steps are made on the basis of the history of the path. Examples of models where this expansion applies are reinforced random walk, excited random walk, the…

Probability · Mathematics 2010-01-13 Remco van der Hofstad , Mark Holmes

In this paper we study some properties of random walks perturbed at extrema, which are generalizations of the walks considered e.g., in Davis (1999). This process can also be viewed as a version of {\em excited random walk}, studied…

Probability · Mathematics 2011-12-06 Gopal Basak , Stanislav Volkov

We study, in d-dimensions, the random walker with geometrically shrinking step sizes at each hop. We emphasize the integrated quantities such as expectation values, cumulants and moments rather than a direct study of the probability…

Statistical Mechanics · Physics 2009-11-11 Tonguc Rador

Quantum walks exhibit many unique characteristics compared to classical random walks. In the classical setting, self-avoiding random walks have been studied as a variation on the usual classical random walk. Classical self-avoiding random…

Quantum Physics · Physics 2015-01-08 Elizabeth Camilleri , Peter P. Rohde , Jason Twamley

Although the title seems self-contradictory, it does not contain a misprint. The model we study is a seemingly minor modification of the "true self-avoiding walk" (TSAW) model of Amit, Parisi, and Peliti in two dimensions. The walks in it…

Statistical Mechanics · Physics 2017-10-11 Peter Grassberger

We study an extension of the generalized excited random walk (GERW) on $\mathbb{Z}^d$ introduced in [Ann. Probab. 40 (5), 2012, [7]] by Menshikov, Popov, Ram\'irez and Vachkovskaia. Our extension consists in studying a version of the GERW…

Probability · Mathematics 2023-03-27 Rodrigo B. Alves , Giulio Iacobelli , Glauco Valle

The following random process on $\Z^4$ is studied. At first visit to a site, the two first coordinates perform a (2-dimensional) simple random walk step. At further visits, it is the last two coordinates which perform a simple random walk…

Probability · Mathematics 2010-09-06 Itai Benjamini , Gady Kozma , Bruno Schapira

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

The simple random walk on $\mathbb{Z}^p$ shows two drastically different behaviours depending on the value of $p$: it is recurrent when $p\in\{1,2\}$ while it escapes (with a rate increasing with $p$) as soon as $p\geq3$. This classical…

Data Structures and Algorithms · Computer Science 2023-08-22 Farah Ben Naoum , Christophe Godin , Romain Azaïs

We consider a class of discrete-time random walks with directed unit steps on the integer line. The direction of the steps is reversed at the time instants of events in a discrete-time renewal process and is maintained at uneventful time…

Probability · Mathematics 2023-01-04 Thomas M. Michelitsch , Federico Polito , Alejandro P. Riascos

The Tree Builder Random Walk is a special random walk that evolves on trees whose size increases with time, randomly and depending upon the walker. After every s steps of the walker, a random number of vertices are added to the tree and…

Probability · Mathematics 2021-02-05 Giulio Iacobelli , Rodrigo Ribeiro , Glauco Valle , Leonel Zuaznabar

We consider a nearest neighbor random walk on the one-dimensional integer lattice with drift towards the origin determined by an asymptotically vanishing function of the number of visits to zero. We show the existence of distinct regimes…

Probability · Mathematics 2007-12-03 Iddo Ben-Ari , Mathieu Merle , Alexander Roitershtein