Related papers: Random walk on nonnegative integers in beta distri…
We consider random walks in dynamic random environments given by Markovian dynamics on $\mathbb{Z}^d$. We assume that the environment has a stationary distribution $\mu$ and satisfies the Poincar\'e inequality w.r.t. $\mu$. The random walk…
Recent progress on the understanding of the Random Conductance Model is reviewed. A particular emphasis is on homogenization results such as functional central limit theorems, local limit theorems and heat kernel estimates for almost every…
We consider the motion of a particle on a Galton Watson tree, when the probabilities of jumping from a vertex to any one of its neighbours is determined by a random process. Given the tree, positive weights are assigned to the edges in such…
Via a Dirichlet form extension theorem and making full use of two-sided heat kernel estimates, we establish quenched invariance principles for random walks in random environments with a boundary. In particular, we prove that the random walk…
In this paper, we consider random walk in random environment on $\mathbb{Z}^{d}\,(d\geq1)$ and prove the Strassen's strong invariance principle for this model, via martingale argument and the theory of fractional coboundaries of Derriennic…
In this paper the multi-dimensional random walk models governed by distributed fractional order differential equations and multi-term fractional order differential equations are constructed. The scaling limits of these random walks to a…
Random walks provide a simple conventional model to describe various transport processes, for example propagation of heat or diffusion of matter through a medium. However, in many practical cases the medium is highly irregular due to…
Quantum random walks have been much studied recently, largely due to their highly nonclassical behavior. In this paper, we study one possible route to classical behavior for the discrete quantum random walk on the line: the use of multiple…
Random walks with a general, nonlinear barrier have found recent applications ranging from reionization topology to refinements in the excursion set theory of halos. Here, we derive the first-crossing distribution of random walks with a…
It has been discovered that open quantum walks diffusively distribute in space, since they were introduced in 2012. Indeed, some limit distributions have been demonstrated and most of them are described by Gaussian distributions. We operate…
We propose a model of a one-dimensional random walk in dynamic random environment that interpolates between two classical settings: (I) the random environment is sampled at time zero only; (II) the random environment is resampled at every…
Consider a simple random walk on the integers with the following transition mechanism. At each site $x$, the probability of jumping to the right is $\omega(x)\in[\frac12,1)$, until the first time the process jumps to the left from site $x$,…
We introduce the Peierls substitution to a two-dimensional discrete-time quantum walk on a square lattice to examine the spreading dynamics and the coin-position entanglement in the presence of an artificial gauge field. We use the ratio of…
We derive a quenched invariance principle for random walks in random environments whose transition probabilities are defined in terms of weighted cycles of bounded length. To this end, we adapt the proof for random walks among random…
A possible mechanism leading to anomalous diffusion is the presence of long-range correlations in time between the displacements of the particles. Fractional Brownian motion, a non-Markovian self-similar Gaussian process with stationary…
We consider a random walk on the first quadrant of the square lattice, whose increment law is, roughly speaking, homogeneous along a finite number of half-lines near each of the two boundaries, and hence essentially specified by…
In this article we focus on a general model of random walk on random marked trees. We prove a recurrence criterion, analogue to the recurrence criterion proved by R. Lyons and Robin Pemantle (1992) in a slightly different model. In the…
Properties of the probability distribution generated by a discrete-time quantum walk, such as the number of peaks it contains, depend strongly on the choice of the initial condition. In the present paper we discuss from this point of view…
We consider two interacting random walks on $\mathbb{Z}$ such that the transition probability of one walk in one direction decreases exponentially with the number of transitions of the other walk in that direction. The joint process may…
Continuous time random walks are non-Markovian stochastic processes, which are only partly characterized by single-time probability distributions. We derive a closed evolution equation for joint two-point probability density functions of a…