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One class of random walks with infinite memory, so called elephant random walks, are simple models describing anomalous diffusion. We present a surprising connection between these models and bond percolation on random recursive trees. We…

Statistical Mechanics · Physics 2016-03-23 Rüdiger Kürsten

Vector autoregressive models characterize a variety of time series in which linear combinations of current and past observations can be used to accurately predict future observations. For instance, each element of an observation vector…

Machine Learning · Statistics 2017-06-27 Eric C. Hall , Garvesh Raskutti , Rebecca Willett

We consider biased random walks in a one-dimensional percolation model. This model goes back to Axelson-Fisk and H\"aggstr\"om and exhibits the same phase transition as biased random walk on the infinite cluster of supercritical Bernoulli…

Probability · Mathematics 2018-08-10 Jan-Erik Lübbers , Matthias Meiners

Recently, it has been shown that one-dimensional quantum walks can mix more quickly than classical random walks, suggesting that quantum Monte Carlo algorithms can outperform their classical counterparts. We study two quantum walks on the…

Quantum Physics · Physics 2007-05-23 Cristopher Moore , Alexander Russell

Models characterized by autoregressive structure and random coefficients are powerful tools for the analysis of high-frequency, high-dimensional and volatile time series. The available literature on such models is broad, but also sectorial,…

Methodology · Statistics 2020-09-18 Marta Regis , Paulo Serra , Edwin R. van den Heuvel

We investigate unimodular random networks. Our motivations include their characterization via reversibility of an associated random walk and their similarities to unimodular quasi-transitive graphs. We extend various theorems concerning…

Probability · Mathematics 2020-05-20 David Aldous , Russell Lyons

Random walks have been intensively studied on regular and complex networks, which are used to represent pairwise interactions. Nonetheless, recent works have demonstrated that many real-world processes are better captured by higher-order…

Physics and Society · Physics 2023-06-19 Pietro Traversa , Guilherme Ferraz de Arruda , Yamir Moreno

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

Random recursive hypergraphs grow by adding, at each step, a vertex and an edge formed by joining the new vertex to a randomly chosen existing edge. The model is parameter-free, and several characteristics of emerging hypergraphs admit neat…

Combinatorics · Mathematics 2026-01-23 P. L. Krapivsky

We consider a previously devised model describing Levy random walks (Phys. Rev E 79, 011110; 80, 031148, (2009)). It is demonstrated numerically that the given model describes Levy random walks with superdiffusive, ballistic, as well as…

Statistical Mechanics · Physics 2015-05-19 Ihor Lubashevsky , Andreas Heuer , Rudolf Friedrich , Ramil Usmanov

We consider the randomly biased random walk on trees in the slow movement regime as in [HS16], whose potential is given by a branching random walk in the boundary case. We study the heavy range up to the $n$-th return to the root, i.e., the…

Probability · Mathematics 2020-09-30 Xinxin Chen

We study some properties of the local time of the asymmetric Bernoulli walk on the line. These properties are very similar to the corresponding ones of the simple symmetric random walks in higher ($d\geq3$) dimension, which we established…

Probability · Mathematics 2008-02-07 Endre Csáki , Antónia Földes , Pál Révész

We propose a model of random walks on weighted graphs where the weights are interval valued, and connect it to reversible imprecise Markov chains. While the theory of imprecise Markov chains is now well established, this is a first attempt…

Optimization and Control · Mathematics 2016-09-20 Damjan Škulj

We review results on linearly edge-reinforced random walks. On finite graphs, the process has the same distribution as a mixture of reversible Markov chains. This has applications in Bayesian statistics and it has been used in studying the…

Probability · Mathematics 2007-05-23 Franz Merkl , Silke W. W. Rolles

This paper studies long range random walks on ${\mathbb{Z}_q}^d$. $X_{t+1} = X_t + Z_t \mod q$, with $(Z_t)$ independent and identically distributed. Multiple entries of $Z_t$ can be non-zero in a transition. An emphasis is on finding the…

Probability · Mathematics 2025-10-28 Robert Griffiths , Shuhei Mano

In the last twenty years network science has proven its strength in modelling many real-world interacting systems as generic agents, the nodes, connected by pairwise edges. Yet, in many relevant cases, interactions are not pairwise but…

Physics and Society · Physics 2020-02-26 Timoteo Carletti , Federico Battiston , Giulia Cencetti , Duccio Fanelli

This survey is concerned with random walks on mapping class groups. We illustrate how the actions of mapping class groups on Teichm\"uller spaces or curve complexes reveal the nature of random walks, and vice versa. Our emphasis is on the…

Geometric Topology · Mathematics 2021-10-12 Inhyeok Choi , Hyungryul Baik

We investigate invariants for random elements of different hyperbolic groups. We provide a method, using Cayley graphs of groups, to compute the probability distribution of the minimal length of a random word, and explicitly compute the…

Mathematical Physics · Physics 2007-05-23 Sergei Nechaev , Raphael Voituriez

We prove that a class of random walks on $\Z^2$ with long-range self-repulsive interactions have a diffusive-ballistic phase transition.

Mathematical Physics · Physics 2009-11-13 Aldo Procacci , Remy Sanchis , Benedetto Scoppola

We study a natural notion of decoherence on quantum random walks over the hypercube. We prove that in this model there is a decoherence threshold beneath which the essential properties of the hypercubic quantum walk, such as linear mixing…

Quantum Physics · Physics 2009-11-11 Gorjan Alagic , Alexander Russell
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