English
Related papers

Related papers: Homogenization theory of random walks among determ…

200 papers

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

The Miller-Abrahams (MA) random resistor network is given by a complete graph on a marked simple point process with edge conductivities depending on the marks and decaying exponentially in the edge length. As Mott random walk, it is an…

Mathematical Physics · Physics 2022-03-14 Alessandra Faggionato

We study random walks in a balanced, i.i.d. random environment in $\mathbb Z^d$ for $d\geq 3$. We establish improved convergence rates for the homogenization of the Dirichlet problem associated with the corresponding non-divergence form…

Probability · Mathematics 2025-12-09 Xiaoqin Guo , Timo Sprekeler , Hung V. Tran

Surprisingly the looking natural random walk leading to Brownian motion occurs to be often biased in a very subtle way: usually refers to only approximate fulfillment of thermodynamical principles like maximizing uncertainty. Recently, a…

Quantum Physics · Physics 2015-06-03 Jarek Duda

We establish quantitative homogenization results for time-dependent random conductance models with stable-like long range jumps on $\Z^d$, where the transition probability from $x$ to $y$ is given by $w_{t, x,y}|x-y|^{-d-\alpha}$ with…

Probability · Mathematics 2025-12-01 Xin Chen , Zhen-Qing Chen , Takashi Kumagai , Jian Wang

The iterated random walk is a random process in which a random walker moves on a one-dimensional random walk which is itself taking place on a one-dimensional random walk, and so on. This process is investigated in the continuum limit using…

Statistical Mechanics · Physics 2007-05-23 L. Turban

We study the trapping phenomenon of random walks in random environments of i.i.d. random conductances on the bonds of the grid $\mathbb{Z}^d$, the so-called random conductance model. Our main results concern the important model with…

Probability · Mathematics 2025-11-19 Omar Boukhadra

We study random walks on metric spaces with contracting isometries. In this first article of the series, we establish sharp deviation inequalities by adapting Gou\"ezel's pivotal time construction. As an application, we establish the…

Probability · Mathematics 2025-10-28 Inhyeok Choi

We study time-inhomogeneous random walks on finite groups in the case where each random walk step need not be supported on a generating set of the group. When the supports of the random walk steps satisfy a natural condition involving…

Probability · Mathematics 2026-02-04 Elia Gorokhovsky

The aim of this paper is to represent any continuous local martingale as an almost sure limit of a nested sequence of simple, symmetric random walks, time changed by a discrete quadratic variation process. One basis of this is a similar…

Probability · Mathematics 2010-08-10 Balazs Szekely , Tamas Szabados

Motivated by novel results in the theory of complex adaptive systems, we analyze the dynamics of random walks in which the jumping probabilities are {\it time-dependent}. We determine the survival probability in the presence of an absorbing…

Condensed Matter · Physics 2016-08-31 Shahar Hod

We study behavior in space and time of random walks in an i.i.d. random environment on Z^d, d>=3. It is assumed that the measure governing the environment is isotropic and concentrated on environments that are small perturbations of the…

Probability · Mathematics 2013-10-29 Erich Baur

We prove a law of large numbers for random walks in certain kinds of i.i.d. random environments in Z^d that is an extension of a result of Bolthausen, Sznitman and Zeitouni (2003). We use this result, along with the lace expansion for…

Probability · Mathematics 2016-11-25 Mark Holmes , Rongfeng Sun

We consider random walks in dynamic random environments, with an environment generated by the time-reversal of a Markov process from the oriented percolation universality class. If the influence of the random medium on the walk is small in…

Probability · Mathematics 2016-06-02 Matthias Birkner , Jiří Černý , Andrej Depperschmidt

The diffusive transport of particles in anisotropic media is a fundamental phenomenon in computational, medical and biological disciplines. While deterministic models (partial differential equations) of such processes are well established,…

Computational Physics · Physics 2025-10-20 Luke P. Filippini , Adrianne L. Jenner , Elliot J. Carr

We introduce the concept of Randomly Modulated Gaussian Processes as a unifying framework for modeling, analyzing and classifying anomalous diffusion models in heterogeneous media. This formulation incorporates correlations in the…

Biological Physics · Physics 2026-03-16 Yann Lanoiselée , Denis S. Grebenkov , Gianni Pagnini

We propose a general framework for quantum walks on d-dimensional spaces. We investigate asymptotic behavior of these walks. Among them, existence of limit distribution of homogeneous walks is proved. In this theorem, the support of the…

Mathematical Physics · Physics 2021-05-19 Hiroki Sako

We consider a random walk with transition probabilities weakly dependent on an environment with a deterministic, but strongly chaotic, evolution. We prove that for almost all initial conditions of the environment the walk satisfies the CLT.

Probability · Mathematics 2008-04-23 Dmitry Dolgopyat , Carlangelo Liverani

We study the Brownian motion of a classical particle in one-dimensional inhomogeneous environments where the transition probabilities follow quasiperiodic or aperiodic distributions. Exploiting an exact correspondence with the…

Statistical Mechanics · Physics 2009-10-31 F. Igloi , L. Turban , H. Rieger

We consider discrete non-divergence form difference operators in a random environment and the corresponding process--the random walk in a balanced random environment in $\mathbb{Z}^d$ with a finite range of dependence. We first quantify the…

Probability · Mathematics 2022-09-30 Xiaoqin Guo , Jonathon Peterson , Hung V. Tran