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We present a comparative study of several algorithms for an in-plane random walk with a variable step. The goal is to check the efficiency of the algorithm in the case where the random walk terminates at some boundary. We recently found…

Statistical Mechanics · Physics 2019-04-17 Olga Klimenkova , Anton Yu. Menshutin , Lev N. Shchur

How many shuffles are needed to mix up a deck of cards? This question may be answered in the language of a random walk on the symmetric group, $S_{52}$. This generalises neatly to the study of random walks on finite groups, themselves a…

Probability · Mathematics 2015-04-22 J. P. McCarthy

We study random walks evolving in continuous time on a one-dimensional lattice where each site $x$ hosts a quenched random potential $U_x$. The potentials on different sites are independent, identically distributed Gaussian random…

Statistical Mechanics · Physics 2026-02-27 Silvio Kalaj , Enzo Marinari , Gleb Oshanin , Luca Peliti

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

We prove an invariance principle for the bridge of a random walk conditioned to stay positive, when the random walk is in the domain of attraction of a stable law, both in the discrete and in the absolutely continuous setting. This includes…

Probability · Mathematics 2012-10-10 Francesco Caravenna , Loïc Chaumont

We prove the law of large numbers for the drift of random walks on the two-dimensional lamplighter group, under the assumption that the random walk has finite $(2+\epsilon)$-moment. This result is in contrast with classical examples of…

Probability · Mathematics 2020-12-04 Anna Erschler , Tianyi Zheng

The distribution of the first positive position reached by a random walker starting from the origin is fundamental for understanding the statistics of extremes and records in one-dimensional random walks. We present a comprehensive study of…

Statistical Mechanics · Physics 2025-09-03 Claude Godrèche , Jean-Marc Luck

Deterministic walk in an excited random environment is a non-Markov integer-valued process $(X_n)_{n=0}^{\infty}$, whose jump at time $n$ depends on the number of visits to the site $X_n$. The environment can be understood as stacks of…

Probability · Mathematics 2014-10-21 Ivan Matic , David Sivakoff

We study analytically the order statistics of a time series generated by the successive positions of a symmetric random walk of n steps with step lengths of finite variance \sigma^2. We show that the statistics of the gap d_{k,n}=M_{k,n}…

Statistical Mechanics · Physics 2012-01-27 Gregory Schehr , Satya N. Majumdar

We study some of the salient features of the arrival statistics and exploration properties of mortal random walkers, that is, walkers that may die as they move, or as they wait to move. Such evanescence or death events have profound…

Statistical Mechanics · Physics 2016-11-26 Santos B. Yuste , E. Abad , Katja Lindenberg

We consider random walks with independent but not necessarily identical distributed increments. Assuming that the increments satisfy the well-known Lindeberg condition, we investigate the asymptotic behaviour of first-passage times over…

Probability · Mathematics 2016-11-03 Denis Denisov , Alexander Sakhanenko , Vitali Wachtel

A length dependence of the effective mobility in the form of a power law, B ~ L^(1-1/alpha) is observed in dispersive transport in amorphous substances, with 0 < \alpha < 1. We deduce this behavior as a simple consequence of the statistical…

Statistical Mechanics · Physics 2007-05-23 K. W. Kehr , K. P. N. Murthy , H. Ambaye

We study driven-dissipative activated random walk with sleep probability $p$ on an $n$-vertex complete graph with a sink that traps jumping particles with probability $q_n$. We show that the number of sleeping particles $S_n$ left by the…

Probability · Mathematics 2026-05-21 Matthew Junge , Harley Kaufman , Josh Meisel

Recent research highlighted the scaling property of human and animal mobility. An interesting issue is that the exponents of scaling law for animals and humans in different situations are quite different. This paper proposes a general…

Biological Physics · Physics 2011-11-01 Yanqing Hu , Jiang Zhang , Di Huan , Zengru Di

The diffusion of a walk in the presence of traps is investigated. Different diffusion regimes are obtained considering the magnitude of the fluctuations in waiting times and jump distances. A constant velocity during the jump motion is…

Soft Condensed Matter · Physics 2015-06-25 Alexei Vazquez , Oscar Sotolongo Costa , Francois Brouers

The recurrence properties of random walks can be characterized by P\'{o}lya number, i.e., the probability that the walker has returned to the origin at least once. In this paper, we consider recurrence properties for a general 1D random…

Mathematical Physics · Physics 2015-05-20 Xiao-Kun Zhang , Jing Wan , Jing-Ju Lu , Xin-Ping Xu

We prove limit theorems for the number of fixed points, descents, and inversions of iterated random-to-top shuffles in two asymptotic regimes. Our proofs are analytic, and they utilize new combinatorial decompositions that represent each…

Probability · Mathematics 2026-04-10 Alexander Clay

The step-reinforced random walk (SRRW), where each step may replicate a randomly chosen past step, exhibits complex dependencies on the history. This paper introduces a generalized SRRW on groups, incorporating arbitrary transformations of…

Probability · Mathematics 2026-04-09 Yuval Peres , Shuo Qin

We consider the limit behavior of an excited random walk (ERW), i.e., a random walk whose transition probabilities depend on the number of times the walk has visited to the current state. We prove that an ERW being naturally scaled…

Probability · Mathematics 2016-11-10 Andrey Pilipenko

We study the limit behaviour of a class of random walk models taking values in the $d$-dimensional unit standard simplex, $d\ge 1$, defined as follows. From an interior point $z$, the process chooses one of the $d+1$ vertices of the…

Probability · Mathematics 2020-07-21 Tuan-Minh Nguyen , Stanislav Volkov