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We derive a functional central limit theorem for the excursion of a random walk conditioned on sweeping a prescribed geometric area. We assume that the increments of the random walk are integer-valued, centered, with a third moment equal to…

Probability · Mathematics 2019-10-30 Philippe Carmona , Nicolas Pétrélis

We consider a random walk in random environment with random holding times, that is, the random walk jumping to one of its nearest neighbors with some transition probability after a random holding time. Both the transition probabilities and…

Probability · Mathematics 2014-12-30 Ryoki Fukushima , Naoki Kubota

Low-dimensional periodic arrays of scatterers with a moving point particle are ideal models for studying deterministic diffusion. For such systems the diffusion coefficient is typically an irregular function under variation of a control…

Chaotic Dynamics · Physics 2009-11-07 R. Klages , N. Korabel

The probability distribution of random walks on linear structures generated by random walks in $d$-dimensional space, $P_d(r,t)$, is analytically studied for the case $\xi\equiv r/t^{1/4}\ll1$. It is shown to obey the scaling form…

Condensed Matter · Physics 2019-08-17 Savely Rabinovich , H. Eduardo Roman , Shlomo Havlin , Armin Bunde

Although an intimate relation between entropy and diffusion has been advocated for many years and even seems to have been verified in theory and experiments, a quantitatively reliable study, and any derivation of an algebraic relation…

Statistical Mechanics · Physics 2020-07-22 Subhajit Acharya , Biman Bagchi

In this paper we study the discrete approximation to Brownian motion with varying dimension (BMVD in abbreviation) introduced in [4] by continuous time random walks on square lattices. The state space of BMVD contains a $2$-dimensional…

Probability · Mathematics 2021-10-26 Shuwen Lou

We study the asymptotic position distribution of general quantum walks on a lattice, including walks with a random coin, which is chosen from step to step by a general Markov chain. In the unitary (i.e., non-random) case, we allow any…

Quantum Physics · Physics 2011-04-21 Andre Ahlbrecht , Holger Vogts , Albert H. Werner , Reinhard F. Werner

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…

Classical Analysis and ODEs · Mathematics 2007-05-23 Sabir Umarov , Stanly Steinberg

We consider a generalized model of elephant random walks wherein the walker, during the $(n+1)$-st time-stamp, draws from the past (i.e. the set $\{1,2,\ldots,n\}$) a sample of $k$ time-stamps, either with replacement or without, where $k$…

Probability · Mathematics 2026-01-09 Moumanti Podder , Archi Roy

In this article we establish for the superdiffusive regime $p \in (1/2,1)$ that the fluctuations of a general step-reinforced random walk around $a_n \hat{W}$, where $(a_n)_{n \in \mathbb{N}}$ is a non-negative sequence of order $n^p$ and…

Probability · Mathematics 2021-08-23 Marco Bertenghi

We consider random walks in a random environment that is given by i.i.d. Dirichlet distributions at each vertex of Z^d or, equivalently, oriented edge reinforced random walks on Z^d. The parameters of the distribution are a 2d-uplet of…

Probability · Mathematics 2013-09-20 Christophe Sabot , Laurent Tournier

This paper investigates functional limit theorems for the Elephant Random Walk (ERW) on general periodic structures, extending the Bertenghi's results on $\mathbb{Z}^d$. Our results reveal new structure-dependent quantities that do not…

Probability · Mathematics 2025-11-14 Shuhei Shibata

We consider a continuous-time random walk which is defined as an interpolation of a random walk on a point process on the real line. The distances between neighboring points of the point process are i.i.d. random variables in the normal…

Probability · Mathematics 2020-01-08 Alessandra Bianchi , Marco Lenci , Françoise Pène

We study a class of discrete-time random walks in $\mathbb{R}^d$ whose conditional drift decays polynomially in time and grows polynomially with the distance from the origin to the current position. This class is related to several models…

Probability · Mathematics 2026-05-19 Ngo P. N. Ngoc , Tuan-Minh Nguyen

We study persistent random walk with time dependent velocity reversal probabilities and identify a criterion for a non-equilibrium dynamical transition. As a representative example, we consider a power law reversal probability $p(t)\sim…

Statistical Mechanics · Physics 2026-05-20 Amit Pradhan , Reshmi Roy , Purusattam Ray

Diffusion and anomalous diffusion are widely observed and used to study movement across organisms, resulting in extensive use of the mean and mean-squared displacement (MSD). However, these measures - corresponding to specific displacement…

Populations and Evolution · Quantitative Biology 2025-08-14 Ohad Vilk , Motti Charter , Sivan Toledo , Eli Barkai , Ran Nathan

We study a class of $d$-dimensional random walks, including the two-dimensional simple random walk, reweighted by a self-repelling Gibbsian pair potential. We prove lower bounds on the diffusion constant for short-range interactions, and…

Probability · Mathematics 2026-02-17 Tobias Schmidt , Mark Sellke

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

In the present paper, we introduce and analyze elephant random walks (ERWs) on bipartite periodic lattices arising as coverings of dipole graphs. We focus on lattices whose admissible step directions in the two parts of the bipartition are…

Probability · Mathematics 2026-03-30 Nobuaki Naganuma , Kaito Yura

1. The utilisation distribution describes the relative probability of use of a spatial unit by an animal. It is natural to think of it as the long-term consequence of the animal's short-term movement decisions: it is the accumulation of…

Applications · Statistics 2018-10-25 Théo Michelot , Marie-Pierre Etienne , Pierre Gloaguen