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In a recent paper we proposed a non-Markovian random walk model with memory of the maximum distance ever reached from the starting point (home). The behavior of the walker is at variance with respect to the simple symmetric random walk…

Mathematical Physics · Physics 2015-06-22 Maurizio Serva

We study a class of nearest-neighbor discrete time integer random walks introduced by Zerner, the so called multi-excited random walks. The jump probabilities for such random walker have a drift to the right whose intensity depends on a…

Probability · Mathematics 2011-08-15 Thomas Mountford , Leandro P. R. Pimentel , Glauco Valle

We investigate random walks in independent, identically distributed random sceneries under the assumption that the scenery variables satisfy Cramer's condition. We prove moderate deviation principles in dimensions two and larger, covering…

Probability · Mathematics 2007-05-23 Klaus Fleischmann , Peter Morters , Vitali Wachtel

In our previous work, we defined a prime walk (PW) on a square grid and presented several intriguing numerical results. Here, we demonstrate the main conjecture presented there, namely, that the area covered by the prime walk is unbounded.…

Number Theory · Mathematics 2025-06-19 Alberto Fraile , Daniel Fernández , Roberto Martínez , Theophanes E. Raptis

We consider in this paper subdiffusion in a system with a thin membrane. The subdiffusion parameters are the same in both parts of the system separated by the membrane. Using the random walk model with discrete time and space variables the…

Statistical Mechanics · Physics 2015-06-23 Tadeusz Kosztolowicz

The aim of this paper is to study a dimorphic property associated with two different sums of identically independent Bernoulli random variables having two different families of probability mass functions. In addition, we give two…

Number Theory · Mathematics 2022-01-03 taekyun Kim , Dae san kim , Hyunseok Lee , Seongho Park

Recently, a generalized Bernoulli process (GBP) was developed as a stationary binary sequence that can have long-range dependence. In this paper, we find the scaling limit of a random walk that follows GBP. The result is a new class of…

Probability · Mathematics 2025-12-30 Jeonghwa Lee

In this paper, we derive the distribution of a two-dimensional (complex) random walk in which the angle of each step is restricted to a subset of the circle. This setting appears in various domains, such as in over-the-air computation in…

Signal Processing · Electrical Eng. & Systems 2026-05-18 Karl-Ludwig Besser

We study a model for a random walk of two classes of particles (A and B). Where both species are present in the same site, the motion of A's takes precedence over that of B's. The model was originally proposed and analyzed in Maragakis et…

Disordered Systems and Neural Networks · Physics 2015-01-28 Nikolaos Bastas , Michalis Maragakis , Panos Argyrakis , Daniel ben-Avraham , Shlomo Havlin , Shai Carmi

The aim of this paper is to investigate discrete approximations of the exponential functional $\int_0^{\infty} \exp(B(t) - \nu t) \di t$ of Brownian motion (which plays an important role in Asian options of financial mathematics) by the…

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

We study, in d-dimensions, the random walker with geometrically shrinking step sizes at each hop. We emphasize the integrated quantities such as expectation values, cumulants and moments rather than a direct study of the probability…

Statistical Mechanics · Physics 2009-11-11 Tonguc Rador

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

We provide a direct proof of Cram\'er's theorem for geodesic random walks in a complete Riemannian manifold $(M,g)$. We show how to exploit the vector space structure of the tangent spaces to study large deviation properties of geodesic…

Probability · Mathematics 2019-08-27 Rik Versendaal

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

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 study a continuous time random walk on the $d$-dimensional lattice, subject to a drift and an attraction to large clusters of a subcritical Bernoulli site percolation. We find two distinct regimes: a ballistic one, and a subballistic one…

Probability · Mathematics 2007-10-12 Francis Comets , Francois Simenhaus

We are studying the motion of a random walker in two and three dimensional continuum with uniformly distributed jump-length. This is different from conventional Lavy flight. In 2D and 3D continuum, a random walker can move in any direction,…

Statistical Mechanics · Physics 2015-06-08 Ajanta Bhowal Acharyya

A random walk scheme, consisting of alternating phases of regular Brownian motion and L\'evy walks, is proposed as a model for run-and-tumble bacterial motion. Within the continuous-time random walk approach we obtain the long-time and…

Biological Physics · Physics 2017-01-26 Felix Thiel , Lutz Schimansky-Geier , Igor M. Sokolov

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…

Dynamical Systems · Mathematics 2007-05-23 Erik Andries , Sabir Umarov , Stanly Steinberg

We show that the transience or recurrence of a random walk in certain random environments on an arbitrary infinite locally finite tree is determined by the branching number of the tree, which is a measure of the average number of branches…

Probability · Mathematics 2007-05-23 Robin Pemantle , Russell Lyons