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Related papers: Divisibility and primality in random walks

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Random walks as well as diffusions in random media are considered. Methods are developed that allow one to establish large deviation results for both the `quenched' and the `averaged' case.

Probability · Mathematics 2007-05-23 S R S Varadhan

Establishing a Large Deviation Principle (LDP) proves to be a powerful result for a vast number of stochastic models in many application areas of probability theory. The key object of an LDP is the large deviations rate function, from which…

Probability · Mathematics 2017-06-23 Ken R. Duffy , Brendan D. Williamson

We study the convex hull of the set of points visited by a two-dimensional random walker of T discrete time steps. Two natural observables that characterize the convex hull in two dimensions are its perimeter L and area A. While the mean…

Statistical Mechanics · Physics 2015-06-11 Gunnar Claussen , Alexander K. Hartmann , Satya N. Majumdar

In 2010 Banderier and Nicodeme consider the height of bounded discrete bridges and conclude to a limiting Rayleigh distribution. This result is correct although their proof is partly erroneous. They make asymptotic simplifications based…

Probability · Mathematics 2025-06-25 Pierre Nicodeme

Random walks represent an important tool for probing the structural and dynamical properties of networks and modeling transport and diffusion processes on networks. However, when individuals' movement becomes dictated by more complicated…

Pattern Formation and Solitons · Physics 2022-11-24 Per Sebastian Skardal

In the context of countable groups of polynomial volume growth, we consider a large class of random walks that are allowed to take long jumps along multiple subgroups according to power law distributions. For such a random walk, we study…

Probability · Mathematics 2022-07-26 Zhen-Qing Chen , Takashi Kumagai , Laurent Saloff-Coste , Jian Wang , Tianyi Zheng

We consider a semiclassical random walk with respect to a probability measure associated to a potential with a finite number of critical points. We recover the spectral results from [1] on the corresponding operator in a more general…

Analysis of PDEs · Mathematics 2024-01-24 Thomas Normand

Exploiting the coherent medium approximation, random walk among sites distributed randomly in space is investigated when the jump rate depends on the distance between two adjacent sites. In one dimension, it is shown that when the jump rate…

Statistical Mechanics · Physics 2021-09-27 Takashi Odagaki

A sufficient condition for the uniqueness of multinomial sequential unbiased estimators is provided generalizing a classical result for binomial samples. Unbiased estimators are applied to infer the parameters of multidimensional or…

Statistics Theory · Mathematics 2014-03-06 Enrico Bibbona , Alessandro Rubba

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

Eliciting preferences from human judgements is inherently imprecise, yet most decision analysis methods force a single priority vector from pairwise comparisons, discarding the information embedded in inconsistencies. We instead leverage…

General Economics · Economics 2026-02-27 Salvatore Greco , Sajid Siraj , Michele Lundy

We study a one-dimensional random walk with memory. The behavior of the walker is modified with respect to the simple symmetric random walk (SSRW) only when he is at the maximum distance ever reached from his starting point (home). In this…

Data Analysis, Statistics and Probability · Physics 2013-09-27 Maurizio Serva

We analyse how simple local constraints in two dimensions lead a defect to exhibit robust, non-transient, and tunable, subdiffusion. We uncover a rich dynamical phenomenology realised in ice- and dimer-type models. On the microscopic scale…

Mesoscale and Nanoscale Physics · Physics 2025-04-02 Nilotpal Chakraborty , Markus Heyl , Roderich Moessner

We consider the branching random walk drifting to $-\infty$ and we investigate large deviations-type estimates for the first passage time. We prove the corresponding law of large numbers and the central limit theorem.

Probability · Mathematics 2017-09-14 Dariusz Buraczewski , Mariusz Maslanka

In this paper we show the distributions of sliding block patterns for Bernoulli processes with finite alphabet, which is not based on the induction on sample size. We show a new inclusion-exclusion formula in multivariate generating…

Information Theory · Computer Science 2019-02-13 Hayato Takahashi

The random walk in Dirichlet environment is a random walk in random environment where the transition probabilities are independent Dirichlet random variables. This random walk exhibits a property of statistical invariance by time-reversal…

Probability · Mathematics 2019-11-07 Rémy Poudevigne

Distribution of loops in a one-dimensional random walk (RW), or, equivalently, neutral segments in a sequence of positive and negative charges is important for understanding the low energy states of randomly charged polymers. We investigate…

Soft Condensed Matter · Physics 2009-10-31 Shay Wolfling , Yacov Kantor

Building upon the knowledge of the distribution of the first positive position reached by a random walker starting from the origin, one can derive new results on the statistics of the gap between the largest and second-largest positions of…

Statistical Mechanics · Physics 2025-09-04 Claude Godrèche , Jean-Marc Luck

The Random Walks (RW) algorithm is one of the most e - cient and easy-to-use probabilistic segmentation methods. By combining contrast terms with prior terms, it provides accurate segmentations of medical images in a fully automated manner.…

Computer Vision and Pattern Recognition · Computer Science 2013-09-02 Pierre-Yves Baudin , Danny Goodman , Puneet Kumar , Noura Azzabou , Pierre G. Carlier , Nikos Paragios , M. Pawan Kumar

With the purpose of explaining recent experimental findings, we study the distribution $A(\lambda)$ of distances $\lambda$ traversed by a block that slides on an inclined plane and stops due to friction. A simple model in which the friction…

Statistical Mechanics · Physics 2009-10-31 A. R. Lima , Cristian F. Moukarzel , I. Grosse , T. J. P. Penna