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We consider the morphology of two dimensional cracks observed in experimental results obtained from paper samples and compare these results with the numerical simulations of the random fuse model (RFM). We demonstrate that the data obey…
We study the fluctuations of the two-time dependent global roughness of finite size elastic lines in a quenched random environment. We propose a scaling form for the roughness distribution function that accounts for the two-time,…
In this paper, we study random walks $g_n=f_{n-1}\cdots f_0$ on the group $\mathrm{Homeo}(S^1)$ of the homeomorphisms of the circle, where the homeomorphisms $f_k$ are chosen randomly, independently, with respect to a same probability…
A closed equilateral random walk in 3-space is a selection of unit length vectors giving the steps of the walk conditioned on the assumption that the sum of the vectors is zero. The sample space of such walks with $n$ edges is the…
This investigation is motivated by a result we proved recently for the random transposition random walk: the distance from the starting point of the walk has a phase transition from a linear regime to a sublinear regime at time $n/2$. Here,…
We consider internal diffusion limited aggregation in dimension larger than or equal to two. This is a random cluster growth model, where random walks start at the origin of the d-dimensional lattice, one at a time, and stop moving when…
We address a long-standing debate regarding the finite-size scaling of the Ising model in high dimensions, by introducing a random-length random walk model, which we then study rigorously. We prove that this model exhibits the same…
In this paper, we revisit the antiferromagnetic (AF) phase diagram of the single-band three-dimensional half-filled Hubbard model on a simple cubic lattice studied within the dynamical mean field theory (DMFT). Although this problem has…
In this article, we study a class of lattice random variables in the domain of attraction of an $\alpha$-stable random variable with index $\alpha \in (0,2)$ which satisfy a truncated fractional Edgeworth expansion. Our results include…
We measure the fractal dimension of loop-erased random walk (LERW) in 3 dimensions, and estimate that it is 1.62400 +- 0.00005. LERW is closely related to the uniform spanning tree and the abelian sandpile model. We simulated LERW on both…
These notes are devoted to fluctuations of one-dimensional random walks. We discuss various approaches to first-passage times and to the corresponding conditional distributions. After discussion of some classical methods, such as reflection…
This work extends Roberts et al. (1997) by considering limits of Random Walk Metropolis (RWM) applied to block IID target distributions, with corresponding block-independent proposals. The extension verifies the robustness of the optimal…
We consider the Random Walk Metropolis algorithm on $\mathbb{R}^n$ with Gaussian proposals, and when the target probability measure is the $n$-fold product of a one-dimensional law. It is well known (see Roberts et al. (Ann. Appl. Probab. 7…
We present a Monte Carlo study of the fractal geometry of clusters formed by discrete-time simple random walks (sRW) of $L^2$ steps on a periodic square $L\times L$ lattice. We verify with high precision that the asymptotic behavior of the…
We study the statistical properties of the convex hull of a planar run-and-tumble particle (RTP), also known as the "persistent random walk", where the particle/walker runs ballistically between tumble events at which it changes its…
We consider a Brownian particle with diffusion coefficient $D$ in a $d$-dimensional ball of radius $R$ with reflecting boundaries. We study the maximum $M_x(t)$ of the trajectory of the particle along the $x$-direction at time $t$. In the…
Interfacial fluctuation effects occuring at wedge and cone filling transitions are investigated and shown to exhibit very different characteristics. For both geometries we show how the conditions for observing critical (continuous) filling…
We establish scaling limits for the random walk whose state space is the range of a simple random walk on the four-dimensional integer lattice. These concern the asymptotic behaviour of the graph distance from the origin and the spatial…
This paper presents $N$-body and stochastic models that describe the motion of tracer particles in a potential that contains a large population of extended substructures. Fluctuations of the gravitational field induce a random walk of…
We survey some geometrical properties of trajectories of $d$-dimensional random walks via the application of functional limit theorems. We focus on the functional law of large numbers and functional central limit theorem (Donsker's…