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We prove for an arbitrary one-dimensional random walk with independent increments that the probability of crossing a level at a given time n has the order of square root of n. Moment or symmetry assumptions are not necessary. In removing…

Probability · Mathematics 2007-05-23 Rainer Siegmund-Schultze , Heinrich von Weizsaecker

We investigate the long-term behavior of a random walker evolving on top of the simple symmetric exclusion process (SSEP) at equilibrium, in dimension one. At each jump, the random walker is subject to a drift that depends on whether it is…

Probability · Mathematics 2020-10-28 Marcelo R. Hilário , Daniel Kious , Augusto Teixeira

We develop a renormalisation group approach to deriving the asymptotics of the spectral gap of the generator of Glauber type dynamics of spin systems with strong correlations (at and near a critical point). In our approach, we derive a…

Mathematical Physics · Physics 2020-04-28 Roland Bauerschmidt , Thierry Bodineau

We outline basic properties of a symmetric random walk in one dimension, in which the length of the nth step equals lambda^n, with lambda<1. As the number of steps N-->oo, the probability that the endpoint is at x, P_{lambda}(x;N),…

Physics Education · Physics 2009-11-10 P. L. Krapivsky , S. Redner

In this article, we first give a comprehensive description of random walk (RW) problem focusing on self-similarity, dynamic scaling and its connection to diffusion phenomena. One of the main goals of our work is to check how robust the RW…

Statistical Mechanics · Physics 2021-03-17 Tushar Mitra , Tomal Hossain , Santo Banerjee , Md. Kamrul Hassan

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

We introduce a novel operator to describe a random walk process on a simplicial complex. Walkers are allowed to wonder across simplices of various dimensions, bridging nodes to edges, and edges to triangles, via a nested organization that…

Statistical Mechanics · Physics 2026-05-21 Diego Febbe , Duccio Fanelli , Timoteo Carletti

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 uniform spanning tree (UST) and the loop-erased random walk (LERW) are related probabilistic processes. We consider the limits of these models on a fine grid in the plane, as the mesh goes to zero. Although the existence of scaling…

Probability · Mathematics 2008-11-26 Oded Schramm

Higher order random walks (HD-walks) on high dimensional expanders (HDX) have seen an incredible amount of study and application since their introduction by Kaufman and Mass [KM16], yet their broader combinatorial and spectral properties…

Computational Complexity · Computer Science 2021-07-20 Mitali Bafna , Max Hopkins , Tali Kaufman , Shachar Lovett

It is a fact simple to establish that the mixing time of the simple random walk on a d-regular graph $G_n$ with n vertices is asymptotically bounded from below by $d/ ((d-2)\log (d-1))\log n$. Such a bound is obtained by comparing the walk…

Probability · Mathematics 2021-02-17 Charles Bordenave , Hubert Lacoin

In this paper, we introduce random walks with absorbing states on simplicial complexes. Given a simplicial complex of dimension $d$, a random walk with an absorbing state is defined which relates to the spectrum of the $k$-dimensional…

Combinatorics · Mathematics 2013-10-21 Sayan Mukherjee , John Steenbergen

We revisit the statistics of extremes and records of symmetric random walks with stochastic resetting, extending earlier studies in several directions. We put forward a diffusive scaling regime (symmetric step length distribution with…

Statistical Mechanics · Physics 2022-06-29 Claude Godrèche , Jean-Marc Luck

Recently, it has been shown that one-dimensional quantum walks can mix more quickly than classical random walks, suggesting that quantum Monte Carlo algorithms can outperform their classical counterparts. We study two quantum walks on the…

Quantum Physics · Physics 2007-05-23 Cristopher Moore , Alexander Russell

Consider a one dimensional simple random walk $X=(X_n)_{n\geq0}$. We form a new simple symmetric random walk $Y=(Y_n)_{n\geq0}$ by taking sums of products of the increments of $X$ and study the two-dimensional walk…

Probability · Mathematics 2015-08-18 Andrea Collevecchio , Kais Hamza , Meng Shi

Let H(n) be the group of 3x3 uni-uppertriangular matrices with entries in Z/nZ, the integers mod n. We show that the simple random walk converges to the uniform distribution in order n^2 steps. The argument uses Fourier analysis and is…

Probability · Mathematics 2015-02-17 Daniel Bump , Persi Diaconis , Angela Hicks , Laurent Miclo , Harold Widom

Spectral independence is a recently-developed framework for obtaining sharp bounds on the convergence time of the classical Glauber dynamics. This new framework has yielded optimal $O(n \log n)$ sampling algorithms on bounded-degree graphs…

Data Structures and Algorithms · Computer Science 2023-10-16 Ivona Bezáková , Andreas Galanis , Leslie Ann Goldberg , Daniel Štefankovič

We define a new stochastic process on general simplicial complexes which allows to study their spectral and homological properties. Some results for random walks on graphs are shown to hold in this general setting. As an application, the…

Probability · Mathematics 2014-12-18 Ron Rosenthal

The asymmetric simple exclusion process (ASEP) with periodic boundary conditions is investigated for shuffled dynamics. In this type of update, in each discrete timestep the particles are updated in a random sequence. Such an update is…

Statistical Mechanics · Physics 2015-06-25 Marko Woelki , Andreas Schadschneider , Michael Schreckenberg

We study simple random walk on the class of random planar maps which can be encoded by a two-dimensional random walk with i.i.d. increments or a two-dimensional Brownian motion via a "mating-of-trees" type bijection. This class includes the…

Probability · Mathematics 2020-08-27 Ewain Gwynne , Jason Miller