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In part I (math.PR/0406392) we proved for an arbitrary one-dimensional random walk with independent increments that the probability of crossing a level at a given time n is of the maximal order square root of n. In higher dimensions we call…

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

We study the boundary of the range of simple random walk on $\mathbb{Z}^d$ in the transient regime $d\ge 3$. We show that volumes of the range and its boundary differ mainly by a martingale. As a consequence, we obtain a bound on the…

Probability · Mathematics 2016-06-10 Amine Asselah , Bruno Schapira

We prove that a class of random walks on $\Z^2$ with long-range self-repulsive interactions have a diffusive-ballistic phase transition.

Mathematical Physics · Physics 2009-11-13 Aldo Procacci , Remy Sanchis , Benedetto Scoppola

Random walk is one of the most classical and well-studied model in probability theory. For two correlated random walks on lattice, every step of the random walks has only two states, moving in the same direction or moving in the opposite…

Probability · Mathematics 2018-08-17 Tianyao Chen , Xue Cheng , Jingping Yang

We study a symmetric random walk (RW) in one spatial dimension in environment, formed by several zones of finite width, where the probability of transition between two neighboring points and corresponding diffusion coefficient are…

Statistical Mechanics · Physics 2017-04-03 A. V. Nazarenko , V. Blavatska

Consider a continuous time random walk in $\mathbb{Z}$ with independent and exponentially distributed jumps $\pm1$. The model in this paper consists in an infinite number of such random walks starting from the complement of…

Mathematical Physics · Physics 2013-07-25 Mark Adler , Patrik L. Ferrari , Pierre van Moerbeke

We consider a drift-diffusion process with a time-independent and divergence-free random drift that is of white-noise character. We are interested in the critical case of two space dimensions, where one has to impose a small-scale cut-off…

Probability · Mathematics 2025-11-26 Felix Otto , Christian Wagner

L\'evy walk process is one of the most effective models to describe superdiffusion, which underlies some important movement patterns and has been widely observed in the micro and macro dynamics. From the perspective of random walk theory,…

Statistical Mechanics · Physics 2021-04-07 Tian Zhou , Pengbo Xu , Weihua Deng

We explore a two-body system with superexponential interactions that serves as a fundamental building block for a route to complexity. While being of striking simplicity this highly nonlinear interaction yields a plethora of intriguing…

Chaotic Dynamics · Physics 2021-05-25 Peter Schmelcher

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

In this paper, we study random walks on groups that contain superlinear divergent geodesics, in the line of thoughts of Goldsborough-Sisto. The existence of a superlinear divergent geodesic is a quasi-isometry invariant which allows us to…

Geometric Topology · Mathematics 2023-12-06 Kunal Chawla , Inhyeok Choi , Vivian He , Kasra Rafi

We consider a directed walk model of a homopolymer (in two dimensions) which is self-interacting and can undergo a collapse transition, subject to an applied tensile force. We review and interpret all the results already in the literature…

Statistical Mechanics · Physics 2009-11-13 R. Brak , P. Dyke , J. Lee , A. L. Owczarek , T. Prellberg , A. Rechnitzer , S. G. Whittington

Diffusion processes are studied theoretically for the case where the diffusion coefficient is itself a time and position dependent random function. We investigate how inhomogeneities and fluctuations of the diffusion coefficient affect the…

Statistical Mechanics · Physics 2014-08-05 Jacopo Bertolotti

We seek to characterize the motility of mouse fibroblasts on 2D substrates. Utilizing automated tracking techniques, we find that cell trajectories are super-diffusive, where displacements scale faster than t^(1/2) in all directions. Two…

Soft Condensed Matter · Physics 2017-12-15 G Passucci , ME Brasch , JH Henderson , V Zaburdaev , ML Manning

In this paper, we study random walks evolving with a directional bias in a two-dimensional random environment with correlations that vanish polynomially. Using renormalization methods first employed for one-dimensional dynamic environments…

Probability · Mathematics 2024-06-14 Julien Allasia

Transport phenomena play a crucial role in modern physics and applied sciences. Examples include the dissipation of energy across a large system, the distribution of quantum information in optical networks, and the timely modeling of…

The following random process on $\Z^4$ is studied. At first visit to a site, the two first coordinates perform a (2-dimensional) simple random walk step. At further visits, it is the last two coordinates which perform a simple random walk…

Probability · Mathematics 2010-09-06 Itai Benjamini , Gady Kozma , Bruno Schapira

Prompted by an example arising in critical percolation, we study some reflected Brownian motions in symmetric planar domains and show that they are intertwined with one-dimensional diffusions. In the case of a wedge, the reflected Brownian…

Probability · Mathematics 2007-05-23 Julien Dubedat

Quantum walks, in virtue of the coherent superposition and quantum interference, possess exponential superiority over its classical counterpart in applications of quantum searching and quantum simulation. The quantum enhanced power is…

We derive diffusion constants and martingales for senile random walks with the help of a time-change. We provide direct computations of the diffusion constants for the time-changed walks. Alternatively, the values of these constants can be…

Probability · Mathematics 2007-11-19 Wouter Kager