English
Related papers

Related papers: On discrete-time arrival processes and related ran…

200 papers

We present results for the ordered sequence of first passage times of arrival of N random walkers at a boundary in Euclidean spaces of d dimensions.

Statistical Mechanics · Physics 2009-11-07 S. B. Yuste , L. Acedo , Katja Lindenberg

Let $X$ be a real valued L\'evy process that is in the domain of attraction of a stable law without centering with norming function $c.$ As an analogue of the random walk results in \cite{vw} and \cite{rad} we study the local behaviour of…

Probability · Mathematics 2011-07-25 Ronald Doney , Victor Rivero

We study the first passage times of discrete-time branching random walks in ${\mathbb R}^d$ where $d\geq 1$. Here, the genealogy of the particles follows a supercritical Galton-Watson process. We provide asymptotics of the first passage…

Probability · Mathematics 2026-01-06 Jose Blanchet , Wei Cai , Shaswat Mohanty , Zhenyuan Zhang

Self-activation coupled to a transport mechanism results in traveling waves that describe polymerization reactions, forest fires, tumor growth, and even the spread of epidemics. Diffusion is a simple and commonly used model of particle…

Statistical Mechanics · Physics 2020-07-06 Keisuke Ishihara , Ashish B. George , Ryan Cornelius , Kirill S. Korolev

We consider two dimensional random walks conditioned to stay in the positive quadrant. Assuming that the increments of the walk have finite second moments and that the drift vector is co-oriented with one of two axes, we construct positive…

Probability · Mathematics 2026-02-10 Tuan Anh Nguyen , Vitali Wachtel

We study the asymptotic behaviour of occupation times of a transient random walk in quenched random environment on a strip in a sub-diffusive regime. The asymptotic behaviour of hitting times, which is a more traditional object of study, is…

Probability · Mathematics 2015-06-12 Dmitry Dolgopyat , Ilya Goldsheid

The random walk process underlies the description of a large number of real world phenomena. Here we provide the study of random walk processes in time varying networks in the regime of time-scale mixing; i.e. when the network connectivity…

Understanding the timescales associated with relaxation to equilibrium in closed quantum many-body systems is one of the central focuses in the study of their non-equilibrium dynamics. At late times, these relaxation processes exhibit…

Statistical Mechanics · Physics 2026-01-19 Kadir Çeven , Lukas Peinemann , Fabian Heidrich-Meisner

We introduce a new type of random walk where the definition of edge reinforcement is very different from the one in the reinforced random walk models studied so far, and investigate its basic properties, such as null/positive recurrence,…

Probability · Mathematics 2017-12-13 Janos Englander , Stanislav Volkov

We have numerically studied the trapping problem in a two-dimensional lattice where particles are continuously generated. We have introduced interaction between particles and directionality of their movement. This model presents a critical…

High Energy Physics - Lattice · Physics 2009-10-22 I. Campos , A. Tarancon

We continue the investigations of lattice walks in the three dimensional lattice restricted to the positive octant. We separate models which clearly have a D-finite generating function from models for which there is no reason to expect that…

Combinatorics · Mathematics 2015-11-19 Axel Bacher , Manuel Kauers , Rika Yatchak

We considered diffusion-driven processes on small-world networks with distance-dependent random links. The study of diffusion on such networks is motivated by transport on randomly folded polymer chains, synchronization problems in…

Statistical Mechanics · Physics 2007-09-05 Balazs Kozma , Matthew B. Hastings , G. Korniss

Epidemic spreading often occurs in spatially heterogeneous environments, yet how quenched heterogeneity reshapes its onset and critical dynamics remains poorly understood. The diffusive epidemic process, a minimal reaction-diffusion model…

Statistical Mechanics · Physics 2026-03-24 Valentin Anfray , Hong-Yan Shih

A deterministic walk in a random environment can be understood as a general random process with finite-range dependence that starts repeating a loop once it reaches a site it has visited before. Such process lacks the Markov property. We…

Probability · Mathematics 2012-10-15 Ivan Matic

We study the limiting behavior of continuous time trawl processes which are defined using an infinitely divisible random measure of a time dependent set. In this way one is able to define separately the marginal distribution and the…

Probability · Mathematics 2017-08-10 Danijel Grahovac , Nikolai N. Leonenko , Murad S. Taqqu

We consider the problem of `discrete-time persistence', which deals with the zero-crossings of a continuous stochastic process, X(T), measured at discrete times, T = n(\Delta T). For a Gaussian Stationary Process the persistence (no…

Statistical Mechanics · Physics 2009-11-07 George C. M. A. Ehrhardt , Alan J. Bray , Satya N. Majumdar

Noncolliding diffusion processes reported in the present paper are $N$-particle systems of diffusion processes in one-dimension, which are conditioned so that all particles start from the origin and never collide with each other in a finite…

Probability · Mathematics 2011-05-05 Minami Izumi , Makoto Katori

For a symmetric, homogeneous and irreducible random walk on d-dimensional integer lattice Z^d, having zero mean and a finite variance of jumps, we study the passage times (with possible infinite values) determined by the starting point x,…

Probability · Mathematics 2013-10-29 Ekaterina Bulinskaya

We study persistent random walk with time dependent velocity reversal probabilities and identify a criterion for a non-equilibrium dynamical transition. As a representative example, we consider a power law reversal probability $p(t)\sim…

Statistical Mechanics · Physics 2026-05-20 Amit Pradhan , Reshmi Roy , Purusattam Ray

Motivated by studies on the recurrent properties of animal and human mobility, we introduce a path-dependent random walk model with long range memory for which not only the mean square displacement (MSD) can be obtained exactly in the…

Statistical Mechanics · Physics 2015-06-19 D. Boyer , J. C. R. Romo-Cruz