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All statistical information about the heat can be obtained with the probability distribution of the heat functional. This paper derives analytically the expression for the distribution of the heat, through path integral, for a diffusive…

Statistical Mechanics · Physics 2021-02-19 Pedro Ventura Paraguassú , Welles Antonio Martinez Morgado

In this paper random walks on the Penrose lattice are investigated. Heat kernel estimates and the invariance principle are shown.

Probability · Mathematics 2015-05-14 Andras Telcs

We consider time-dependent random walks among time-dependent conductances. For discrete time random walks, we show that, unlike the time-independent case, two-sided Gaussian heat kernel estimates are not stable under perturbations. This is…

Probability · Mathematics 2015-10-21 Ruojun Huang , Takashi Kumagai

We will investigate a random mass splitting model and the closely related random walk in a random environment (RWRE). The heat kernel for the RWRE at time t is the mass splitting distribution at t. We prove a quenched invariance principle…

Probability · Mathematics 2015-09-01 Sayan Banerjee , Christopher Hoffman

The general relationship between an arbitrary frequency distribution and the expectation value of the frequency distributions of its samples is esablished. A set of combinations of expectation values whose value does not in general depend…

Data Analysis, Statistics and Probability · Physics 2012-10-05 Paolo Rossi

Via a Dirichlet form extension theorem and making full use of two-sided heat kernel estimates, we establish quenched invariance principles for random walks in random environments with a boundary. In particular, we prove that the random walk…

Probability · Mathematics 2015-09-10 Zhen-Qing Chen , David A. Croydon , Takashi Kumagai

We consider reversible random walks in random environment obtained from symmetric long--range jump rates on a random point process. We prove almost sure transience and recurrence results under suitable assumptions on the point process and…

Probability · Mathematics 2015-11-30 P. Caputo , A. Faggionato , A. Gaudilliere

We study the behavior of the random walk in a continuum independent long-range percolation model, in which two given vertices $x$ and $y$ are connected with probability that asymptotically behaves like $|x-y|^{-\alpha}$ with $\alpha>d$,…

Probability · Mathematics 2022-09-30 Ercan Sönmez , Arnaud Rousselle

Random walk is a fundamental concept with applications ranging from quantum physics to econometrics. Remarkably, one specific model of random walks appears to be ubiquitous across many fields as a tool to analyze transport phenomena in…

Statistical Mechanics · Physics 2015-06-12 V. Zaburdaev , S. Denisov , J. Klafter

Random walks provide a simple conventional model to describe various transport processes, for example propagation of heat or diffusion of matter through a medium. However, in many practical cases the medium is highly irregular due to…

Probability · Mathematics 2019-06-10 L. V. Bogachev

In this paper necessary and sufficient conditions are presented for heat kernel upper bounds for random walks on weighted graphs. Several equivalent conditions are given in the form of isoperimetric inequalities.

Probability · Mathematics 2008-01-16 Andras Telcs

Propagation in quantum walks is revisited by showing that very general 1D discrete-time quantum walks with time- and space-dependent coefficients can be described, at the continuous limit, by Dirac fermions coupled to electromagnetic…

Quantum Physics · Physics 2013-07-16 Fabrice Debbasch , Giuseppe Di Molfetta , David Espaze , Vincent Foulonneau

Diffusion mediated reaction models are particularly ubiquitous in the description of physical, chemical or biological processes. The random walk schema is a useful tool for formulating these models. Recently, evanescent random walk models…

Data Analysis, Statistics and Probability · Physics 2015-10-08 Miguel A. Ré , Natalia C. Bustos

We consider a random walk on a random graph $(V,E)$, where $V$ is the set of open sites under i.i.d. Bernoulli site percolation on the multi-dimensional integer set $\mathbf{Z}^d$, and the transition probabilities of the walk are generated…

Probability · Mathematics 2016-05-18 Zhang Zhongyang , Zhang Li-Xin

In this paper, we derive upper bounds for the heat kernel of the simple random walk on the infinite cluster of a supercritical long range percolation process. For any $d \geq 1$ and for any exponent $s \in (d, (d+2) \wedge 2d)$ giving the…

Probability · Mathematics 2009-11-30 Nicholas Crawford , Allan Sly

We consider on-diagonal heat kernel estimates and the laws of the iterated logarithms for a switch-walk-switch random walk on a lamplighter graph under the condition that the random walk on the underlying graph enjoys sub-Gaussian heat…

Probability · Mathematics 2016-10-07 Takashi Kumagai , Chikara Nakamura

There has recently been considerable interest in quantum walks in connection with quantum computing. The walk can be considered as a quantum version of the so-called correlated random walk. We clarify a strong structural similarity between…

Quantum Physics · Physics 2010-06-08 Norio Konno

The diffusion equation and its time-fractional counterpart can be obtained via the diffusion limit of continuous-time random walks with exponential and heavy-tailed waiting time distributions. The space dependent variable-order…

Statistical Mechanics · Physics 2025-10-24 Christopher N. Angstmann , Daniel S. Han , Bruce I. Henry , Boris Z. Huang , Zhuang Xu

In this paper we consider a time-continuous random walk in $\mathbb{Z}^d$ in a dynamical random environment with symmetric jump rates to nearest neighbours. We assume that these random conductances are stationary and ergodic and, moreover,…

Probability · Mathematics 2025-10-08 Jean-Dominique Deuschel , Takashi Kumagai , Martin Slowik

A fractional reaction-diffusion equation is derived from a continuous time random walk model when the transport is dispersive. The exit from the encounter distance, which is described by the algebraic waiting time distribution of jump…

Statistical Mechanics · Physics 2009-11-10 Kazuhiko Seki , Mariusz Wojcik , M. Tachiya