Related papers: Martin boundaries of diffusions and random walks o…
This paper investigates L\'evy walks with random velocities, extending classical models beyond constant speed assumptions. We derive scaling limits, demonstrating that diffusion depends on interplay between heavy-tailed duration and…
The paper investigates solutions of the fractional hyperbolic diffusion equation in its most general form with two fractional derivatives of distinct orders. The solutions are given as spatial-temporal homogeneous and isotropic random…
Simple random walks on various types of partially horizontally oriented regular lattices are considered. The horizontal orientations of the lattices can be of various types (deterministic or random) and depending on the nature of the…
For covering spaces and properly discontinuous actions with compatible diffusion operators, we discuss Lyons-Sullivan discretizations of the associated diffusions and harmonic functions of bounded growth.
In Euclidean space there is a trivial upper bound on the maximum length of a compound "walk" built up of variable-length jumps, and a considerably less trivial lower bound on its minimum length. The existence of this non-trivial lower bound…
We study the growth of hyperbolic type distances in starlike domains. We derive estimates for various hyperbolic type distances and consider the asymptotic sharpness of the estimates.
We introduce a discrete-time random walk model on a one-dimensional lattice with a nonconstant sojourn time and prove that the discrete density converges to a solution of a continuum diffusion equation. Our random walk model is not…
Arnold's diffusion in quasi integrable hamiltonian systems occurs in exponentially large time. We study an initially hyperbolic system which admits diffusion in polynomial time.
We consider continuous-time random walks on a random locally finite subset of $\mathbb{R}^d$ with random symmetric jump probability rates. The jump range can be unbounded. We assume some second--moment conditions and that the above…
Consider a chaotic dynamical system generating Brownian motion-like diffusion. Consider a second, non-chaotic system in which all particles localize. Let a particle experience a random combination of both systems by sampling between them in…
This elementary treatment first summarizes extreme values of a Bernoulli random walk on the one-dimensional integer lattice over a finite discrete time interval. Both the symmetric (unbiased) and asymmetric (biased) cases are discussed.…
We establish the discrete approximation to Brownian motion with varying dimension (BMVD in abbreviation) by random walks. The setting is very similar to that in [11], but here we use a different method allowing us to get rid the…
We consider a system of independent one-dimensional random walks in a common random environment under the condition that the random walks are transient with positive speed $v_P$. We give upper bounds on the quenched probability that at…
Consider uniformly elliptic random walk on $\bbZ^d$ with independent jump rates across nearest neighbour bonds of the lattice. We show that the infinite volume effective diffusion matrix can be almost surely recovered as the limit of finite…
In this note, we give an original convergence result for products of independent random elements of motion group. Then we consider dynamic random walks which are inhomogeneous Markov chains whose transition probability of each step is, in…
Analytic solution is given in the steady state limit for the system of Master equations describing a random walk on one-dimensional periodic lattices with arbitrary hopping rates containing one mobile, directional impurity (defect bond).…
By analysing an n-dimensional generalisation of Thomas's cyclically symmetric attractor we find that this chaotic dynamical system behaves like a random walk constrained onto the surface of a hypersphere. The growth of error is limited,…
We study an homogeneous irreducible markovian random walk in a square lattice of arbitrary dimension, with an antisymmetric perturbation acting only in one point. We compute exactly spatial correction to the diffusive behaviour in the…
In this thesis, we study the diffusive and ballistic behaviors of random walk in random environment (RWRE) in an integer lattice with dimension at least 2. Our contributions are in three directions: a conditional law of large numbers and…
We study the asymptotic diffusion processes with (generally nonlocal) open boundaries in one dimension which are exactly solvable by means of the recently developed recursion formula. We investigate the stationary states, which cannot be…