Related papers: Martin boundaries of diffusions and random walks o…
We study limit distributions for random variables defined in terms of coefficients of a power series which is determined by a certain linear functional equation. Our technique combines the method of moments with the kernel method of…
We provide quantitative bounds on the convergence to stationarity of real-valued Langevin diffusions with symmetric target densities.
We study the random walk of a particle in a compartmentalized environment, as realized in biological samples or solid state compounds. Each compartment is characterized by its length $L$ and the boundaries transmittance $T$. We identify two…
We compute the $t$-Martin boundary of two-dimensional small steps random walks killed at the boundary of the quarter plane. We further provide explicit expressions for the (generating functions of the) discrete $t$-harmonic functions. Our…
A random walk scheme, consisting of alternating phases of regular Brownian motion and L\'evy walks, is proposed as a model for run-and-tumble bacterial motion. Within the continuous-time random walk approach we obtain the long-time and…
Classical diffusion in a random medium involves an exponential functional of Brownian motion. This functional also appears in the study of Brownian diffusion on a Riemann surface of constant negative curvature. We analyse in detail this…
Let $\widetilde{X}$ be a locally finite complete Gromov hyperbolic metric graph with the geometric boundary consisting of infinitely many points. Suppose that there is a discrete subgroup of the isometry group $Iso(\widetilde{X})$ acting…
We consider Brownian particles immersed in the fluid which flow is turbulent. We study the limit where the particles' inertia is weak and their velocity relaxes fast to the velocity of the flow. The trajectories of the particles in this…
Diffusion limits of MCMC methods in high dimensions provide a useful theoretical tool for studying computational complexity. In particular, they lead directly to precise estimates of the number of steps required to explore the target…
The random walk process in a nonhomogeneous medium, characterised by a L\'evy stable distribution of jump length, is discussed. The width depends on a position: either before the jump or after that. In the latter case, the density slope is…
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…
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…
We describe random walk boundaries (in particular, the Poisson--Furstenberg, or PF-boundary) for a vast family of groups in terms of the hyperbolic boundary of a special free subgroup. We prove that almost all trajectories of the random…
In this note we study the limiting behaviour of real valued functions on hyperbolic groups as we travel along typical geodesic rays in the Gromov boundary of the group. Our results apply to group homomorphisms, certain quasimorphisms and to…
Persistent random walks are intermediate transport processes between a uniform rectilinear motion and a Brownian motion. They are formed by successive steps of random finite lengths and directions travelled at a fixed speed. The isotropic…
A sequence of large invertible matrices given by a small random perturbation around a fixed diagonal and positive matrix induces a random dynamics on a high-dimensional sphere. For a certain class of rotationally invariant random…
A random walk generated by a sum of independent identity distributed random variables with positive expectation is considered. The limiting distributions for the first- passage -time of a step-function boundary are derived.
We show in detail some results, outlined in a previous paper regarding the case of Brownian motion (BM), about the distribution of the $n$th-passage time of a one-dimensional diffusion obtained by a space or time transformation of BM,…
The concept of random walk, in which particles or waves undergo multiple collisions with the microscopic constituents of a surrounding medium, is central to understanding diffusive transport across many research areas. However, this…
The complete representation of the Martin compactification for reflected random walks on a half-space $\Z^d\times\N$ is obtained. It is shown that the full Martin compactification is in general not homeomorphic to the ``radial''…