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We prove large-time $L^2$ and distributional limit theorems for perimeter and diameter of the convex hull of $N$ trajectories of planar random walks whose increments have finite second moments. Earlier work considered $N \in \{1,2\}$ and…

Probability · Mathematics 2025-09-23 Wojciech Cygan , Tomislav Kralj , Nikola Sandrić , Stjepan Šebek , Andrew Wade , Mo Dick Wong

For a general class of percolation models with long-range correlations on $\mathbb Z^d$, $d\geq 2$, introduced in arXiv:1212.2885, we establish regularity conditions of Barlow arXiv:math/0302004 that mesoscopic subballs of all large enough…

Probability · Mathematics 2015-12-04 Artem Sapozhnikov

An anomalous diffusion model for ion channel gating is put forward. This scheme is able to describe non-exponential, power-law like distributions of residence time intervals in several types of ion channels. Our method presents a…

Biological Physics · Physics 2007-05-23 Igor Goychuk , Peter Hanggi

Normal diffusion in corrugated potentials with spatially uncorrelated Gaussian energy disorder famously explains the origin of non-Arrhenius $\exp[-\sigma^2/(k_BT^2)]$ temperature-dependence in disordered systems. Here we show that unbiased…

Statistical Mechanics · Physics 2014-09-24 Igor Goychuk , V. O. Kharchenko

We study directed, weighted graphs $G=(V,E)$ and consider the (not necessarily symmetric) averaging operator $$ (\mathcal{L}u)(i) = -\sum_{j \sim_{} i}{p_{ij} (u(j) - u(i))},$$ where $p_{ij}$ are normalized edge weights. Given a vertex $i…

Spectral Theory · Mathematics 2016-11-10 Xiuyuan Cheng , Manas Rachh , Stefan Steinerberger

We analyze random walk through fractal environments, embedded in 3-dimensional, permeable space. Particles travel freely and are scattered off into random directions when they hit the fractal. The statistical distribution of the flight…

Plasma Physics · Physics 2009-11-07 H. Isliker , L. Vlahos

Score-based diffusion models have demonstrated remarkable empirical success in learning high-dimensional distributions, particularly those exhibiting low-dimensional and multi-modal structures. However, theoretical understanding of their…

Machine Learning · Statistics 2026-05-29 Jingda Wu , Changxiao Cai

We establish uniform pointwise estimates for the densities of a family of $\alpha$-stable processes with respect to the index $\alpha \in [\alpha_0,2]$ for some $\alpha_0>0$. In addition, we estimate the difference between the heat kernels…

Probability · Mathematics 2026-03-27 Xianming Liu , Chongyang Ren , Mingyan Wu

This article studies discrete height functions on the discrete hypertorus. These are functions on the vertices of this hypertorus graph for which the derivative satisfies a specific condition on each edge. We then perform a random walk on…

Probability · Mathematics 2023-01-23 Piet Lammers

Sub-Gaussian heat kernel estimates are typical of fractal graphs. We show that sub-Gaussian estimates on graphs follow from a Poincar\'e inequality, capacity upper bound, and a slow volume growth condition. An important feature of this work…

Probability · Mathematics 2018-10-24 Mathav Murugan

The modeling of diffusion processes on graphs is the basis for many network science and machine learning approaches. Entropic measures of network-based diffusion have recently been employed to investigate the reversibility of these…

Dynamical Systems · Mathematics 2025-10-23 Samuel Koovely , Alexandre Bovet

Given a set of graphs from some unknown family, we want to generate new graphs from that family. Recent methods use diffusion on either graph embeddings or the discrete space of nodes and edges. However, simple changes to embeddings (say,…

Machine Learning · Computer Science 2026-05-08 Rahul Nandakumar , Deepayan Chakrabarti

We generalize leading-order asymptotics of a form of the heat content of a submanifold (van den Berg & Gilkey 2015) to the setting of time-dependent diffusion processes in the limit of vanishing diffusivity. Such diffusion processes arise…

Analysis of PDEs · Mathematics 2021-03-22 Nathanael Schillling , Daniel Karrasch , Oliver Junge

We extend the use of random evolving sets to time-varying conductance models and utilize it to provide tight heat kernel upper bounds. It yields the transience of any uniformly lazy random walk, on Z^d, d>=3, equipped with uniformly bounded…

Probability · Mathematics 2016-03-22 Amir Dembo , Ruojun Huang , Ben Morris , Yuval Peres

Starting from a simple animal-biology example, a general, somewhat counter-intuitive property of diffusion random walks is presented. It is shown that for any (non-homogeneous) purely diffusing system, under any isotropic uniform incidence,…

Statistical Mechanics · Physics 2019-02-20 Stephane Blanco , Fournier Richard

We propose diffusion-like equations with time and space fractional derivatives of the distributed order for the kinetic description of anomalous diffusion and relaxation phenomena, whose diffusion exponent varies with time and which,…

Statistical Mechanics · Physics 2009-11-07 A. V. Chechkin , R. Gorenflo , I. M. Sokolov

This paper investigates random walks and diffusion limits on a broad class of fractal graphs generated by Edge Iterated Graph Systems (EIGS). We prove that the rescaled simple random walks converge in the…

Probability · Mathematics 2026-05-18 Ziyu Neroli

We constructed a diffusion process on the Sierpi\'nski carpet that satisfies the sub-Gaussian heat kernel estimate with respect to the Euclidean metric and a non-standard self-similar measure.

Probability · Mathematics 2025-12-01 Shiping Cao , Hua Qiu , Bingshen Wang

A fundamental insight in the theory of diffusive random walks is that the mean length of trajectories traversing a finite open system is independent of the details of the diffusion process. Instead, the mean trajectory length depends only…

We obtain non-Gaussian limit laws for one-dimensional random walk in a random environment assuming that the environment is a function of a stationary Markov process. This is an extension of the work of Kesten, M. Kozlov and Spitzer for…

Probability · Mathematics 2007-05-23 Eddy Mayer-Wolf , Alexander Roitershtein , Ofer Zeitouni