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We study a random walk in random environment on the non-negative integers. The random environment is not homogeneous in law, but is a mixture of two kinds of site, one in asymptotically vanishing proportion. The two kinds of site are (i)…

Probability · Mathematics 2014-04-28 Ostap Hryniv , Mikhail V. Menshikov , Andrew R. Wade

A physical-mathematical approach to anomalous diffusion may be based on generalized diffusion equations (containing derivatives of fractional order in space or/and time) and related random walk models. The fundamental solution (for the…

Statistical Mechanics · Physics 2007-09-25 Rudolf Gorenflo , Francesco Mainardi , Daniele Moretti , Gianni Pagnini , Paolo Paradisi

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…

Probability · Mathematics 2012-10-08 Xiaoqin Guo

A proof is provided of a strong law of large numbers for a one-dimensional random walk in a dynamic random environment given by a supercritical contact process in equilibrium. The proof is based on a coupling argument that traces the…

Probability · Mathematics 2013-03-27 Frank den Hollander , Renato dos Santos

We study the range $R_n$ of a random walk on the $d$-dimensional lattice $\mathbb{Z}^d$ indexed by a random tree with $n$ vertices. Under the assumption that the random walk is centered and has finite fourth moments, we prove in dimension…

Probability · Mathematics 2015-11-18 Jean-François Le Gall , Shen Lin

Random walks are basic diffusion processes on networks and have applications in, for example, searching, navigation, ranking, and community detection. Recent recognition of the importance of temporal aspects on networks spurred studies of…

Physics and Society · Physics 2015-01-14 Leo Speidel , Renaud Lambiotte , Kazuyuki Aihara , Naoki Masuda

We consider a population of $N$ labeled random walkers moving on a substrate, and an excitation jumping among the walkers upon contact. The label $\mathcal{X}(t)$ of the walker carrying the excitation at time $t$ can be viewed as a…

Statistical Mechanics · Physics 2007-12-19 E. Agliari , R. Burioni , D. Cassi , F. M. Neri

In this paper we present analytical and random walk based solutions to diffusion in semi-permeable layered media with varying diffusivity. We propose a new random walk transit model (hybrid model) based on treating the membrane permeability…

Biological Physics · Physics 2022-01-27 Ignasi Alemany , Jan N. Rose , Jérôme Garnier-Brun , Andrew D. Scott , Denis J. Doorly

We define a new stochastic process on general simplicial complexes which allows to study their spectral and homological properties. Some results for random walks on graphs are shown to hold in this general setting. As an application, the…

Probability · Mathematics 2014-12-18 Ron Rosenthal

Starting with a percolation model in $\Z^d$ in the subcritical regime, we consider a random walk described as follows: the probability of transition from $x$ to $y$ is proportional to some function $f$ of the size of the cluster of $y$.…

Probability · Mathematics 2012-01-31 Serguei Popov , Marina Vachkovskaia

The random walk problem is studied in two and three dimensions in the presence of a random distribution of static traps. An efficient Monte Carlo method, based on a mapping onto a polymer model, is used to measure the survival probability…

Statistical Mechanics · Physics 2009-11-07 G. T. Barkema , Parthapratim Biswas , Henk van Beijeren

We consider the biased random walk on a tree constructed from the set of finite self-avoiding walks on a lattice, and use it to construct probability measures on infinite self-avoiding walks. The limit measure (if it exists) obtained when…

Probability · Mathematics 2019-12-25 Vincent Beffara , Cong Bang Huynh

A random walk with counterbalanced steps is a process of partial sums $\check S(n)=\check X_1+ \cdots + \check X_n$ whose steps $\check X_n$ are given recursively as follows. For each $n\geq 2$, with a fixed probability $p$, $\check X_n$ is…

Probability · Mathematics 2022-07-05 Jean Bertoin

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

Asymptotic estimates of the hitting distribution of a long segment on the real axis for two dimensional random walks on ${\bf Z}^2$ of zero mean and finite variances are obtained: some are general and exhibit its apparent similarity to the…

Probability · Mathematics 2015-07-13 Kôhei Uchiyama

Several authors have studied convergence in distribution to the Brownian web under diffusive scaling of Markovian random walks. In a paper by R. Roy, K. Saha and A. Sarkar, convergence to the Brownian web is proved for a system of…

Probability · Mathematics 2022-09-13 Glauco Valle , Leonel Zuaznábar

We consider random walks on the line given by a sequence of independent identically distributed jumps belonging to the strict domain of attraction of a stable distribution, and first determine the almost sure exponential divergence rate, as…

Probability · Mathematics 2013-03-19 Francoise Pene , Benoît Saussol , Roland Zweimüller

Combs are a simple caricature of various types of natural branched structures, which belong to the category of loopless graphs and consist of a backbone and branches. We study continuous time random walks on combs and present a generic…

Statistical Mechanics · Physics 2016-01-20 Vicenc Mendez , Alexander Iomin , Daniel Campos , Werner Horsthemke

In this paper the multi-dimensional random walk models governed by distributed fractional order differential equations and multi-term fractional order differential equations are constructed. The scaling limits of these random walks to a…

Classical Analysis and ODEs · Mathematics 2007-05-23 Sabir Umarov , Stanly Steinberg

The purpose of this note is to collect in one place a few results about simple random walk and Brownian motion which are often useful. These include standard results such as Beurling estimates, large deviation estimates, and a method for…

Probability · Mathematics 2007-05-23 Christian Benes
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