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Related papers: Persistence exponents of self-interacting random w…

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Self-interacting random walks (SIRWs) show long-range memory effects that result from the interaction of the random walker at time $t$ with the territory already visited at earlier times $t'<t$. This class of non-Markovian random walks has…

Statistical Mechanics · Physics 2024-04-25 Julien Brémont , Olivier Bénichou , Raphaël Voituriez

We study the persistence probability for some discrete-time, time-reversible processes. In particular, we deduce the persistence exponent in a number of examples: first, we deal with random walks in random sceneries (RWRS) in any dimension…

Probability · Mathematics 2015-02-25 Frank Aurzada , Nadine Guillotin-Plantard

We study the persistence exponent for random walks in random sceneries (RWRS) with integer values and for some special random walks in random environment in $\mathbb Z^2$ including random walks in $\mathbb Z^2$ with random orientations of…

Probability · Mathematics 2015-08-31 Nadine Guillotin-Plantard , Françoise Pène

This article deals with the asymptotic behaviour as $t\to +\infty$ of the survival function $P[T > t],$ where $T$ is the first passage time above a non negative level of a random process starting from zero. In many cases of physical…

Probability · Mathematics 2012-03-30 Frank Aurzada , Thomas Simon

We review recent studies demonstrating a nonuniversal (continuously variable) survival exponent for history-dependent random walks, and analyze a new example, the hard movable partial reflector. These processes serve as a simplified models…

Statistical Mechanics · Physics 2015-06-24 Ronald Dickman , Francisco Fontenele Araujo , Daniel ben-Avraham

For many stochastic processes, the probability $S(t)$ of not-having reached a target in unbounded space up to time $t$ follows a slow algebraic decay at long times, $S(t)\sim S_0/t^\theta$. This is typically the case of symmetric compact…

Statistical Mechanics · Physics 2019-07-09 N. Levernier , M. Dolgushev , O. Bénichou , R. Voituriez , T. Guérin

Persistence, defined as the probability that a fluctuating signal has not reached a threshold up to a given observation time, plays a crucial role in the theory of random processes. It quantifies the kinetics of processes as varied as phase…

Statistical Mechanics · Physics 2022-10-12 N. Levernier , T. V. Mendes , O. Bénichou , R. Voituriez , T. Guérin

Self-interacting random walks are endowed with long range memory effects that emerge from the interaction of the random walker at time $t$ with the territory that it has visited at earlier times $t'<t$. This class of non Markovian random…

Statistical Mechanics · Physics 2021-09-28 Alex Barbier--Chebbah , Olivier Benichou , Raphael Voituriez

In this paper, we present the detailed calculation of the persistence exponent $\theta$ for a nearly-Markovian Gaussian process $X(t)$, a problem initially introduced in [Phys. Rev. Lett. 77, 1420 (1996)], describing the probability that…

Statistical Mechanics · Physics 2009-10-31 Clement Sire , Satya N. Majumdar , Andreas Rudinger

In many physical, social or economical phenomena we observe changes of a studied quantity only in discrete, irregularly distributed points in time. The stochastic process used by physicists to describe this kind of variables is the…

Statistical Finance · Quantitative Finance 2020-04-14 Jarosław Klamut , Tomasz Gubiec

This thesis explores a central question: how does memory affect the way random walkers explore space? By analyzing various non-Markovian models, where past behavior directly influences future dynamics, we uncover new mechanisms and…

Statistical Mechanics · Physics 2025-07-30 Julien Brémont

In this paper we extend the concept of persistence, well defined for classical stochastic dynamics, to the context of quantum dynamics. We demonstrate the idea via quantum random walk and a successive measurement scheme, where persistence…

Statistical Mechanics · Physics 2015-05-18 Sanchari Goswami , Parongama Sen , Arnab Das

We study the local persistence probability during non-stationary time evolutions in disordered contact processes with long-range interactions by a combination of the strong-disorder renormalization group (SDRG) method, a phenomenological…

Statistical Mechanics · Physics 2020-08-19 Róbert Juhász

We give a complete and unified description -- under some stability assumptions -- of the functional scaling limits associated with some persistent random walks for which the recurrent or transient type is studied in [1]. As a result, we…

Probability · Mathematics 2016-12-02 Peggy Cénac , Arnaud Le Ny , Basile De Loynes , Yoann Offret

Random walks process on networks plays a fundamental role in understanding the importance of nodes and the similarity of them, which has been widely applied in PageRank, information retrieval, and community detection, etc. Individual's…

Physics and Society · Physics 2021-01-13 Bing Wang , Hongjuan Zeng , Yuexing Han

The persistence properties of a set of random walkers obeying the A+B -> 0 reaction, with equal initial density of particles and homogeneous initial conditions, is studied using two definitions of persistence. The probability, P(t), that an…

Statistical Mechanics · Physics 2009-11-07 S. J. O'Donoghue , A. J. Bray

We consider one-dimensional discrete-time random walks (RWs) in the presence of finite size traps of length $\ell$ over which the RWs can jump. We study the survival probability of such RWs when the traps are periodically distributed and…

Statistical Mechanics · Physics 2022-01-05 Gaia Pozzoli , Benjamin De Bruyne

We analyze the dynamics of the Sisyphus random walk model, a discrete Markov chain in which the walkers may randomly return to their initial position $x_0$. In particular, we present a remarkably compact derivation of the time-dependent…

Statistical Mechanics · Physics 2024-07-19 Shahar Hod

We study how the Hurst exponent $\alpha$ depends on the fraction $f$ of the total time $t$ remembered by non-Markovian random walkers that recall only the distant past. We find that otherwise nonpersistent random walkers switch to…

Statistical Mechanics · Physics 2009-11-11 J. C. Cressoni , M. A. A. da Silva , G. M. Viswanathan

We consider a walker that at each step keeps the same direction with a probabilitythat depends on the time already spent in the direction the walker is currently moving. In this paper, we study some asymptotic properties of this persistent…

Probability · Mathematics 2015-09-15 Peggy Cénac , Basile De Loynes , Arnaud Le Ny , Yoann Offret
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