English
Related papers

Related papers: A Study in Markov Chains, Loop-Erased Random Walk …

200 papers

Loop-erased random walk and it's scaling limit, Schramm--Loewner evolution, have found numerous applications in mathematics and physics. We present a 2 dimensional analogue of LERW, the loop erased random surface. We do this by defining a 2…

Probability · Mathematics 2016-07-15 Kyle Parsons

We revisit the convergence of loop-erased random walk, LERW, to SLE(2) when the curves are parametrized by capacity. We construct a coupling of the chordal version of LERW and chordal SLE(2) based on the Green's function for LERW as…

Probability · Mathematics 2017-04-11 Gregory F. Lawler , Fredrik Viklund

The branching-ruin number of a tree, which describes its asymptotic growth and geometry, can be seen as a polynomial version of the branching number. This quantity was defined by Collevecchio, Kious and Sidoravicius (2018) in order to…

Probability · Mathematics 2018-11-21 Andrea Collevecchio , Cong Bang Huynh , Daniel Kious

A switching random walk, commonly known under the misnomer `oscillating random walk', is a real-valued Markov chain whose distribution of increments is determined by the sign of the current position. We explicitly identify an invariant…

Probability · Mathematics 2025-06-10 Vladislav Vysotsky

We define the Uniform Random Walk (URW) on a connected, locally finite graph as the weak limit of the uniform walk of length $n$ starting at a fixed vertex. When the limit exists, it is necessarily Markovian and is independent of the…

Probability · Mathematics 2025-12-11 Miklos Abert , Adam Arras , Jaelin Kim

Two-dimensional loop-erased random walks (LERWs) are random planar curves whose scaling limit is known to be a Schramm-Loewner evolution SLE_k with parameter k = 2. In this note, some properties of an SLE_k trace on doubly-connected domains…

Statistical Mechanics · Physics 2008-10-26 Christian Hagendorf , Pierre Le Doussal

Let T be an infinite homogenous tree of homogeneity $q+1$. Attaching to each edge the conductance $1$, the tree will became an electric network. The reversible Markov chain associated to this network is the simple random walk on the…

Probability · Mathematics 2010-07-28 Alice Vatamanelu

The rotor walk is a derandomized version of the random walk on a graph. On successive visits to any given vertex, the walker is routed to each of the neighboring vertices in some fixed cyclic order, rather than to a random sequence of…

Probability · Mathematics 2010-04-08 Alexander E. Holroyd , James Propp

For a Markov chain $Y$ with values in a Polish space, consider the entrance chain, obtained by sampling $Y$ at the moments when it enters a fixed set $A$ from its complement $A^c$. Similarly, consider the exit chain, obtained by sampling…

Probability · Mathematics 2025-05-15 Aleksandar Mijatovic , Vladislav Vysotsky

We study the loop clusters induced by Poissonian ensembles of Markov loops on a finite or countable graph (Markov loops can be viewed as excursions of Markov chains with a random starting point, up to re-rooting). Poissonian ensembles are…

Probability · Mathematics 2013-04-17 Yves Le Jan , Sophie Lemaire

We introduce partial loop-erasing operators. We show that by applying a refinement sequence of partial loop-erasing operators to a finite Markov chain, we get a process equivalent to the chronological loop-erased Markov chain. As an…

Probability · Mathematics 2022-09-19 Shiping Cao

Let X and Y be independent transient Markov chains on the same state space that have the same transition probabilities. Let L denote the ``loop-erased path'' obtained from the path of X by erasing cycles when they are created. We prove that…

Probability · Mathematics 2015-06-26 Russell Lyons , Yuval Peres , Oded Schramm

In the first part of this thesis, we study a Markov chain on $\mathbb{R}_+ \times S$, where $\mathbb{R}_+$ is the non-negative real numbers and $S$ is a finite set, in which when the $\mathbb{R}_+$-coordinate is large, the $S$-coordinate of…

Probability · Mathematics 2018-02-20 Chak Hei Lo

One class of random walks with infinite memory, so called elephant random walks, are simple models describing anomalous diffusion. We present a surprising connection between these models and bond percolation on random recursive trees. We…

Statistical Mechanics · Physics 2016-03-23 Rüdiger Kürsten

For a Markov chain $Y$ with values in a Polish space, consider the entrance Markov chain obtained by sampling $Y$ at the moments when it enters a fixed set $A$ from its complement $A^c$. Similarly, consider the exit Markov chain, obtained…

Probability · Mathematics 2020-05-25 Aleksandar Mijatović , Vladislav Vysotsky

Many complex systems exhibit interactions that depend not only on pairwise connections, but also group structures and memory effects. To capture such effects, we develop a unified tensor framework for modeling higher-order Markov chains…

Systems and Control · Electrical Eng. & Systems 2026-04-09 Shaoxuan Cui , Lingfei Wang , Hildeberto Jardon-Kojakhmetov , Karl Henrik Johansson , Ming Cao

We consider the motion of a particle on a Galton Watson tree, when the probabilities of jumping from a vertex to any one of its neighbours is determined by a random process. Given the tree, positive weights are assigned to the edges in such…

Probability · Mathematics 2016-05-02 A. D. Barbour , A. Collevecchio

Let {X_n,n\geq0} be a Markov chain on a general state space X with transition probability P and stationary probability \pi. Suppose an additive component S_n takes values in the real line R and is adjoined to the chain such that…

Probability · Mathematics 2016-09-07 Cheng-Der Fuh

We introduce weighted Markovian graphs, a random walk model that decouples the transition dynamics of a Markov chain from (random) edge weights representing the cost of traversing each edge. This decoupling allows us to study the…

Optimization and Control · Mathematics 2026-03-30 Thao Le , Robbert van der Burg , Bernd Heidergott , Ines Lindner , Alessandro Zocca

We define a family of stochastic Loewner evolution-type processes in finitely connected domains, which are called continuous LERW (loop-erased random walk). A continuous LERW describes a random curve in a finitely connected domain that…

Probability · Mathematics 2009-09-29 Dapeng Zhan