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Related papers: Ordered random walks and the Airy line ensemble

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Consider a branching random walk in which the offspring distribution and the moving law both depend on an independent and identically distributed random environment indexed by the time.For the normalised counting measure of the number of…

Probability · Mathematics 2016-11-01 Zhi-Qiang Gao , Quansheng Liu

We study, in d-dimensions, the random walker with geometrically shrinking step sizes at each hop. We emphasize the integrated quantities such as expectation values, cumulants and moments rather than a direct study of the probability…

Statistical Mechanics · Physics 2009-11-11 Tonguc Rador

In this paper we show that a Brownian Gibbsian line ensemble whose top curve approximates a parabola must be given by the parabolic Airy line ensemble. More specifically, we prove that if $\boldsymbol{\mathcal{L}} = (\mathcal{L}_1,…

Probability · Mathematics 2025-10-13 Amol Aggarwal , Jiaoyang Huang

We consider super-diffusive L\'evy walks in $d \geqslant 2$ dimensions when the duration of a single step, i.e., a ballistic motion performed by a walker, is governed by a power-law tailed distribution of infinite variance and finite mean.…

Statistical Mechanics · Physics 2017-04-05 Itzhak Fouxon , Sergey Denisov , Vasily Zaburdaev , Eli Barkai

Mathematical models of motility are often based on random-walk descriptions of discrete individuals that can move according to certain rules. It is usually the case that large masses concentrated in small regions of space have a great…

Physics and Society · Physics 2022-11-23 Carles Falcó

The Symmetric Exclusion Process (SEP), in which particles hop symmetrically on a discrete line with hard-core constraints, is a paradigmatic model of subdiffusion in confined systems. This anomalous behavior is a direct consequence of…

Statistical Mechanics · Physics 2018-06-13 Alexis Poncet , Olivier Bénichou , Vincent Démery , Gleb Oshanin

We first establish new local limit estimates for the probability that a nondecreasing integer-valued random walk lies at time $n$ at an arbitrary value, encompassing in particular large deviation regimes. This enables us to derive scaling…

Probability · Mathematics 2024-01-22 Igor Kortchemski , Cyril Marzouk

We introduce a simple dynamical rule in which each particle locates a particle that is farthest from it and moves towards it. Repeated application of this algorithm results in the formation of unusual dynamical patterns: during the process…

Dynamical Systems · Mathematics 2019-09-24 Kulveer Singh , Yitzhak Rabin

We study $n$ non-intersecting Brownian motions corresponding to initial configurations which have a vanishing density in the large $n$ limit at an interior point of the support. It is understood that the point of vanishing can propagate up…

Probability · Mathematics 2022-12-12 Tom Claeys , Thorsten Neuschel , Martin Venker

We study the dynamical aspects of the top rank statistics of particles, performing Brownian motions on a half-line, which are ranked by their distance from the origin. For this purpose, we introduce an observable that we call the overlap…

Statistical Mechanics · Physics 2026-03-24 Zdzislaw Burda , Mario Kieburg

We prove a general noncommutative law of large numbers. This applies in particular to random walks on any locally finite homogeneous graph, as well as to Brownian motion on Riemannian manifolds which admit a compact quotient. It also…

Probability · Mathematics 2007-05-23 Anders Karlsson , François Ledrappier

We study time-inhomogeneous random walks on finite groups in the case where each random walk step need not be supported on a generating set of the group. When the supports of the random walk steps satisfy a natural condition involving…

Probability · Mathematics 2026-02-04 Elia Gorokhovsky

Properties of universality have essential relevance for the theory of random matrices usually called the Wigner ensemble. The issue was analysed up to recent years with detailed and relevant results. We present a slightly different view and…

Mathematical Physics · Physics 2025-05-07 Giovanni M. Cicuta , Mario Pernici

Techniques of `dynamic renormalization', developed earlier for undirected percolation and the contact model, are adapted to the setting of directed percolation, thereby obtaining solutions of several problems for directed percolation on…

Probability · Mathematics 2007-05-23 Geoffrey Grimmett , Philipp Hiemer

We study a class of non-reversible, continuous-time random walks in random environments on $\mathbb{Z}^d$ that admit a cycle representation with finite cycle length. The law of the transition rates, taking values in $[0, \infty)$, is…

Probability · Mathematics 2024-11-12 Jean-Dominique Deuschel , Martin Slowik , Weile Weng

Random matrix ensembles are introduced that respect the local tensor structure of Hamiltonians describing a chain of $n$ distinguishable spin-half particles with nearest-neighbour interactions. We prove a central limit theorem for the…

Mathematical Physics · Physics 2017-06-19 J. P. Keating , N. Linden , H. J. Wells

A Levy walk is a non-Markovian stochastic process in which the elementary steps of the walker consist of motion with constant speed in randomly chosen directions and for a random period of time. The time of flight is chosen from a…

Statistical Mechanics · Physics 2013-08-27 Abhishek Dhar , Keiji Saito

We consider a weighted random walk on the backbone of an oriented percolation cluster. We determine necessary conditions on the weights for Brownian scaling limits under the annealed and the quenched law. This model is a random walk in…

Probability · Mathematics 2017-07-03 Katja Miller

We consider a generalization of a one-dimensional stochastic process known in the physical literature as L\'evy-Lorentz gas. The process describes the motion of a particle on the real line in the presence of a random array of marked points,…

Probability · Mathematics 2016-04-12 Alessandra Bianchi , Giampaolo Cristadoro , Marco Lenci , Marilena Ligabò

We consider a certain sequence of random walks. The state space of the n-th random walk is the set of all strict partitions of n (that is, partitions without equal parts). We prove that, as n goes to infinity, these random walks converge to…

Probability · Mathematics 2010-11-16 Leonid Petrov