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Related papers: Occupation time statistics for non-Markovian rando…

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In this work, we provide non-asymptotic bounds for the average speed of convergence of the empirical measure in the law of large numbers, in Wasserstein distance. We also consider occupation measures of ergodic Markov chains. One motivation…

Probability · Mathematics 2011-05-27 Emmanuel Boissard , Thibaut Le Gouic

In arbitrary spatial dimension $d\ge 1$, we study a generalized model of random walks in a time-varying random environment (RWRE) defined by a stochastic flow of kernels. We consider the quenched probability distribution of the random…

Probability · Mathematics 2025-10-28 Hindy Drillick , Shalin Parekh

We consider a ballistic random walk in an i.i.d. random environment that does not allow retreating in a certain fixed direction. Homogenization and regeneration techniques combine to prove a law of large numbers and an averaged invariance…

Probability · Mathematics 2007-06-13 F. Rassoul-Agha , T. Seppalainen

We perform simulations for one dimensional continuous-time random walks in two dynamic random environments with fast (independent spin-flips) and slow (simple symmetric exclusion) decay of space-time correlations, respectively. We focus on…

Probability · Mathematics 2012-05-23 L. Avena , P. Thomann

We study several lattice random walk models with stochastic resetting to previously visited sites which exhibit a phase transition between an anomalous diffusive regime and a localization regime where diffusion is suppressed. The localized…

Statistical Mechanics · Physics 2020-01-27 Denis Boyer , Andrea Falcón-Cortés , Luca Giuggioli , Satya N. Majumdar

This work analyzes fractional continuous-time random walks on two-layer multiplexes. A node-centric dynamics is used, in which it is assumed a Poisson distribution of a walker to become active, while a jump to one of its neighbors depends…

Physics and Society · Physics 2020-01-29 Alfonso Allen-Perkins , Roberto F. S. Andrade

We study the limit fluctuations of the rescaled occupation time process of a branching particle system in $\mathbb{R}^d$, where the particles are subject to symmetric $\alpha$-stable migration ($0<\alpha\leq2$), critical binary branching,…

We consider random walk with bounded jumps on a hypercubic lattice of arbitrary dimension in a dynamic random environment. The environment is temporally independent and spatially translation invariant. We study the rate functions of the…

Probability · Mathematics 2016-07-26 Firas Rassoul-Agha , Timo Seppäläinen , Atilla Yilmaz

We derive the probability density function of the positive occupation time of one-dimensional Brownian motion with two-valued drift. Long time asymptotics of the density are also computed. We use the result to describe the transitional…

Probability · Mathematics 2013-06-06 David J. W. Simpson , Rachel Kuske

A space fractional diffusion-like equation is introduced, which embodies the nonlocality in time, represented by the memory kernel and the non-locality in space. A specific example of the nonlocal term is considered in combination with…

Statistical Mechanics · Physics 2026-01-06 Pece Trajanovski , Irina Petreska , Katarzyna Gorska , Ljupco Kocarev , Trifce Sandev

We show that for finite-range, symmetric random walks on general transient Cayley graphs, the expected occupation time of any given ball of radius $r$ is $O(r^{5/2})$.. We also study the volume-growth property of the wired spanning forests…

Probability · Mathematics 2020-11-24 Russell Lyons , Yuval Peres , Xin Sun , Tianyi Zheng

Random walk subject to random drive has been extensively employed as a model for physical and biological processes. While equilibrium statistical physics has yielded significant insights into the distributions of dynamical fixed points of…

Statistical Mechanics · Physics 2023-11-22 Zijun Li , Jiming Yang , Huiyu Li

Random walks (or Markov chains) are models extensively used in theoretical computer science. Several tools, including analysis of quantities such as hitting and mixing times, are helpful for devising randomized algorithms. A notable example…

Quantum Physics · Physics 2023-07-12 Lorenzo Laneve , Francesco Tacchino , Ivano Tavernelli

The self-avoiding random walk (SARW) is a stochastic process whose state variable avoids returning to previously visited states. This non-Markovian feature has turned SARWs a powerful tool for modelling a plethora of relevant aspects in…

Statistical Mechanics · Physics 2023-10-25 Gaia Colombani , Giulia Bertagnolli , Oriol Artime

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

We study the asymptotic behaviour of random walks in i.i.d. non-elliptic random environments on $\mathbb{Z}^d$. Standard conditions (and proofs) for ballisticity and the central limit theorem require ellipticity. We use oriented percolation…

Probability · Mathematics 2018-11-27 Mark Holmes , Thomas S. Salisbury

This work deals with the stationary analysis of two-dimensional partially homogeneous nearest-neighbour random walks. Such type of random walks are characterized by the fact that the one-step transition probabilities are functions of the…

Probability · Mathematics 2021-03-26 Ioannis Dimitriou

The paper considers excited random walks (ERWs) on integers in i.i.d. environments with a bounded number of excitations per site. The emphasis is primarily on the critical case for the transition between recurrence and transience which…

Probability · Mathematics 2015-04-28 Dmitry Dolgopyat , Elena Kosygina

A semi-Markov process method for obtaining general counting statistics for open quantum systems is extended to the scenario of resetting. The simultaneous presence of random resets and wave function collapses means that the quantum jump…

Statistical Mechanics · Physics 2023-12-15 Fei Liu

We consider the problem of stochastic averaging of a quantum two-state dynamics driven by non-Markovian, discrete noises of the continuous time random walk type (multistate renewal processes). The emphasis is put on the proper averaging…

Statistical Mechanics · Physics 2007-06-13 Igor Goychuk , Peter Hanggi