Related papers: Random walks and Lorentz processes
Research during the last decade demonstrates that effects originating on the Planck scale are currently being tested in multiple observational contexts. In this review we discuss quantum gravity phenomenological models and their possible…
We study the asymptotic distribution of random walks on $\mathbb Z^d$ ($d\ge1$) in deterministic reversible environments defined by an assignment of a positive conductance to each edge of $\mathbb Z^d$. We identify a deterministic set of…
This is the first of a series of two papers dealing with local limit theorems in relatively hyperbolic groups. In this first paper, we prove rough estimates for the Green function. Along the way, we introduce the notion of relative…
Random walkers characterized by random positions and random velocities lead to normal diffusion. A random walk was originally proposed by Einstein to model Brownian motion and to demonstrate the existence of atoms and molecules. Such a…
Random walks are studied on disordered cellular networks in 2-and 3-dimensional spaces with arbitrary curvature. The coefficients of the evolution equation are calculated in term of the structural properties of the cellular system. The…
We study limit distributions for random variables defined in terms of coefficients of a power series which is determined by a certain linear functional equation. Our technique combines the method of moments with the kernel method of…
In this paper, we study the scaling limit of a class of random walks which behave like simple random walks outside of a bounded region around the origin and which are subject to a partial reflection near the origin. If the probability of…
We examine a very simple conceptual model of stochastic behavior based on a random walk process in velocity space. For objects engaged in classical non-relativistic velocities, this leads under asymmetric conditions to acceleration…
We consider a model of random walk in ${\mathbb Z}^2$ with (fixed or random) orientation of the horizontal lines (layers) and with non constant iid probability to stay on these lines. We prove the transience of the walk for any fixed…
In this paper we study some properties of random walks perturbed at extrema, which are generalizations of the walks considered e.g., in Davis (1999). This process can also be viewed as a version of {\em excited random walk}, studied…
Contrary to the theory of Markov processes, no general theory exists for the so called nonlinear Markov processes. We study an example of "nonlinear Markov process" related to classical probability theory, merely to random walks. This model…
We study an extended dynamical system on the non-negative real line with piecewise linear non-uniformly expanding local dynamics. With a uniformly distributed initial state, the distribution of successive states coincides with that of a…
We show that almost any one-dimensional projection of a suitably scaled random walk on a hypercube, inscribed in a hypersphere, converges weakly to an Ornstein-Uhlenbeck process as the dimension of the sphere tends to infinity. We also…
We consider a symmetric random walk on the $\nu$-dimensional lattice, whose exit probability from the origin is modified by an antisymmetric perturbation and prove the local central limit theorem for this process. A short-range correction…
Random walks in cones have the double interest of being at the heart of many probabilistic problems and of being related to many mathematical fields, such as spectral theory, combinatorics, or discrete complex analysis. In this article, we…
We consider a periodic planar Lorentz process with strictly convex obstacles and finite horizon. This process describes the displacement of a particle moving in the plane with unit speed and with elastic reflection on the obstacles. We call…
Random walk is an explainable approach for modeling natural processes at the molecular level. The Random Permutation Set Theory (RPST) serves as a framework for uncertainty reasoning, extending the applicability of Dempster-Shafer Theory.…
We focus on two models of nearest-neighbour random walks on d-dimensional regular hyper-cubic lattices that are usually assumed to be identical - the discrete-time Polya walk, in which the walker steps at each integer moment of time, and…
This paper is concerned with Random walk approximations of the Brownian motion on the Affine group Aff(R). We are in particular interested in the case where the innovations are discrete. In this framework, the return probability of the walk…
We characterize ballistic behavior for general i.i.d. random walks in random environments on $\mathbb{Z}$ with bounded jumps. The two characterizations we provide do not use uniform ellipticity conditions. They are natural in the sense that…