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We investigate the first passage statistics of active continuous time random walks with Poissonian waiting time distribution on a one dimensional infinite lattice and a two dimensional infinite square lattice. We study the small and large…

Statistical Mechanics · Physics 2024-02-27 Stephy Jose

The first passage statistics of a continuous time random walker with Poisson distributed jumps on one and two dimensional infinite lattices is investigated. An exact expression for the probability of first return to the origin in one…

Statistical Mechanics · Physics 2022-06-13 Stephy Jose

We revisit the simple lattice random walk (P\'{o}lya walk) and the Sisyphus random walk in $\mathbb{Z}$, in the presence of random restarts. We use a relatively direct approach namely First passage under restart for discrete space and time…

Statistical Mechanics · Physics 2021-11-04 Ofek Lauber Bonomo , Arnab Pal

We consider a discrete-time random walk on the nodes of an unbounded hexagonal lattice. We determine the probability generating functions, the transition probabilities and the relevant moments. The convergence of the stochastic process to a…

Probability · Mathematics 2019-09-16 Antonio Di Crescenzo , Claudio Macci , Barbara Martinucci , Serena Spina

The distribution of the first positive position reached by a random walker starting at the origin is central to the analysis of extremes and records in one-dimensional random walks. In this work, we present a detailed and self-contained…

Statistical Mechanics · Physics 2025-10-21 Claude Godrèche , Jean-Marc Luck

The presence of temporal correlations in random movement trajectories is a widespread phenomenon across biological, chemical and physical systems. The ubiquity of persistent and anti-persistent motion in many natural and synthetic systems…

Statistical Mechanics · Physics 2024-07-03 Daniel Marris , Luca Giuggioli

For more than a century lattice random walks have been employed ubiquitously, both as a theoretical laboratory to develop intuition about more complex stochastic processes and as a tool to interpret a vast array of empirical observations.…

Statistical Mechanics · Physics 2024-12-31 Luca Giuggioli , Seeralan Sarvaharman , Debraj Das , Daniel Marris , Toby Kay

In this paper we present a computation of the mean first-passage times both for a random walk in a discrete bounded lattice, between a starting site and a target site, and for a Brownian motion in a bounded domain, where the target is a…

Statistical Mechanics · Physics 2007-05-23 Sylvain Condamin , Olivier Bénichou , Michel Moreau

We study three different random walk models on several two-dimensional lattices by Monte Carlo simulations. One is the usual nearest neighbor random walk. Another is the nearest neighbor random walk which is not allowed to backtrack. The…

Probability · Mathematics 2016-06-22 Tom Kennedy

We study first-passage statistics for one-dimensional random walks $S_n$ with independent and identically distributed jumps starting from the origin. We focus on the joint distribution of the first-passage time $\tau_b$ and first-passage…

Statistical Mechanics · Physics 2025-07-16 Mattia Radice , Giampaolo Cristadoro

We study the first passage times of discrete-time branching random walks in ${\mathbb R}^d$ where $d\geq 1$. Here, the genealogy of the particles follows a supercritical Galton-Watson process. We provide asymptotics of the first passage…

Probability · Mathematics 2026-01-06 Jose Blanchet , Wei Cai , Shaswat Mohanty , Zhenyuan Zhang

We consider the dynamics of lattice random walks with resetting. The walker moving randomly on a lattice of arbitrary dimensions resets at every time step to a given site with a constant probability $r$. We construct a discrete renewal…

Statistical Mechanics · Physics 2022-11-01 Debraj Das , Luca Giuggioli

We survey recent results on some one- and two-dimensional patterns generated by random permutations of natural numbers. In the first part, we discuss properties of random walks, evolving on a one-dimensional regular lattice in discrete time…

Statistical Mechanics · Physics 2009-11-11 G. Oshanin , R. Voituriez , S. Nechaev , O. Vasilyev , F. Hivert

We study random walks evolving in continuous time on a one-dimensional lattice where each site $x$ hosts a quenched random potential $U_x$. The potentials on different sites are independent, identically distributed Gaussian random…

Statistical Mechanics · Physics 2026-02-27 Silvio Kalaj , Enzo Marinari , Gleb Oshanin , Luca Peliti

Consider a randomly-oriented two dimensional Manhattan lattice where each horizontal line and each vertical line is assigned, once and for all, a random direction by flipping independent and identically distributed coins. A deterministic…

Probability · Mathematics 2019-04-30 Andrea Collevecchio , Kais Hamza , Laurent Tournier

This paper concerns a random walk that moves on the integer lattice and has zero mean and a finite variance. We obtain first an asymptotic estimate of the transition probability of the walk absorbed at the origin, and then, using the…

Probability · Mathematics 2011-03-31 Kohei Uchiyama

One can define a random walk on a hypercubic lattice in a space of integer dimension $D$. For such a process formulas can be derived that express the probability of certain events, such as the chance of returning to the origin after a given…

High Energy Physics - Lattice · Physics 2009-10-22 Carl M. Bender , Stefan Boettcher , Lawrence R. Mead

Given a discrete-time non-lattice supercritical branching random walk in $\mathbb{R}^d$, we investigate its first passage time to a shifted unit ball of a distance $x$ from the origin, conditioned upon survival. We provide precise…

Probability · Mathematics 2026-04-10 Jose Blanchet , Zhenyuan Zhang

We obtain an exact formula for the first-passage time probability distribution for random walks on complex networks using inverse Laplace transform. We write the formula as the summation of finitely many terms with different frequencies…

Statistical Mechanics · Physics 2018-12-17 Mucong Ding , Kwok Yip Szeto

The set of visited sites and the number of visited sites are two basic properties of the random walk trajectory. We consider two independent random walks on a hyper-cubic lattice and study ordering probabilities associated with these…

Statistical Mechanics · Physics 2022-11-23 E. Ben-Naim , P. L. Krapivsky
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