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In this paper, we study random walks evolving with a directional bias in a two-dimensional random environment with correlations that vanish polynomially. Using renormalization methods first employed for one-dimensional dynamic environments…

Probability · Mathematics 2024-06-14 Julien Allasia

We continue our study of the unidirectional elephant random walk (uERW) initiated in {\it {Electron. Commun. Probab.}} ({\bf 29} 2024, article no. 78). In this paper we obtain definitive results when the memory exponent $\beta\in (-1,…

Probability · Mathematics 2025-04-02 Rahul Roy , Masato Takei , Hideki Tanemura

We investigate continuous time random walks with truncated $\alpha$-stable trapping times. We prove distributional ergodicity for a class of observables; namely, the time-averaged observables follow the probability density function called…

Statistical Mechanics · Physics 2015-05-27 Tomoshige Miyaguchi , Takuma Akimoto

In this thesis, we study three physically relevant models of strongly correlated random variables: trapped fermions, random matrices and random walks. In the first part, we show several exact mappings between the ground state of a trapped…

Statistical Mechanics · Physics 2019-06-24 Bertrand Lacroix-A-Chez-Toine

The infinite two-sided loop-erased random walk (LERW) is a measure on infinite self-avoiding walks that can be viewed as giving the law of the `middle part' of an infinite LERW loop going through 0 and infinity. In this note we derive…

Probability · Mathematics 2019-11-20 Christian Beneš , Gregory F. Lawler , Fredrik Viklund

We study a 2-D disordered time-discrete quantum walk based on 1-D `generalized elephant quantum walk' where an entangling coin operator is assumed and which paves the way to a new set of properties. We show that considering a given disorder…

Multivariate Exponentially Weighted Moving Average, MEWMA, charts are popular, handy and effective procedures to detect distributional changes in a stream of multivariate data. For doing appropriate performance analysis, dealing with the…

Methodology · Statistics 2021-01-12 Sven Knoth

We study the behavior of the random walk in a continuum independent long-range percolation model, in which two given vertices $x$ and $y$ are connected with probability that asymptotically behaves like $|x-y|^{-\alpha}$ with $\alpha>d$,…

Probability · Mathematics 2022-09-30 Ercan Sönmez , Arnaud Rousselle

For certain materials science scenarios arising in rubber technology, one-dimensional moving boundary problems (MBPs) with kinetic boundary conditions are capable of unveiling the large-time behavior of the diffusants penetration front,…

Numerical Analysis · Mathematics 2023-12-04 Surendra Nepal , Magnus Ogren , Yosief Wondmagegne , Adrian Muntean

The randomized play-the-winner rule (RPW) is a response-adaptive design proposed by Wei and Durham (1978) for sequentially randomizing patients to treatments in a two-treatment clinical trial so that more patients are assigned to the better…

Probability · Mathematics 2024-07-30 Li-Xin Zhang

We establish a variety of properties of the discrete time simple random walk on a Galton-Watson tree conditioned to survive when the offspring distribution, $Z$ say, is in the domain of attraction of a stable law with index…

Probability · Mathematics 2012-10-24 David A. Croydon , Takashi Kumagai

This work is motivated by the study of some two-dimensional random walks in random environment (RWRE) with transition probabilities independent of one coordinate of the walk. These are non-reversible models and can not be treated by…

Probability · Mathematics 2014-04-16 Nina Gantert , Michael Kochler , Francoise Pene

We study the properties of random walks on complex trees. We observe that the absence of loops reflects in physical observables showing large differences with respect to their looped counterparts. First, both the vertex discovery rate and…

Statistical Mechanics · Physics 2008-10-21 Andrea Baronchelli , Michele Catanzaro , Romualdo Pastor-Satorras

We give a complete and unified description -- under some stability assumptions -- of the functional scaling limits associated with some persistent random walks for which the recurrent or transient type is studied in [1]. As a result, we…

Probability · Mathematics 2016-12-02 Peggy Cénac , Arnaud Le Ny , Basile De Loynes , Yoann Offret

In this article we study a \emph{non-directed polymer model} on $\mathbb Z$, that is a one-dimensional simple random walk placed in a random environment. More precisely, the law of the random walk is modified by the exponential of the sum…

Probability · Mathematics 2022-10-13 Quentin Berger , Chien-Hao Huang , Niccolo Torri , Ran Wei

Although the title seems self-contradictory, it does not contain a misprint. The model we study is a seemingly minor modification of the "true self-avoiding walk" (TSAW) model of Amit, Parisi, and Peliti in two dimensions. The walks in it…

Statistical Mechanics · Physics 2017-10-11 Peter Grassberger

We study the extremes of branching random walks under the assumption that the underlying Galton-Watson tree has infinite progeny mean. It is assumed that the displacements are either regularly varying or they have lighter tails. In the…

Probability · Mathematics 2022-07-05 Souvik Ray , Rajat Subhra Hazra , Parthanil Roy , Philippe Soulier

For the standard elephant random walk, Laulin (2022) studied the case when the increment of the random walk is not uniformly distributed over the past history instead has a power law distribution. We study such a problem for the…

Probability · Mathematics 2024-02-06 Rahul Roy , Masato Takei , Hideki Tanemura

The paper deals with the asymptotic properties of a symmetric random walk in a high contrast periodic medium in $\mathbb Z^d$, $d\geq 1$. We show that under proper diffusive scaling the random walk exhibits a non-standard limit behaviour.…

Probability · Mathematics 2017-10-25 Andrey Piatnitski , Elena Zhizhina

A simple strategy to explore a network is to use a random-walk where the walker jumps from one node to an adjacent node at random. It is known that biasing the random jump, the walker can explore every walk of the same length with equal…

Physics and Society · Physics 2017-09-25 Raul J Mondragon