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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

In this paper, we introduce the elephant random walk (ERW) with memory consisting of randomly selected steps from its history. It is a time-changed variant of the standard elephant random walk with memory consisting of its full history. At…

Probability · Mathematics 2025-01-23 M. Dhillon , K. K. Kataria

The Elephant Random Walk (ERW), first introduced by Sch\"utz and Trimper (2004), is a one-dimensional simple random walk on $ \mathbb{Z} $ having a memory about the whole past. We study the Shark Random Swim, a random walk whose steps are $…

Probability · Mathematics 2018-10-10 Silvia Businger

This thesis explores a central question: how does memory affect the way random walkers explore space? By analyzing various non-Markovian models, where past behavior directly influences future dynamics, we uncover new mechanisms and…

Statistical Mechanics · Physics 2025-07-30 Julien Brémont

Algebraic random walks (ARW) and quantum mechanical random walks (QRW) are investigated and related. Based on minimal data provided by the underlying bialgebras of functions defined on e. g the real line R, the abelian finite group Z_N, and…

Quantum Physics · Physics 2007-05-23 Demosthenes Ellinas

This paper is devoted to the asymptotic analysis of the amnesic elephant random walk (AERW) using a martingale approach. More precisely, our analysis relies on asymptotic results for multidimensional martingales with matrix normalization.…

Probability · Mathematics 2022-04-25 Lucile Laulin

We introduce a new random walk with unbounded memory obtained as a mixture of the Elephant Random Walk and the Dynamic Random Walk which we call the Dynamic Elephant Random Walk (DERW). As a consequence of this mixture the distribution of…

Probability · Mathematics 2021-02-04 Cristian F. Coletti , Lucas R. de Lima , Renato J. Gava , Denis A. Luiz

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

Random walks process on networks plays a fundamental role in understanding the importance of nodes and the similarity of them, which has been widely applied in PageRank, information retrieval, and community detection, etc. Individual's…

Physics and Society · Physics 2021-01-13 Bing Wang , Hongjuan Zeng , Yuexing Han

Random walk (RW)-based algorithms have long been popular in distributed systems due to low overheads and scalability, with recent growing applications in decentralized learning. However, their reliance on local interactions makes them…

Machine Learning · Statistics 2026-04-16 Xingran Chen , Parimal Parag , Rohit Bhagat , Zonghong Liu , Salim El Rouayheb

We consider Activated Random Walk (ARW), a particle system with mass conservation, on the cycle $\mathbb{Z}/n\mathbb{Z}$. One starts with a mass density $\mu>0$ of initially active particles, each of which performs a simple symmetric random…

Probability · Mathematics 2018-04-09 Riddhipratim Basu , Shirshendu Ganguly , Christopher Hoffman , Jacob Richey

A random walk with echoed steps (RWES) is a process $\{\tilde{S}_n\}_{n\geq1}=\{\tilde{X}_1+\cdots+\tilde{X}_n\}_{n\geq1}$ that inserts memory and echo into an ordinary random walk (ORW) with i.i.d. steps, $X_1+\cdots+X_n$. The RWES is…

Probability · Mathematics 2025-10-31 Daniela Portillo del Valle

We consider activated random walk (ARW), an interacting particle system and prototypical model of self-organized criticality in a setting which combines mean-field behavior with the geometry of an arbitrary graph, which we call the village…

Probability · Mathematics 2026-05-11 Balázs Ráth , Jacob Richey , Miklós Salánki

The elephant random walk (ERW) is a microscopic, one-dimensional, discrete-time, non-Markovian random walk, which can lead to anomalous diffusion due to memory effects. In this study, I propose a multi-dimensional generalization in which…

Statistical Mechanics · Physics 2019-12-02 Vitor M. Marquioni

We study a symmetric random walk (RW) in one spatial dimension in environment, formed by several zones of finite width, where the probability of transition between two neighboring points and corresponding diffusion coefficient are…

Statistical Mechanics · Physics 2017-04-03 A. V. Nazarenko , V. Blavatska

Subordinating a random walk to a renewal process yields a continuous time random walk (CTRW) model for diffusion, including the possibility of anomalous diffusion. Transition densities of scaling limits of power law CTRWs have been shown to…

Probability · Mathematics 2010-05-14 Peter Straka , Bruce Ian Henry

In this paper we introduce the notion of Random Walk in Changing Environment - a random walk in which each step is performed in a different graph on the same set of vertices, or more generally, a weighted random walk on the same vertex and…

Probability · Mathematics 2017-07-05 Gideon Amir , Itai Benjamini , Ori Gurel-Gurevich , Gady Kozma

The purpose of this paper is to establish, via a martingale approach, some refinements on the asymptotic behavior of the one-dimensional elephant random walk (ERW). The asymptotic behavior of the ERW mainly depends on a memory parameter $p$…

Probability · Mathematics 2018-01-17 Bernard Bercu

Maximum entropy random walks (MERWs) are maximally dispersing and play a key role in optimizing information spreading in various contexts. However, building MERWs comes at the cost of knowing beforehand the global structure of the network,…

Statistical Mechanics · Physics 2023-01-24 Gabriele Di Bona , Leonardo Di Gaetano , Vito Latora , Francesco Coghi

Strongly non-Markovian random walks offer a promising modeling framework for understanding animal and human mobility, yet, few analytical results are available for these processes. Here we solve exactly a model with long range memory where…

Statistical Mechanics · Physics 2015-06-19 Denis Boyer , Citlali Solis-Salas
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