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We establish scaling limits for the random walk whose state space is the range of a simple random walk on the four-dimensional integer lattice. These concern the asymptotic behaviour of the graph distance from the origin and the spatial…

Probability · Mathematics 2021-12-08 David A. Croydon , Daisuke Shiraishi

We outline basic properties of a symmetric random walk in one dimension, in which the length of the nth step equals lambda^n, with lambda<1. As the number of steps N-->oo, the probability that the endpoint is at x, P_{lambda}(x;N),…

Physics Education · Physics 2009-11-10 P. L. Krapivsky , S. Redner

A deterministic walk in a random environment can be understood as a general random process with finite-range dependence that starts repeating a loop once it reaches a site it has visited before. Such process lacks the Markov property. We…

Probability · Mathematics 2012-10-15 Ivan Matic

We consider a one-dimensional simple random walk surviving among a field of static soft traps : each time it meets a trap the walk is killed with probability 1--e --$\beta$ , where $\beta$ is a positive and fixed parameter. The positions of…

Probability · Mathematics 2018-10-02 Julien Poisat , François Simenhaus

Using both numerical simulations and scaling arguments, we study the behavior of a random walker on a one-dimensional small-world network. For the properties we study, we find that the random walk obeys a characteristic scaling form. These…

Disordered Systems and Neural Networks · Physics 2009-11-10 E. Almaas , R. V. Kulkarni , D. Stroud

A random walk $w_n$ on a separable, geodesic hyperbolic metric space $X$ converges to the boundary $\partial X$ with probability one when the step distribution supports two independent loxodromics. In particular, the random walk makes…

Geometric Topology · Mathematics 2021-01-22 Matt Sunderland

Let $X$ be a L\'evy process with regularly varying L\'evy measure $\nu$. We obtain sample-path large deviations for scaled processes $\bar X_n(t) \triangleq X(nt)/n$ and obtain a similar result for random walks. Our results yield detailed…

Probability · Mathematics 2017-12-12 Chang-Han Rhee , Jose Blanchet , Bert Zwart

The growth exponent $\alpha$ for loop-erased or Laplacian random walk on the integer lattice is defined by saying that the expected time to reach the sphere of radius $n$ is of order $n^\alpha$. We prove that in two dimensions, the growth…

Probability · Mathematics 2007-05-23 Gregory F. Lawler

We consider quantum random walks on congested lattices and contrast them to classical random walks. Congestion is modelled with lattices that contain static defects which reverse the walker's direction. We implement a dephasing process…

Quantum Physics · Physics 2016-04-28 Keith R. Motes , Alexei Gilchrist , Peter P. Rohde

We consider a random walk in random environment with random holding times, that is, the random walk jumping to one of its nearest neighbors with some transition probability after a random holding time. Both the transition probabilities and…

Probability · Mathematics 2014-12-30 Ryoki Fukushima , Naoki Kubota

We investigate the dynamic scaling properties of stochastic particle systems on a non-deterministic scale-free network. It has been known that the dynamic scaling behavior depends on the degree distribution exponent of the underlying…

Statistical Mechanics · Physics 2007-05-23 Jae Dong Noh , Sang-Woo Kim

We study random walk on complex networks with transition probabilities which depend on the current and previously visited nodes. By using an absorbing Markov chain we derive an exact expression for the mean first passage time between pairs…

Physics and Society · Physics 2024-11-14 Lasko Basnarkov , Miroslav Mirchev , Ljupco Kocarev

This paper is concerned with a stochastic linear-quadratic leader-follower differential game with elephant memory. The model is general in that the state equation for both the leader and the follower includes the elephant memory of the…

Optimization and Control · Mathematics 2025-02-19 Xinpo Li , Jingtao Shi

We study a class of discrete-time random walks in $\mathbb{R}^d$ whose conditional drift decays polynomially in time and grows polynomially with the distance from the origin to the current position. This class is related to several models…

Probability · Mathematics 2026-05-19 Ngo P. N. Ngoc , Tuan-Minh Nguyen

The asymptotic behaviour of the survival or reunion probability of vicious walks with short-range interactions is generally well studied. In many realistic processes, however, walks interact with a long ranged potential that decays in $d$…

Statistical Mechanics · Physics 2010-07-21 Igor Goncharenko , Ajay Gopinathan

We solve an adaptive search model where a random walker or L\'evy flight stochastically resets to previously visited sites on a $d$-dimensional lattice containing one trapping site. Due to reinforcement, a phase transition occurs when the…

Statistical Mechanics · Physics 2017-10-11 Andrea Falcón-Cortés , Denis Boyer , Luca Giuggioli , Satya N. Majumdar

We study the persistence exponent for the first passage time of a random walk below the trajectory of another random walk. More precisely, let $\{B_n\}$ and $\{W_n\}$ be two centered, weakly dependent random walks. We establish that…

Probability · Mathematics 2019-05-21 Bastien Mallein , Piotr Miłoś

We derive a perturbation expansion for general self-interacting random walks, where steps are made on the basis of the history of the path. Examples of models where this expansion applies are reinforced random walk, excited random walk, the…

Probability · Mathematics 2010-01-13 Remco van der Hofstad , Mark Holmes

We study the random walk in random environment on {0,1,2,...}, where the environment is subject to a vanishing (random) perturbation. The two particular cases we consider are: (i) random walk in random environment perturbed from Sinai's…

Probability · Mathematics 2008-05-13 M. V. Menshikov , Andrew R. Wade

We consider a walker that at each step keeps the same direction with a probabilitythat depends on the time already spent in the direction the walker is currently moving. In this paper, we study some asymptotic properties of this persistent…

Probability · Mathematics 2015-09-15 Peggy Cénac , Basile De Loynes , Arnaud Le Ny , Yoann Offret
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