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We derive the first two moments of generic positive stochastic functionals in terms of the one- and two-time probability density functions of the underlying random walk, and we prove ergodicity of observables in stationary random walks.…

Statistical Mechanics · Physics 2026-04-20 Vicenç Méndez , Carlos Hervás , Rosa Flaquer-Galmés

Consider the dynamic environment governed by a Poissonian field of independent particles evolving as simple random walks on $\mathbb{Z}^d$. The random walk on random walks model refers to a particular stochastic process on $\mathbb{Z}^d$…

Probability · Mathematics 2024-11-22 Stein Andreas Bethuelsen , Florian Völlering

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

We investigate the dynamics of a run-and-tumble particle in a double-well potential and demonstrate that, in stark contrast to Brownian particles, active dynamics can lead to strong ergodicity breaking. When the barrier height exceeds a…

Statistical Mechanics · Physics 2025-12-30 Urna Basu , Satya N. Majumdar , Alberto Rosso

We consider random walks in Dirichlet environment (RWDE) on $\Z ^d$, for $ d \geq 3 $, in the sub-ballistic case. We associate to any parameter $ (\alpha_1, ..., \alpha_{2d}) $ of the Dirichlet law a time-change to accelerate the walk. We…

Probability · Mathematics 2012-05-28 Élodie Bouchet

We study the annihilating random walk with long-range interaction in one dimension. Each particle performs random walks on a one-dimensional ring in such a way that the probability of hopping toward the nearest particle is $W= [1 - \epsilon…

Statistical Mechanics · Physics 2020-10-13 Su-Chan Park

We study a continuous-time branching random walk on the lattice $\mathbb{Z}^{d}$, $d\in \mathbb{N}$, with a single source of branching, that is the lattice point where the birth and death of particles can occur. The random walk is assumed…

Probability · Mathematics 2020-01-23 Anastasiya Rytova , Elena Yarovaya

We consider a continuous-time branching random walk in the inhomogeneous breeding potential $\beta|.|^p$, where $\beta > 0$, $p \geq 0$. We prove that the population almost surely explodes in finite time if $p > 1$ and doesn't explode if $p…

Probability · Mathematics 2013-02-19 Sergey Bocharov , Simon C. Harris

Given a supercritical branching random walk $\{Z_n\}_{n\geq 0}$ on $\mathbb{R}$, let $Z_n([y,\infty))$ be the number of particles located in $[y,\infty)\subset\mathbb{R}$ at generation $n$. Let $m$ be the mean of the offspring law of…

Probability · Mathematics 2024-02-07 Shuxiong Zhang , Lianghui Luo

Necessary and sufficient conditions for a Markov chain to be ergodic are that the chain is irreducible and aperiodic. This result is manifest in the case of random walks on finite groups by a statement about the support of the driving…

Quantum Algebra · Mathematics 2021-10-22 J. P. McCarthy

We study the biased random walk in positive random conductances on $\mathbb {Z}^d$. This walk is transient in the direction of the bias. Our main result is that the random walk is ballistic if, and only if, the conductances have finite…

Probability · Mathematics 2013-12-16 Alexander Fribergh

We consider the activated random walk particle system, a model of self-organized criticality, on $\mathbb{Z}$ with i.i.d.-Bernoulli initial configuration. We show that at subcritical density, the system's odometer function, which counts the…

Probability · Mathematics 2025-11-04 Tobias Johnson , Jacob Richey

We consider symmetric activated random walks on $\mathbb{Z}$, and show that the critical density $\zeta_c$ satisfies $c\sqrt{\lambda} \leq \zeta_c(\lambda) \leq C \sqrt{\lambda}$ where $\lambda$ denotes the sleep rate.

Probability · Mathematics 2019-07-31 Amine Asselah , Leonardo T. Rolla , Bruno Schapira

In [3] the radius of convergence of the generating function of the collision local time of two independent copies of an irreducible, symmetric and transient random walk on Zd, d \geq 1, was studied. Two versions were considered: z1, the…

Probability · Mathematics 2012-06-11 Frank den Hollander , Alex A. Opoku

We prove the sharpness of the phase transition for speed in the biased random walk on the supercritical percolation cluster on Z^d. That is, for each d at least 2, and for any supercritical parameter p > p_c, we prove the existence of a…

Probability · Mathematics 2013-10-18 Alexander Fribergh , Alan Hammond

A catalytic branching random walk on a multidimensional lattice, with arbitrary finite number of catalysts, is studied in supercritical regime. The dynamics of spatial spread of the particles population is examined, upon normalization. The…

Probability · Mathematics 2020-07-14 Ekaterina Vl. Bulinskaya

In this paper we study a random walk in a one-dimensional dynamic random environment consisting of a collection of independent particles performing simple symmetric random walks in a Poisson equilibrium with density $\rho \in (0,\infty)$.…

Consideration is given to the continuous-time supercritical branching random walk over a multidimensional lattice with a finite number of particle generation sources of the same intensity both with and without constraint on the variance of…

Probability · Mathematics 2017-01-13 E. Yarovaya

Self-attractive random walks undergo a phase transition in terms of the applied drift: If the drift is strong enough, then the walk is ballistic, whereas in the case of small drifts self-attraction wins and the walk is sub-ballistic. We…

Probability · Mathematics 2015-03-19 Dmitry Ioffe , Yvan Velenik

We study N interacting random walks on the positive integers. Each particle has drift {\delta} towards infinity, a reflection at the origin, and a drift towards particles with lower positions. This inhomogeneous mean field system is shown…

Probability · Mathematics 2017-02-10 Luisa Andreis , Amine Asselah , Paolo Dai Pra