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A random walk on a directed graph gives a Markov chain on the vertices of the graph. An important question that arises often in the context of Markov chain is whether the uniform distribution on the vertices of the graph is a stationary…

Data Structures and Algorithms · Computer Science 2016-03-11 Sourav Chakraborty , Akshay Kamath , Rameshwar Pratap

The run-and-tumble particle (RTP) is one of the simplest examples of an active particle in which the direction of constant motion randomly switches. In the one-dimensional (1D) case this means switching between rightward and leftward…

Statistical Mechanics · Physics 2024-11-26 Paul C Bressloff

Consider a sequence $P_n$ of positive recurrent transition matrices or kernels that approximate a limiting infinite state matrix or kernel $P_{\infty}$. Such approximations arise naturally when one truncates an infinite state Markov chain…

Probability · Mathematics 2025-05-07 Peter W. Glynn , Zeyu Zheng

We analyze an optimal stopping problem for random walk in random scenery on general graphs, and determine when it has a finite optimum. We use this to extend a theorem of Levine, Murugan, Peres, and Ugurcan [2016]. They proved that on a…

Probability · Mathematics 2026-04-16 Ahmed Bou-Rabee , Yuval Peres , Ecaterina Sava-Huss

In an earlier paper, a randomized load balancing model was studied in a heavy traffic asymptotic regime where the load balancing stream is thin compared to the total arrival stream. It was shown that the limit is given by a system of…

Probability · Mathematics 2024-09-24 Rami Atar , Tomoyuki Ichiba

We study the entanglement properties of random pure stabilizer states in spin-1/2 particles. For two contiguous groups of spins of arbitrary size we obtain a compact and exact expression for the probability distribution for the entanglement…

Quantum Physics · Physics 2007-05-23 Oscar Dahlsten , Martin B. Plenio

We consider an overdamped run-and-tumble particle in two dimensions, with self propulsion in an orientation that stochastically rotates by 90 degrees at a constant rate, clockwise or counter-clockwise with equal probabilities. In addition,…

Statistical Mechanics · Physics 2022-11-18 Naftali R. Smith , Pierre Le Doussal , Satya N. Majumdar , Gregory Schehr

We study a general class of interacting particle systems over a countable state space $V$ where on each site $x \in V$ the particle mass $\eta(x) \geq 0$ follows a stochastic differential equation. We construct the corresponding Markovian…

Probability · Mathematics 2023-08-16 Viktor Bezborodov , Luca Di Persio , Martin Friesen , Peter Kuchling

Light propagation in an infinite uniform turbid medium is treated as a Markov stochastic process of photons to provide an intuitive framework for photon migration. The macroscopic physical quantities of photon migration are shown to be…

Disordered Systems and Neural Networks · Physics 2007-05-23 M. Xu , W. Cai , M. Lax , R. R. Alfano

An analysis of moments and spectra shows that, while the distribution of avalanche areas obeys finite size scaling, that of toppling numbers is universally characterized by a full, nonlinear multifractal spectrum. Rare, large avalanches…

Statistical Mechanics · Physics 2009-10-31 Claudio Tebaldi , Mario De Menech , Attilio L. Stella

We further study the stochastic model discussed in Ref.[2] in which positive and negative particles diffuse in an asymmetric, CP invariant way on a ring. The positive particles hop clockwise, the negative counter-clockwise and…

Statistical Mechanics · Physics 2007-05-23 Peter F. Arndt , Vladimir Rittenberg

A stochastic model for a mobile network is studied. Users enter the network, and then perform independent Markovian routes between nodes where they receive service according to the Processor-Sharing policy. Once their service requirement is…

Probability · Mathematics 2010-01-14 Florian Simatos , Danielle Tibi

This study reports on the evolution of the probability distribution in the configuration space of the two-dimensional Toda system. The distribution is characterized by singularities, which predominantly take two forms: double-cusped…

Exactly Solvable and Integrable Systems · Physics 2025-03-18 Srdjan Petrovic , Nikola Starcevic , Nace Stojanov , Liang Huang

We obtain an analytical solution of a one-dimensional sandpile problem in a thick flow regime, when it can be formulated in terms of linear equations. It is shown that a space periodicity takes place during the sandpile evolution even for a…

Materials Science · Physics 2009-10-31 S. N. Dorogovtsev , J. F. F. Mendes

We define a new version of sandpile model which is very similar to Abelian Sandpile Model (ASM), but the height variables are continuous ones. With the toppling rule we define in our model, we show that the model can be mapped to ASM, so…

Statistical Mechanics · Physics 2007-10-29 N. Azimi-Tafreshi , E. Lotfi , S. Moghimi-Araghi

We have studied one-dimensional cellular automata with updating rules depending stochastically on the difference of the heights of neighbouring cells. The probability for toppling depends on a parameter lambda which goes to one with…

Statistical Mechanics · Physics 2007-05-23 S. Lubeck , K. D. Usadel

Stochastic billiards can be used for approximate sampling from the boundary of a bounded convex set through the Markov Chain Monte Carlo (MCMC) paradigm. This paper studies how many steps of the underlying Markov chain are required to get…

Probability · Mathematics 2014-10-22 A. B. Dieker , Santosh Vempala

We consider a stochastic version of the point vortex system, in which the fluid velocity advects single vortices intermittently for small random times. Such system converges to the deterministic point vortex dynamics as the rate at which…

Probability · Mathematics 2023-11-28 Andrea Agazzi , Francesco Grotto , Jonathan C. Mattingly

We consider a class of discrete time Markov chains with state space [0,1] and the following dynamics. At each time step, first the direction of the next transition is chosen at random with probability depending on the current location. Then…

Probability · Mathematics 2014-12-04 Shaun McKinlay , Konstantin Borovkov

We explain the relation between certain random tiling models and interacting particle systems belonging to the anisotropic KPZ (Kardar-Parisi-Zhang) universality class in 2+1-dimensions. The link between these two \emph{a priori} disjoint…

Mathematical Physics · Physics 2015-06-15 Alexei Borodin , Patrik L. Ferrari
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