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Related papers: Correlated random walks with a finite memory range

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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 conjecture the expected value of random walks with anti-correlated steps to be exactly 1. We support this conjecture with 2 plausibility arguments and experimental data. The experimental analysis includes the computation of the expected…

Discrete Mathematics · Computer Science 2007-05-23 Dirk Wagner , John Noga

Let $b$ be an integer greater than 1 and let $W^{\ee}=(W^{\ee}_n; n\geq 0)$ be a random walk on the $b$-ary rooted tree $\U_b$, starting at the root, going up (resp. down) with probability $1/2+\epsilon$ (resp. $1/2 -\epsilon$), $\epsilon…

Probability · Mathematics 2007-05-23 Thomas Duquesne

When we want to simulate the realization of a symmetric simple random walk on $\mathbb Z^d$, we use $(2d)$-side fair dice to decide to which neighbor it jumps at each step if $d\geq 2$ or we simply use a fair coin when $d=1$. Assume that…

Random walks with a general, nonlinear barrier have found recent applications ranging from reionization topology to refinements in the excursion set theory of halos. Here, we derive the first-crossing distribution of random walks with a…

Astrophysics · Physics 2009-11-13 Jun Zhang , Lam Hui

Consider a randomly-oriented two dimensional Manhattan lattice where each horizontal line and each vertical line is assigned, once and for all, a random direction by flipping independent and identically distributed coins. A deterministic…

Probability · Mathematics 2019-04-30 Andrea Collevecchio , Kais Hamza , Laurent Tournier

We compute exactly the mean number of records $\langle R_N \rangle$ for a time-series of size $N$ whose entries represent the positions of a discrete time random walker on the line. At each time step, the walker jumps by a length $\eta$…

Statistical Mechanics · Physics 2022-01-03 Satya N. Majumdar , Philippe Mounaix , Sanjib Sabhapandit , Gregory Schehr

Exploiting the coherent medium approximation, random walk among sites distributed randomly in space is investigated when the jump rate depends on the distance between two adjacent sites. In one dimension, it is shown that when the jump rate…

Statistical Mechanics · Physics 2021-09-27 Takashi Odagaki

We study the motion of a random walker in one longitudinal and d transverse dimensions with a quenched power law correlated velocity field in the longitudinal x-direction. The model is a modification of the Matheron-de Marsily (MdM) model,…

Statistical Mechanics · Physics 2007-05-23 Soumen Roy , Dibyendu Das

The random walk with choice is a well known variation to the random walk that first selects a subset of $d$ neighbours nodes and then decides to move to the node which maximizes the value of a certain metric; this metric captures the number…

Data Structures and Algorithms · Computer Science 2010-07-20 John Alexandris , Gregory Karagiorgos 'and' Ioannis Stavrakakis

In this paper, we study (1,2) and (2,1) random walks in varying environments on the lattice of positive half line. We assume that the transition probabilities at site $n$ are asymptotically constants as $n\rightarrow\infty.$ For (1,2)…

Probability · Mathematics 2022-06-22 Hua-Ming Wang , Lanlan Tang

We study an infinite system of independent symmetric random walks on a hierarchical group, in particular, the c-random walks. Such walks are used, e.g., in population genetics. The number variance problem consists in investigating if the…

Probability · Mathematics 2012-03-14 Tomasz Bojdecki , Luis G. Gorostiza , Anna Talarczyk

The study of quantum walks has been shown to have a wide range of applications in areas such as artificial intelligence, the study of biological processes, and quantum transport. The quantum stochastic walk, which allows for incoherent…

Quantum Physics · Physics 2020-02-20 Luke C. G. Govia , Bruno G. Taketani , Peter K. Schuhmacher , Frank K. Wilhelm

In this paper we introduce a new model of random spanning trees that we call choice spanning trees, constructed from so-called choice random walks. These are random walks for which each step is chosen from a subset of random options,…

Probability · Mathematics 2024-02-09 Eleanor Archer , Matan Shalev

This paper deals with different models of random walks with a reinforced memory of preferential attachment type. We consider extensions of the Elephant Random Walk introduced by Sch\"utz and Trimper [2004] with a stronger reinforcement…

Probability · Mathematics 2020-10-16 Erich Baur

We consider a self-attracting random walk in dimension d=1, in presence of a field of strength s, which biases the walker toward a target site. We focus on the dynamic case (true reinforced random walk), where memory effects are implemented…

Statistical Mechanics · Physics 2015-06-05 Elena Agliari , Raffaella Burioni , Guido Uguzzoni

Random walk is one of the most classical and well-studied model in probability theory. For two correlated random walks on lattice, every step of the random walks has only two states, moving in the same direction or moving in the opposite…

Probability · Mathematics 2018-08-17 Tianyao Chen , Xue Cheng , Jingping Yang

We propose an intermediate walk continuously connecting an open quantum random walk and a quantum walk with parameters $M\in \mathbb{N}$ controlling a decoherence effect; if $M=1$, the walk coincides with an open quantum random walk, while…

Quantum Physics · Physics 2020-07-03 Norio Konno , Kaname Matsue , Etsuo Segawa

A one-dimensional system of nonintersecting Brownian particles is constructed as the diffusion scaling limit of Fisher's vicious random walk model. $N$ Brownian particles start from the origin at time $t=0$ and undergo mutually avoiding…

Statistical Mechanics · Physics 2009-11-10 Taro Nagao

We construct the conditional version of $k$ independent and identically distributed random walks on $\R$ given that they stay in strict order at all times. This is a generalisation of so-called non-colliding or non-intersecting random…

Probability · Mathematics 2007-05-23 Peter Eichelsbacher , Wolfgang Konig