Related papers: Random walk on Sierpinski-type multifractals
We consider two models of one-dimensional random walks among biased i.i.d. random conductances: the first is the classical exponential tilt of the conductances, while the second comes from the effect of adding an external field to a random…
Starting with a percolation model in $\Z^d$ in the subcritical regime, we consider a random walk described as follows: the probability of transition from $x$ to $y$ is proportional to some function $f$ of the size of the cluster of $y$.…
The classic Sierpinski triangle comprised of conducting bonds is multifractal. Thus the critical exponents and dimensions related to the conductivity are obtained asymptotically--that is, in the limit that the correlation length {\xi} of…
We study the regularity of the distance function to the boundary of a domain in $\mathbb{R}^n$, with respect to the Minkowski functional of a convex polytope. We obtain the regularity of the distance function in certain cases. We also…
Sinai's random walk in random environment shows interesting patterns on the exponential time scale. We characterize the patterns that appear on infinitely many time scales after appropriate rescaling (a functional law of iterated…
We compute a number of distance-dependent universal scaling functions characterizing the distance statistics of large maps of genus one. In particular, we obtain explicitly the probability distribution for the length of the shortest…
Data series generated by complex systems exhibit fluctuations on many time scales and/or broad distributions of the values. In both equilibrium and non-equilibrium situations, the natural fluctuations are often found to follow a scaling…
The fractal properties of models of randomly placed $n$-dimensional spheres ($n$=1,2,3) are studied using standard techniques for calculating fractal dimensions in empirical data (the box counting and Minkowski-sausage techniques). Using…
The Riemann walk is the lattice version of the Levy flight. For the one-dimensional Riemann walk of Levy exponent 0<\alpha<2 we study the statistics of the support, i.e. the set of visited sites, after t steps. We consider a wide class of…
We consider (random) walks in a multidimensional orthant. Using the idea of universality in probability theory, one can associate a unique polyhedral domain to any given walk model. We use this connection to prove two sets of new results.…
In this paper, we prove that hitting probability of Minkowski sum of fractal percolations can be characterized by capacity. Then we extend this result to Minkowski sum of general random sets in $\mathbb Z^d$, including ranges of random…
In a continuous time random walk (CTRW), each random jump follows a random waiting time. CTRW scaling limits are time-changed processes that model anomalous diffusion. The outer process describes particle jumps, and the non-Markovian inner…
The range, local times, and periodicity of symmetric, weakly asymmetric and asymmetric random walks at the time of exit from a strip with $N$ locations are considered. Several results on asymptotic distributions are obtained.
We derive asymptotics for the probability of the origin to be an extremal point of a random walk in R^n. We show that in order for the probability to be roughly 1/2, the number of steps of the random walk should be between e^{c n / log n}$…
Cauchy's formula was originally established for random straight paths crossing a body $B \subset \mathbb{R}^{n}$ and basically relates the average chord length through $B$ to the ratio between the volume and the surface of the body itself.…
Stationary probability distributions of one-dimensional random walks on lattices with aperiodic disorder are investigated. The pattern of the distribution is closely related to the diffusional behavior, which depends on the wandering…
Levy walks are random processes with an underlying spatiotemporal coupling. This coupling penalizes long jumps, and therefore Levy walks give a proper stochastic description for a particle's motion with broad jump length distribution. We…
We study simple random walk on the uniform spanning tree on Z^2 . We obtain estimates for the transition probabilities of the random walk, the distance of the walk from its starting point after n steps, and exit times of both Euclidean…
Conditions are provided under which an endomorphism on quasisymmetric functions gives rise to a left random walk on the descent algebra which is also a lumping of a left random walk on permutations. Spectral results are also obtained.…
In this paper, we rigorously establish the Gumbel-distributed fluctuations of the cover time, normalized by the mean first passage time, for finite-range, symmetric, irreducible random walks on a torus of dimension three or higher. This has…