English
Related papers

Related papers: Asymptotic behaviour for critical slowing-down ran…

200 papers

We consider an exactly solvable model of branching random walk with random selection, which describes the evolution of a population with $N$ individuals on the real line. At each time step, every individual reproduces independently, and its…

Probability · Mathematics 2018-10-09 Aser Cortines , Bastien Mallein

Random walks in random scenery are processes defined by $Z_n:=\sum_{k=1}^n\xi_{X_1+...+X_k}$, where $(X_k,k\ge 1)$ and $(\xi_y,y\in\mathbb Z)$ are two independent sequences of i.i.d. random variables. We suppose that the distributions of…

Probability · Mathematics 2011-12-06 Nadine Guillotin-Plantard , Françoise Pène

The paper considers excited random walks (ERWs) on integers in i.i.d. environments with a bounded number of excitations per site. The emphasis is primarily on the critical case for the transition between recurrence and transience which…

Probability · Mathematics 2015-04-28 Dmitry Dolgopyat , Elena Kosygina

We study biased random walks on dynamical percolation on $\mathbb{Z}^d$. We establish a law of large numbers and an invariance principle for the random walk using regeneration times. Moreover, we verify that the Einstein relation holds, and…

Probability · Mathematics 2024-09-26 Sebastian Andres , Nina Gantert , Dominik Schmid , Perla Sousi

We analyze the dynamics of random walks with long-term memory (binary chains with long-range correlations) in the presence of an absorbing boundary. An analytically solvable model is presented, in which a dynamical phase-transition occurs…

Statistical Mechanics · Physics 2009-11-11 Uri Keshet , Shahar Hod

Branching Processes in Random Environment (BPREs) $(Z_n:n\geq0)$ are the generalization of Galton-Watson processes where in each generation the reproduction law is picked randomly in an i.i.d. manner. In the supercritical case, the process…

Probability · Mathematics 2012-10-17 Vincent Bansaye , Christian Boeinghoff

The purpose of this paper is to establish, via a martingale approach, some refinements on the asymptotic behavior of the one-dimensional elephant random walk (ERW). The asymptotic behavior of the ERW mainly depends on a memory parameter $p$…

Probability · Mathematics 2018-01-17 Bernard Bercu

A critical branching process $\left\{ Z_{k},k=0,1,2,...\right\} $ in a random environment is considered. A conditional functional limit theorem for the properly scaled process $\left\{ \log Z_{pu},0\leq u<\infty \right\} $ is established…

Probability · Mathematics 2016-03-11 Vladimir Vatutin , Elena Dyakonova

We study slow-subdiffusion in comparison to subdiffusion. Both of the processes are treated as random walks and can be described within continuous time random walk formalism. However, the probability density of the waiting time of a random…

Statistical Mechanics · Physics 2013-01-22 K. D. Lewandowska , Tadeusz Kosztołowicz

In this paper, we study critical and subcritical branching $\alpha$-stable processes, $\alpha \in (0, 2)$. We obtain the exact asymptotic behaviors of the tails of the maximal positions of all subcritical branching $\alpha$-stable processes…

Probability · Mathematics 2025-04-09 Haojie Hou , Yiyang Jiang , Yan-Xia Ren , Renming Song

We consider a random walk on top of the contact process on $\mathbb{Z}^d$ with $d\geq 1$. In particular, we focus on the "contact process as seen from the random walk". Under the assumption that the infection rate of the contact process is…

Probability · Mathematics 2016-07-13 Stein Andreas Bethuelsen

A branching random walk in presence of an absorbing wall moving at a constant velocity $v$ undergoes a phase transition as the velocity $v$ of the wall varies. Below the critical velocity $v_c$, the population has a non-zero survival…

Statistical Mechanics · Physics 2008-02-12 Damien Simon , Bernard Derrida

Let $N$ and $M$ be positive integers satisfying $1\le M\le N$, and let $0<p_0<p_1<1$. Define a process $\{X_n\}_{n=0}^\infty$ on $\mathbb{Z}$ as follows. At each step, the process jumps either one step to the right or one step to the left,…

Probability · Mathematics 2014-02-11 Ross G. Pinsky

We consider a version of random motion of hard core particles on the semi-lattice $ 1, 2, 3,...$, where in each time instant one of three possible events occurs, viz., (a) a randomly chosen particle hops to a free neighboring site, (b) a…

Disordered Systems and Neural Networks · Physics 2008-01-03 J. W. van de Leur , A. Yu. Orlov

We introduce a new type of random walk where the definition of edge reinforcement is very different from the one in the reinforced random walk models studied so far, and investigate its basic properties, such as null/positive recurrence,…

Probability · Mathematics 2017-12-13 Janos Englander , Stanislav Volkov

The Random Walk Pinning Model (RWPM) is a statistical mechanics model in which the trajectory of a continuous time random walk $X=(X_t)_{t\geq 0}$ is rewarded according to the time it spends together with a moving catalyst. More…

Probability · Mathematics 2025-09-11 Quentin Berger , Hubert Lacoin

The results in this paper provide new information on asymptotic properties of classical models: the neutral Kingman coalescent under a general finite-alleles, parent-dependent mutation mechanism, and its generalisation, the ancestral…

Probability · Mathematics 2022-07-08 Martina Favero , Henrik Hult

Continuous time random walk models with decoupled waiting time density are studied. When the spatial one jump probability density belongs to the Levy distribution type and the total time transition is exponential a generalized…

Statistical Mechanics · Physics 2009-10-31 C. Budde , D. Prato , M. R=E9

We examine birth--death processes with state dependent transition probabilities and at least one absorbing boundary. In evolution, this describes selection acting on two different types in a finite population where reproductive events occur…

Populations and Evolution · Quantitative Biology 2010-10-12 Philipp M. Altrock , Chaytanya S. Gokhale , Arne Traulsen

In this paper we investigate the argmin process of Brownian motion $B$ defined by $\alpha_t:=\sup\left\{s \in [0,1]: B_{t+s}=\min_{u \in [0,1]}B_{t+u} \right\}$ for $t \geq 0$. The argmin process $\alpha$ is stationary,with invariant…

Probability · Mathematics 2018-06-22 Jim Pitman , Wenpin Tang