Related papers: Order statistics for d-dimensional diffusion proce…
We study how the order of N independent random walks in one dimension evolves with time. Our focus is statistical properties of the inversion number m, defined as the number of pairs that are out of sort with respect to the initial…
We use a one-dimensional random walk on $D$-dimensional hyper-spheres to determine the critical behavior of statistical systems in hyper-spherical geometries. First, we demonstrate the properties of such walk by studying the phase diagram…
We are studying the motion of a random walker in two and three dimensional continuum with uniformly distributed jump-length. This is different from conventional Lavy flight. In 2D and 3D continuum, a random walker can move in any direction,…
We investigate the time averaged squared displacement (TASD) of continuous time random walks with respect to the number of steps $N$, which the random walker performed during the data acquisition time $T$. We prove that the TASD, and as…
Diffusion models generate samples by iteratively querying learned score estimates. A rapidly growing literature focuses on accelerating sampling by minimizing the number of score evaluations, yet the information-theoretic limits of such…
This paper develops methods to study the distribution of Eulerian statistics defined by second-order recurrence relations. We define a random process to decompose the statistics over compositions of integers. It is shown that the numbers of…
We investigate the first-passage properties of bursty random walks on a finite one-dimensional interval of length L, in which unit-length steps to the left occur with probability close to one, while steps of length b to the right --…
We investigate the ordering dynamics of the voter model with time-delayed interactions. The dynamical process in the $d$-dimensional lattice is shown to be equivalent to the first passage problem of a random walker in the…
We consider random walks in a random environment that is given by i.i.d. Dirichlet distributions at each vertex of Z^d or, equivalently, oriented edge reinforced random walks on Z^d. The parameters of the distribution are a 2d-uplet of…
First passage time plays a fundamental role in dynamical characterization of stochastic processes. Crucially, our current understanding on the problem is almost entirely relies on the theoretical formulations, which assume the processes…
We survey recent results on some one- and two-dimensional patterns generated by random permutations of natural numbers. In the first part, we discuss properties of random walks, evolving on a one-dimensional regular lattice in discrete time…
Random walks as well as diffusions in random media are considered. Methods are developed that allow one to establish large deviation results for both the `quenched' and the `averaged' case.
In this paper we systematically apply the mathematical structures by time-evolving measures developed in a previous work to the macroscopic modeling of pedestrian flows. We propose a discrete-time Eulerian model, in which the space…
We re-examine a population model which exhibits a continuous absorbing phase transition which belongs to directed percolation in 1+1 dimensions and a first order transition in 2+1 dimensions and above. Studying the model on fractal…
We study the appearance of first-order dynamical phase transitions (DPTs) as `intermittent' co-existing phases in the fluctuations of random walks on graphs. We show that the diverging time scale leading to critical behaviour is the waiting…
We study a version of first passage percolation on $\mathbb{Z}^d$ where the random passage times on the edges are replaced by contact times represented by random closed sets on $\mathbb{R}$. Similarly to the contact process without…
We introduce diffusions on a space of interval partitions of the unit interval that are stationary with the Poisson-Dirichlet laws with parameters $(\alpha,0)$ and $(\alpha,\alpha)$. The construction has two steps. The first is a general…
Continuous-time random walks combining diffusive scattering and ballistic propagation on lattices model a class of L\'evy walks. The assumption that transitions in the scattering phase occur with exponentially-distributed waiting times…
A random walk problem with particles on discrete double infinite linear grids is discussed. The model is based on the work of Montroll and others. A probability connected with the problem is given in the form of integrals containing…
Transport phenomena play a crucial role in modern physics and applied sciences. Examples include the dissipation of energy across a large system, the distribution of quantum information in optical networks, and the timely modeling of…