Related papers: Area versus Length Distribution for Closed Random …
We establish a novel type of connection between random walks and analytic number theory. Working with a random walk on the circle group $\mathbb{R}/\mathbb{Z}$ in which each step is a random integer multiple of a given quadratic irrational…
Quantum random walks, - coined, lattice ones, - exhibit ballistic behavior with fascinating asymptotic patterns of the amplitudes. We show that averaging over the coins (using the Haar measure), these patterns blend into a spline. Also, we…
For the perimeter length and the area of the convex hull of the first $n$ steps of a planar random walk, we study $n \to \infty$ mean and variance asymptotics and establish non-Gaussian distributional limits. Our results apply to random…
We introduce a continuous-time quantum walk on an ultrametric space corresponding to the set of p-adic integers and compute its time-averaged probability distribution. It is shown that localization occurs for any location of the ultrametric…
We investigate the probability for the largest segment in with total displacement $Q$ in an $N$-step random walk to have length $L$. Using analytical, exact enumeration, and Monte Carlo methods, we reveal the complex structure of the…
We consider two dimensional random walks conditioned to stay in the positive quadrant. Assuming that the increments of the walk have finite second moments and that the drift vector is co-oriented with one of two axes, we construct positive…
We study the effects of scattering lengths on L\'evy walks in quenched one-dimensional random and fractal quasi-lattices, with scatterers spaced according to a long-tailed distribution. By analyzing the scaling properties of the random-walk…
In the worldline formalism, scalar Quantum Electrodynamics on a 2-dimensional lattice is related to the areas of closed loops on this lattice. We exploit this relationship in order to determine the general structure of the moments of the…
When confined to a topological environment consisting of a cycle coupled with a half-line, quantum walks exhibit long-term statistical tendencies which differ dramatically from the tendencies of classical random walks in the same…
We study limit distributions for random variables defined in terms of coefficients of a power series which is determined by a certain linear functional equation. Our technique combines the method of moments with the kernel method of…
This paper presents a sharp approximation of the density of long runs of a random walk conditioned on its end value or by an average of a functions of its summands as their number tends to infinity. The conditioning event is of moderate or…
A new master equation to mimic the dynamics of a collection of interacting random walkers in an open system is proposed and solved numerically.In this model, the random walkers interact through excluded volume interaction (single-file…
We prove effective density of random walks on homogeneous spaces, assuming that the underlying measure is supported on matrices generating a dense subgroup and having algebraic entries. The main novelty is an argument passing from high…
The distribution of the hypervolume $V$ and surface $\partial V$ of convex hulls of (multiple) random walks in higher dimensions are determined numerically, especially containing probabilities far smaller than $P = 10^{-1000}$ to estimate…
We study branching random walks in random environment on the $d$-dimensional square lattice, $d \geq 1$. In this model, the environment has finite range dependence, and the population size cannot decrease. We prove limit theorems (laws of…
We calculate the diffusion coefficients of persistent random walks on cubic and hypercubic lattices, where the direction of a walker at a given step depends on the memory of one or two previous steps. These results are then applied to study…
Strongly non-Markovian random walks offer a promising modeling framework for understanding animal and human mobility, yet, few analytical results are available for these processes. Here we solve exactly a model with long range memory where…
We revisit the statistics of extremes and records of symmetric random walks with stochastic resetting, extending earlier studies in several directions. We put forward a diffusive scaling regime (symmetric step length distribution with…
We survey recent results of normal and anomalous diffusion of two types of random motions with long memory in ${\Bbb R}^d$ or ${\Bbb Z}^d$. The first class consists of random walks on ${\Bbb Z}^d$ in divergence-free random drift field,…
We study diffusion on comb lattices of arbitrary dimension. Relying on the loopless structure of these lattices and using first-passage properties, we obtain exact and explicit formulae for the Laplace transforms of the propagators…