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The first-passage time (FPT) is the time it takes a system variable to cross a given boundary for the first time. In the context of Markov networks, the FPT is the time a random walker takes to reach a particular node (target) by hopping…

Molecular Networks · Quantitative Biology 2024-03-22 Jaroslav Albert

We show that particle transport in a uniform, quantum multi-baker map, is generically ballistic in the long time limit, for any fixed value of Planck's constant. However, for fixed times, the semi-classical limit leads to diffusion. Random…

Quantum Physics · Physics 2009-11-07 Daniel K. Wojcik , J. R. Dorfman

We study the probability density function (PDF) of the cover time $t_c$ of a finite interval of size $L$, by $N$ independent one-dimensional Brownian motions, each with diffusion constant $D$. The cover time $t_c$ is the minimum time needed…

Statistical Mechanics · Physics 2016-12-23 Satya N. Majumdar , Sanjib Sabhapandit , Gregory Schehr

For d at least two and integer n, let c_n = c_n(d) denote the number of length n self-avoiding walks beginning at the origin in the integer lattice Z^d, and, for even n, let p_n = p_n(d) denote the number of length n self-avoiding polygons…

Probability · Mathematics 2017-02-09 Alan Hammond

Quantum walks have emerged as an interesting approach to quantum information processing, exhibiting many unique properties compared to the analogous classical random walk. Here we introduce a model for a discrete-time quantum walk with…

Quantum Physics · Physics 2013-05-08 Peter P. Rohde , Gavin K. Brennen , Alexei Gilchrist

Commonly, normal diffusive behavior is characterized by a linear dependence of the second central moment on time, $< x^2(t) >\propto t$, while anomalous behavior is expected to show a different time dependence, $ < x^2(t) > \propto…

Statistical Mechanics · Physics 2015-05-13 Bartlomiej Dybiec , Ewa Gudowska-Nowak

A variation of Rosenstock's trapping model in which $N$ independent random walkers are all initially placed upon a site of a one-dimensional lattice in the presence of a {\em one-sided} random distribution (with probability $c$) of…

Statistical Mechanics · Physics 2015-06-24 S. B. Yuste , L. Acedo

We consider a discrete-time random motion, Markov chain on the Poincar\'{e} disk. In the basic variant of the model a particle moves along certain circular arcs within the disk, its location is determined by a composition of random…

Probability · Mathematics 2019-12-13 Charles McCarthy , Gavin Nop , Reza Rastegar , Alexander Roitershtein

We investigate the number $V_p(n)$ of distinct sites visited by an $n$-step resetting random walker on a $d$-dimensional hypercubic lattice with resetting probability $p$. In the case $p=0$, we recover the well-known result that the average…

Statistical Mechanics · Physics 2022-06-08 Marco Biroli , Francesco Mori , Satya N. Majumdar

We make a high-precision Monte Carlo study of two- and three-dimensional self-avoiding walks (SAWs) of length up to 80000 steps, using the pivot algorithm and the Karp-Luby algorithm. We study the critical exponents $\nu$ and $2\Delta_4…

High Energy Physics - Lattice · Physics 2009-10-22 Bin Li , Neal Madras , Alan D. Sokal

We experimentally demonstrate that the statistical properties of distances between pedestrians which are hindered from avoiding each other are described by the Gaussian Unitary Ensemble of random matrices. The same result has recently been…

Physics and Society · Physics 2010-02-01 Daniel Jezbera , David Kordek , Jan Kriz , Petr Seba , Petr Sroll

In this chapter, we consider the problem of a non-Markovian random walker (displaying memory effects) searching for a target. We review an approach that links the first passage statistics to the properties of trajectories followed by the…

Statistical Mechanics · Physics 2024-01-30 Olivier Bénichou , Thomas Guérin , Nicolas Levernier , Raphaël Voituriez

We present a closed-form expression for the survival probability of a biased random walker to first reach a target site on a 1D lattice. The expression holds for any step number $N$ and is computationally faster than non-closed-form results…

Statistical Mechanics · Physics 2025-06-02 Debendro Mookerjee , Sarah Kostinski

We study analytically a simple random walk model on a one-dimensional lattice, where at each time step the walker resets to the maximum of the already visited positions (to the rightmost visited site) with a probability $r$, and with…

Statistical Mechanics · Physics 2015-11-30 Satya N. Majumdar , Sanjib Sabhapandit , Gregory Schehr

We consider the simple random walk on a random d-regular graph with n vertices, and investigate percolative properties of the set of vertices not visited by the walk until time un, where u > 0 is a fixed positive parameter. It was shown in…

Probability · Mathematics 2011-01-12 Jiri Cerny , Augusto Teixeira

The exact mean time between encounters of a given particle in a system consisting of many particles undergoing random walks in discrete time is calculated, on both regular and complex networks. Analytical results are obtained both for…

Statistical Mechanics · Physics 2013-02-07 David P. Sanders

We present a dynamic nonlocal hybrid Monte Carlo algorithm consisting of pivot and ``cut-and-permute'' moves. The algorithm is suitable for the study of polymers in semiconfined geometries at the ordinary transition, where the pivot…

Statistical Mechanics · Physics 2007-05-23 Maria Serena Causo

We study the mean first passage time of a one-dimensional random walker with step sizes decaying exponentially in discrete time. That is step sizes go like $\lambda^{n}$ with $\lambda\leq1$ . We also present, for pedagogical purposes, a…

Statistical Mechanics · Physics 2009-11-10 Tonguç Rador , Sencer Taneri

We consider $N$ Brownian particles moving on a line starting from initial positions ${\bf{u}}\equiv \{u_1,u_2,\dots u_N\}$ such that $0<u_1 < u_2 < \cdots < u_N$. Their motion gets stopped at time $t_s$ when either two of them collide or…

Statistical Mechanics · Physics 2014-08-26 Anupam Kundu , Satya N. Majumdar , Gregory Schehr

We study the trajectory of a simple random walk on a d-regular graph with d>2 and locally tree-like structure as the number n of vertices grows. Examples of such graphs include random d-regular graphs and large girth expanders. For these…

Probability · Mathematics 2015-05-20 Jiri Cerny , Augusto Teixeira , David Windisch