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We study random walks with stochastic resetting to the initial position on arbitrary networks. We obtain the stationary probability distribution as well as the mean and global first passage times, which allow us to characterize the effect…

Statistical Mechanics · Physics 2020-07-03 Alejandro P. Riascos , Denis Boyer , Paul Herringer , José L. Mateos

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

This thesis is devoted to the study of extreme value statistics in stochastic processes and their applications. In the first part, we obtain exact analytical results on the extreme value statistics of both discrete-time and continuous-time…

Statistical Mechanics · Physics 2023-10-24 Benjamin De Bruyne

We construct the conditional version of $k$ independent and identically distributed random walks on $\R$ given that they stay in strict order at all times. This is a generalisation of so-called non-colliding or non-intersecting random…

Probability · Mathematics 2007-05-23 Peter Eichelsbacher , Wolfgang Konig

We present a rigorous derivation for off-lattice implementations of the so-called "random-walk" algorithm recently introduced by Wang and Landau [PRL 86, 2050 (2001)]. Originally developed for discrete systems, the algorithm samples…

Statistical Mechanics · Physics 2009-11-07 M. S. Shell , P. G. Debenedetti , A. Z. Panagiotopoulos

We consider a one-dimensional continuous time random walk with transition rates depending on an underlying autonomous simple symmetric exclusion process starting out of equilibrium. This model represents an example of a random walk in a…

Probability · Mathematics 2016-11-26 Luca Avena , Tertuliano Franco , Milton Jara , Florian Völlering

We consider Activated Random Walk (ARW), a model which generalizes the Stochastic Sandpile, one of the canonical examples of self organized criticality. Informally ARW is a particle system on $\mathbb{Z}$ with mass conservation. One starts…

Probability · Mathematics 2017-12-05 Riddhipratim Basu , Shirshendu Ganguly , Christopher Hoffman

We consider a system consisting of a planar random walk on a square lattice, submitted to stochastic elementary local deformations. Depending on the deformation transition rates, and specifically on a parameter $\eta$ which breaks the…

Statistical Mechanics · Physics 2015-06-24 Guy Fayolle , Cyril Furtlehner

In this thesis, we study the diffusive and ballistic behaviors of random walk in random environment (RWRE) in an integer lattice with dimension at least 2. Our contributions are in three directions: a conditional law of large numbers and…

Probability · Mathematics 2012-10-08 Xiaoqin Guo

Random walks are studied on disordered cellular networks in 2-and 3-dimensional spaces with arbitrary curvature. The coefficients of the evolution equation are calculated in term of the structural properties of the cellular system. The…

Disordered Systems and Neural Networks · Physics 2009-10-28 Tomaso Aste

This work extends Roberts et al. (1997) by considering limits of Random Walk Metropolis (RWM) applied to block IID target distributions, with corresponding block-independent proposals. The extension verifies the robustness of the optimal…

Probability · Mathematics 2019-02-19 Jeffrey Negrea

For a random walk defined for a doubly infinite sequence of times, we let the time parameter itself be an integer-valued process, and call the orginal process a random walk at random time. We find the scaling limit which generalizes the…

Probability · Mathematics 2013-07-30 Paul Jung , Greg Markowsky

Representations based on random walks can exploit discrete data distributions for clustering and classification. We extend such representations from discrete to continuous distributions. Transition probabilities are now calculated using a…

Machine Learning · Computer Science 2012-12-12 Chen-Hsiang Yeang , Martin Szummer

We investigate the dynamics of random walks on weighted networks. Assuming that the edge's weight and the node's strength are used as local information by a random walker, we study two kinds of walks, weight-dependent walk and…

Statistical Mechanics · Physics 2015-06-25 An-Cai Wu , Xin-Jian Xu , Zhi-Xi Wu , Ying-Hai Wang

We consider continuous time random walks (CTRW) for open systems that exchange energy and matter with multiple reservoirs. Each waiting time distribution (WTD) for times between steps is characterized by a positive parameter a, which is set…

Statistical Mechanics · Physics 2010-03-01 Massimiliano Esposito , Katja Lindenberg

Loop-weighted walk with parameter $\lambda\geq 0$ is a non-Markovian model of random walks that is related to the loop $O(N)$ model of statistical mechanics. A walk receives weight $\lambda^{k}$ if it contains $k$ loops; whether this is a…

Probability · Mathematics 2016-05-31 Tyler Helmuth

Our objective is to sample the node set of a large unknown graph via crawling, to accurately estimate a given metric of interest. We design a random walk on an appropriately defined weighted graph that achieves high efficiency by…

Social and Information Networks · Computer Science 2011-03-29 M. Kurant , M. Gjoka , C. T. Butts , A. Markopoulou

We show that it is possible to generate a random walk with an electrostatic field by means of several parallel infinite charged planes in which the surface charge distribution could be either $\pm\sigma$. We formulate the problem of this…

Statistical Mechanics · Physics 2015-06-26 Rodrigo Aldana , Jose Vidal Alcala , Gabriel Gonzalez

We give a complete classification of scaling limits of randomly trapped random walks and associated clock processes on $\mathbb Z^d$, $d\ge 2$. Namely, under the hypothesis that the discrete skeleton of the randomly trapped random walk has…

Probability · Mathematics 2014-10-02 Jiří Černý , Tobias Wassmer

We consider one-dimensional activated random walk (ARW) on $\mathbb{Z}$ started from a `point source' initial condition, with many particles at the origin and no other particles. We prove that, uniformly throughout a macroscopic window…

Probability · Mathematics 2026-01-13 Christopher Hoffman , Jacob Richey , Hyojeong Son