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The relation between the expectation values computed in the random walk theory, and the heat kernel method for the diffusion equation is explained concretely. The random walk is also realized by simulations and their statistical…

Statistical Mechanics · Physics 2024-05-21 Kenichiro Aoki , Takahisa Mitsui

We consider a random object that is associated with both random walks and random media, specifically, the superposition of a configuration of subcritical Bernoulli percolation on an infinite connected graph and the trace of the simple…

Probability · Mathematics 2019-09-10 Kazuki Okamura

The distribution of the first positive position reached by a random walker starting at the origin is central to the analysis of extremes and records in one-dimensional random walks. In this work, we present a detailed and self-contained…

Statistical Mechanics · Physics 2025-10-21 Claude Godrèche , Jean-Marc Luck

Statistics of molecular random walks in a fluid is considered with the help of the Bogolyubov equation for generating functional of distribution functions. An invariance group of solutions to this equation as functions of the fluid density…

Statistical Mechanics · Physics 2015-05-13 Yuriy E. Kuzovlev

We present an analytical approach to study simple symmetric random walks (RWs) on a crossing geometry consisting of a plane square lattice crossed by $n_l$ number of lines that all meet each other at a single point (the origin) on the…

Statistical Mechanics · Physics 2019-09-02 Reza Sepehrinia , Abbas Ali Saberi , Hor Dashti-Naserabadi

We consider a generalization of a one-dimensional stochastic process known in the physical literature as L\'evy-Lorentz gas. The process describes the motion of a particle on the real line in the presence of a random array of marked points,…

Probability · Mathematics 2016-04-12 Alessandra Bianchi , Giampaolo Cristadoro , Marco Lenci , Marilena Ligabò

We study random walks in a random environment on a regular, rooted, coloured tree. The asymptotic behaviour of the walks is classified for ergodicity/transience in terms of the geometric properties of the matrix describing the random…

Probability · Mathematics 2007-05-23 Mikhail Menshikov , Dimitri Petritis

We consider a new model of a branching random walk on a multidimensional lattice with continuous time and one source of particle reproduction and death, as well as an infinite number of sources in which, in addition to the walk, only…

Probability · Mathematics 2023-02-14 E. Filichkina , E. Yarovaya

We consider a discrete-time random walk on a one-dimensional lattice with space and time-dependent random jump probabilities, known as the Beta random walk. We are interested in the probability that, for a given realization of the jump…

Statistical Mechanics · Physics 2023-07-28 Alexander K. Hartmann , Alexandre Krajenbrink , Pierre Le Doussal

Large unweighted directed graphs are commonly used to capture relations between entities. A fundamental problem in the analysis of such networks is to properly define the similarity or dissimilarity between any two vertices. Despite the…

Machine Learning · Statistics 2015-11-03 Tatsunori B. Hashimoto , Yi Sun , Tommi S. Jaakkola

Random walk is one of the most classical and well-studied model in probability theory. For two correlated random walks on lattice, every step of the random walks has only two states, moving in the same direction or moving in the opposite…

Probability · Mathematics 2018-08-17 Tianyao Chen , Xue Cheng , Jingping Yang

We consider an irreducible finite range random walk on the $d$-dimensional integer lattice and study asymptotic behaviour of its transition function $p(n; x)$. In particular, for simple random walk our asymptotic formula is valid as long as…

Probability · Mathematics 2015-12-31 Bartosz Trojan

We study a continuous-time branching random walk on the lattice $\mathbb{Z}^{d}$, $d\in \mathbb{N}$, with a single source of branching, that is the lattice point where the birth and death of particles can occur. The random walk is assumed…

Probability · Mathematics 2020-01-23 Anastasiya Rytova , Elena Yarovaya

Let $G$ be a real Lie group, $\Lambda\subseteq G$ a lattice, and $X=G/\Lambda$. We fix a probability measure $\mu$ on $G$ and consider the left random walk induced on $X$. It is assumed that $\mu$ is aperiodic, has a finite first moment,…

Probability · Mathematics 2021-12-14 Timothée Bénard

We study the distribution of the number of (non-backtracking) periodic walks on large regular graphs. We propose a formula for the ratio between the variance of the number of $t$-periodic walks and its mean, when the cardinality of the…

Mathematical Physics · Physics 2015-03-19 Idan Oren , Uzy Smilansky

Let H(n) be the group of 3x3 uni-uppertriangular matrices with entries in Z/nZ, the integers mod n. We show that the simple random walk converges to the uniform distribution in order n^2 steps. The argument uses Fourier analysis and is…

Probability · Mathematics 2015-02-17 Daniel Bump , Persi Diaconis , Angela Hicks , Laurent Miclo , Harold Widom

Community assembly is studied using individual-based multispecies models. The models have stochastic population dynamics with mutation, migration, and extinction of species. Mutants appear as a result of mutation of the resident species,…

Populations and Evolution · Quantitative Biology 2010-05-18 Yohsuke Murase , Takashi Shimada , Nobuyasu Ito , Per Arne Rikvold

Random walk on the set of irreducible representations of a finite group is investigated. For the symmetric and general linear groups, a sharp convergence rate bound is obtained and a cutoff phenomenon is proved. As related results, an…

Probability · Mathematics 2007-05-23 Jason Fulman

We study a discrete random walk on a one-dimensional finite lattice, where each state has different probabilities to move one step forward, backward, staying for a moment or being absorbed. We obtain expected number of arrivals and expected…

Probability · Mathematics 2023-07-26 Theo van Uem

We study an homogeneous irreducible markovian random walk in a square lattice of arbitrary dimension, with an antisymmetric perturbation acting only in one point. We compute exactly spatial correction to the diffusive behaviour in the…

Probability · Mathematics 2016-05-24 Giuseppe Genovese , Renato Lucà