Related papers: The gambler's ruin problem in path representation …

Random walks are powerful tools to analyze spatial-temporal patterns produced by living organisms ranging from cells to humans. At the same time, it is evident that these patterns are not completely random but are results of a convolution…

This paper treats absorption problems for the one-dimensional quantum walk determined by a 2 times 2 unitary matrix U on a state space {0,1,...,N} where N is finite or infinite by using a new path integral approach based on an orthonormal…

Consider gambler's ruin with three players, 1, 2, and 3, having initial capitals $A$, $B$, and $C$ units. At each round a pair of players is chosen (uniformly at random) and a fair coin flip is made resulting in the transfer of one unit…

We derive an explicit formula for the probability of ruin of a gambler playing against an infinitely-rich adversary, when the games have payoff given by a general integer-valued probability distribution.

The kinetics of annihilating random walks in one dimension, with the half-line x>0 initially filled, is investigated. The survival probability of the nth particle from the interface exhibits power-law decay, S_n(t)~t^{-alpha_n}, with…

In this paper we analyze the behavior of quantum random walks. In particular we present several new results for the absorption probabilities in systems with both one and two absorbing walls for the one-dimensional case. We compute these…

We consider a discrete time particle model for kinetic transport on the two dimensional integer lattice. The particle can move due to advection in the $x$-direction and due to dispersion. This happens when the particle is free, but it can…

Nearest neighbor random walks in the quarter plane that are absorbed when reaching the boundary are studied. The cases of positive and zero drift are considered. Absorption probabilities at a given time and at a given site are made…

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 consider a one-dimensional run-and-tumble particle, or persistent random walk, in the presence of an absorbing boundary located at the origin. After each tumbling event, which occurs at a constant rate $\gamma$, the (new) velocity of the…

We examine the aggregate behavior of one-dimensional random walks in a model known as (one-dimensional) Internal Diffusion Limited Aggregation. In this model, a sequence of $n$ particles perform random walks on the integers, beginning at…

The aims of this paper are twofold. Firstly, we derive some probabilistic representation for the constant which appears in the one-dimensional case of Kesten's renewal theorem. Secondly, we estimate the tail of some related random variable…

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…

In this paper we consider a d-dimensional scenery seen along a simple symmetric branching random walk, where at each time each particle gives the color record it is seeing. We show that we can a.s. reconstruct the scenery up to equivalence…

We consider a particle which moves on the x axis and is subject to a constant force, such as gravity, plus a random force in the form of Gaussian white noise. We analyze the statistics of first arrival at point $x_1$ of a particle which…

We used the random walk to model the problem of reserves. The classic case of a stochastic process is the example of random walks, which are used to study a set of phenomena and, particularly, as in this article, models of reserves…

A well known connection between first-passage probability of random walk and distribution of electrical potential described by Laplace equation is studied. We simulate random walk in the plane numerically as a discrete time process with…

We consider the distribution of free path lengths, or the distance between consecutive bounces of random particles, in an n-dimensional rectangular box. If each particle travels a distance R, then, as R tends to infinity the free path…

We study the shrinking Pearson random walk in two dimensions and greater, in which the direction of the Nth is random and its length equals lambda^{N-1}, with lambda<1. As lambda increases past a critical value lambda_c, the endpoint…

We study the following game. Three players start with initial capitals of $s_{1},s_{2},s_{3}$ dollars; in each round player $P_{m}$ is selected with probability $\frac{1}{3}$; then \emph{he} selects player $P_{n}$ and they play a game in…