相关论文: Path probability density functions for semi-Markov…

The study of Markov chains on discrete spaces, such as digraphs, has captivated mathematicians in recent decades due to its interconnectedness with topology, geometry, dynamics, spectral theory, and differential equations. Furthermore,…

The rotor walk on a graph is a deterministic analogue of random walk. Each vertex is equipped with a rotor, which routes the walker to the neighbouring vertices in a fixed cyclic order on successive visits. We consider rotor walk on an…

We present the first detailed analysis of the statistical properties of jump processes bounded by a saturation function and driven by Poisson white noise, being a random sequence of delta pulses. The Kolmogorov-Feller equation for the…

The discrete Green's functions are the pseudoinverse (or the inverse) of the Laplacian (or its variations) of a graph. In this paper, we will give combinatorial interpretations of Green's functions in terms of enumerating trees and forests…

A deterministic walk in a random environment can be understood as a general random process with finite-range dependence that starts repeating a loop once it reaches a site it has visited before. Such process lacks the Markov property. We…

Let T be an infinite homogenous tree of homogeneity $q+1$. Attaching to each edge the conductance $1$, the tree will became an electric network. The reversible Markov chain associated to this network is the simple random walk on the…

We consider loop-erased random walk (LERW) running between two boundary points of a square grid approximation of a planar simply connected domain. The LERW Green's function is the probability that the LERW passes through a given edge in the…

We study a family of correlated one-dimensional random walks with a finite memory range M.These walks are extensions of the Taylor's walk as investigated by Goldstein, which has a memory range equal to one. At each step, with a probability…

In the context of countable groups of polynomial volume growth, we consider a large class of random walks that are allowed to take long jumps along multiple subgroups according to power law distributions. For such a random walk, we study…

We consider a class of Gaussian Free Fields denoted by $(g_x)_{x \in {\cal V}_N}$, where $ {\cal V}_N = \{0,1\}^N$ and $N\in \mathbb{Z}_+$. These fields are related to a general class of $N$-dimensional random walks on the hypercube, which…

Random walks in random scenery are processes defined by $Z_n:=\sum_{k=1}^n\xi_{X_1+...+X_k}$, where $(X_k,k\ge 1)$ and $(\xi_y,y\in\mathbb Z)$ are two independent sequences of i.i.d. random variables. We suppose that the distributions of…

Mathematical models based on probability density functions (PDF) have been extensively used in hydrology and subsurface flow problems, to describe the uncertainty in porous media properties (e.g., permeability modelled as random field).…

In this paper we study a random walk in a one-dimensional dynamic random environment consisting of a collection of independent particles performing simple symmetric random walks in a Poisson equilibrium with density $\rho \in (0,\infty)$.…

Let $(X,d)$ be a geodesic Gromov-hyperbolic space, $o \in X$ a basepoint and $\mu$ a countably supported non-elementary probability measure on $\operatorname{Isom}(X)$. Denote by $z_n$ the random walk on $X$ driven by the probability…

We consider a certain sequence of random walks. The state space of the n-th random walk is the set of all strict partitions of n (that is, partitions without equal parts). We prove that, as n goes to infinity, these random walks converge to…

This thesis examines linearly edge-reinforced random walks on infinite trees. In particular, recurrence and transience of such random walks on general (fixed) trees as well as on Galton-Watson trees (i.e. random trees) is characterized, and…

Diffusion through semipermeable structures arises in a wide range of processes in the physical and life sciences. Examples at the microscopic level range from artificial membranes for reverse osmosis to lipid bilayers regulating molecular…

We consider the one-dimensional diffusion of a particle on a semi-infinite line and in a piecewise linear random potential. We first present a new formalism which yields an analytical expression for the Green function of the Fokker-Planck…

We consider the tails of probability density function (PDF) for the velocity that satisfies Burgers equation driven by a Gaussian large-scale force. The saddle-point approximation is employed in the path integral so that the calculation of…

The infinite two-sided loop-erased random walk (LERW) is a measure on infinite self-avoiding walks that can be viewed as giving the law of the `middle part' of an infinite LERW loop going through 0 and infinity. In this note we derive…