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We consider one infinite path of a Random Walk in Random Environment (RWRE, for short) in an unknown environment. This environment consists of either i.i.d.\ site or bond randomness. At each position the random walker stops and tells us the…

概率论 · 数学 2021-09-16 Jonas Jalowy , Matthias Löwe

A particle subject to successive, random displacements is said to execute a random walk (in position or some other coordinate). The mathematical properties of random walks have been very thoroughly investigated, and the model is used in…

统计力学 · 物理学 2007-05-23 M. Wilkinson , B. Mehlig

Recurrence of a random walk is described by the Polya number. For quantum walks, recurrence is understood as the return of the walker to the origin, rather than the full-revival of its quantum state. Localization for two dimensional quantum…

量子物理 · 物理学 2010-11-10 M. Stefanak , B. Kollar , T. Kiss , I. Jex

We derive a perturbation expansion for general self-interacting random walks, where steps are made on the basis of the history of the path. Examples of models where this expansion applies are reinforced random walk, excited random walk, the…

概率论 · 数学 2010-01-13 Remco van der Hofstad , Mark Holmes

We study the time it takes for all states of a finite quantum system to return simultaneously to their original configuration. In particular, we define the recurrence time for a quantum system to be the time at which all time-evolved states…

量子物理 · 物理学 2026-04-29 Chaitanya Gupta , Anthony J. Short

The last decade has witnessed a number of important and exciting developments that had been achieved for improving recurrence plot based data analysis and to widen its application potential. We will give a brief overview about important and…

混沌动力学 · 物理学 2024-09-09 Norbert Marwan , K. Hauke Kraemer

We consider a model for random walks on random environments (RWRE) with random subset of Z^d as the vertices, and uniform transition probabilities on 2d points (two "coordinate nearest points" in each of the d coordinate directions). We…

概率论 · 数学 2015-09-08 Noam Berger , Ron Rosenthal

We study an infinite system of moving particles, where each particle is of type A or B. Particles perform independent random walks at rates D_A>0 and D_B>0, and the interaction is given by mutual annihilation A+B->0. The initial condition…

概率论 · 数学 2018-06-19 Manuel Cabezas , Leonardo T. Rolla , Vladas Sidoravicius

We analyze final-time dependent discrete-time quantum walks in one dimension. We compute asymptotics of the return probability of the quantum walk by a path counting approach. Moreover, we discuss a relation between the quantum walk and the…

量子物理 · 物理学 2011-09-21 Yusuke Ide , Norio Konno , Takuya Machida , Etsuo Segawa

We investigate a connection between a property of the distribution and a conserved quantity for the reversible cellular automaton derived from a discrete-time quantum walk in one dimension. As a corollary, we give a detailed information of…

量子物理 · 物理学 2009-11-10 Norio Konno , Kenichi Mitsuda , Takahiro Soshi , Hyun Jae Yoo

The study of random walks has increasingly been popular across diverse disciplines such as statistics, mathematics, quantum physics, where they are used to model paths consisting of successive random steps in a mathematical space. A…

概率论 · 数学 2026-05-08 Puja Pandey , Palaniappan Vellaisamy

We give a complete expansion, at any accuracy order, for the iterated convolution of a complex valued integrable sequence in one space dimension. The remainders are estimated sharply with generalized Gaussian bounds. The result applies in…

数值分析 · 数学 2024-11-14 Jean-François Coulombel , Grégory Faye

The treatment of two-dimensional random walks in the quarter plane leads to Markov processes which involve semi-infinite matrices having Toeplitz or block Toeplitz structure plus a low-rank correction. Finding the steady state probability…

数值分析 · 数学 2021-01-25 Dario A. Bini , Stefano Massei , Beatrice Meini , Leonardo Robol

Random walks as well as diffusions in random media are considered. Methods are developed that allow one to establish large deviation results for both the `quenched' and the `averaged' case.

概率论 · 数学 2007-05-23 S R S Varadhan

Random walk in random environment (RWRE) is a fundamental model of statistical mechanics, describing the movement of a particle in a highly disordered and inhomogeneous medium as a random walk with random jump probabilities. It has been…

概率论 · 数学 2013-09-11 Alexander Drewitz , Alejandro F. Ramírez

The motion of self-propelled particles is modeled as a persistent random walk. An analytical framework is developed that allows the derivation of exact expressions for the time evolution of arbitrary moments of the persistent walk's…

软凝聚态物质 · 物理学 2015-07-28 Zeinab Sadjadi , M. Reza Shaebani , Heiko Rieger , Ludger Santen

We give a short proof of the recurrence of the two-dimensional elephant random walk in the diffusive regime. This was recently established by Shuo Qin, but our proof only uses very rough comparison with the standard plane random walk. We…

概率论 · 数学 2025-01-08 Nicolas Curien , Lucile Laulin

We give exact and explicit expressions of mean first-passage times for random walks in a rectangular domain, in both cases of reflecting boundary conditions and periodic boundary conditions. The situations with one or two absorbing targets…

统计力学 · 物理学 2009-11-11 S. Condamin , O. Benichou

We prove that the edge-reinforced random walk on the ladder ${\mathbb{Z}\times\{1,2\}}$ with initial weights $a>3/4$ is recurrent. The proof uses a known representation of the edge-reinforced random walk on a finite piece of the ladder as a…

概率论 · 数学 2007-05-23 Franz Merkl , Silke W. W. Rolles

The purpose of this short note is to establish a connection between a one-dimensional random walk in a random sparse environment and the random pinning model. We show that the grand canonical partition function of the pinning model…

概率论 · 数学 2025-11-20 Julien Poisat