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In this article we study the fluctuation of linear statistics of eigenvalues of circulant, symmetric circulant, reverse circulant and Hankel matrices. We show that the linear spectral statistics of these matrices converges to the Gaussian…

概率论 · 数学 2017-07-05 Kartick Adhikari , Koushik Saha

We consider several variants of a class of random walks whose increment distributions depend on the average value of the process over its most recent $N$ steps. We investigate the speed of the process, and in particular, the limiting speed…

概率论 · 数学 2019-03-29 Ross G. Pinsky

We study the random walk on the symmetric group $S_n$ generated by the conjugacy class of cycles of length $k$. We show that the convergence to uniform measure of this walk has a cut-off in total variation distance after $\frac{n}{k} log n$…

概率论 · 数学 2016-05-04 Bob Hough

We study the evolution of a random walker on a conservative dynamic random environment composed of independent particles performing simple symmetric random walks, generalizing results of [16] to higher dimensions and more general transition…

We consider homogeneous open quantum random walks on a lattice with finite dimensional local Hilbert space and we study in particular the position process of the quantum trajectories of the walk. We prove that the properly rescaled position…

The variance of the number of particles in a set is an important quantity in understanding the statistics of non-interacting fermionic systems in low dimensions. An exact map of their ground state in a harmonic trap in one and two…

数学物理 · 物理学 2026-03-26 G. Akemann , M. Duits , L. D. Molag

Consider a stochastic process that behaves as a $d$-dimensional simple and symmetric random walk, except that, with a certain fixed probability, at each step, it chooses instead to jump to a given site with probability proportional to the…

概率论 · 数学 2020-08-26 Cécile Mailler , Gerónimo Uribe Bravo

We analyze a variant of the Noisy $K$-Branching Random Walk, a population model that evolves according to the following procedure. At each time step, each individual produces a large number of offspring that inherit the fitness of their…

概率论 · 数学 2025-10-01 Colin Desmarais , Emmanuel Schertzer , Zsófia Talyigás

We consider a ballistic random walk in an i.i.d. random environment that does not allow retreating in a certain fixed direction. Homogenization and regeneration techniques combine to prove a law of large numbers and an averaged invariance…

概率论 · 数学 2007-06-13 F. Rassoul-Agha , T. Seppalainen

The L\'evy walk process with rests is discussed. The jumping time is governed by an $\alpha$-stable distribution with $\alpha>1$ while a waiting time distribution is Poissonian and involves a position-dependent rate which reflects a…

统计力学 · 物理学 2017-10-11 A. Kamińska , T. Srokowski

A random walk in random scenery $(Y_n)_{n\in\mathbb{N}}$ is given by $Y_n=\xi_{S_n}$ for a random walk $(S_n)_{n\in\mathbb{N}}$ and iid random variables $(\xi_n)_{n\in\mathbb{Z}}$. In this paper, we will show the weak convergence of the…

概率论 · 数学 2015-11-20 Martin Wendler

For a generalized step reinforced random walk, starting from the origin, the first step is taken according to the first element of an innovation sequence. Then in subsequent epochs, it recalls a past epoch with probability proportional to a…

概率论 · 数学 2025-05-12 Aritra Majumdar , Krishanu Maulik

The long-term behavior of a supercritical branching random walk can be described and analyzed with the help of Biggins' martingales, parametrized by real or complex numbers. The study of these martingales with complex parameters is a rather…

概率论 · 数学 2018-08-17 Alexander Iksanov , Konrad Kolesko , Matthias Meiners

We study symmetric random walks on finitely generated groups of orientation-preserving homeomorphisms of the real line. We establish an oscillation property for the induced Markov chain on the line that implies a weak form of recurrence.…

群论 · 数学 2013-07-23 B. Deroin , V. Kleptsyn , A. Navas , K. Parwani

Let $\left\{ S_{n},n\geq 0\right\} $ be a random walk whose increment distribution belongs without centering to the domain of attraction of an $% \alpha $-stable law, i.e., there are some scaling constants $a_{n}$ such that the sequence…

概率论 · 数学 2023-12-19 Congzao Dong , Elena Dyakonova , Vladimir Vatutin

Local perturbations in conservative particle systems can have a non-local influence on the stationary measure. To capture this phenomenon, we analyze in this paper two toy models. We study the symmetric exclusion process on a countable set…

概率论 · 数学 2024-10-25 Frank Redig , Ellen Saada

In this paper, we analyse a sub-class of two-dimensional homogeneous nearest neighbour (simple) random walk restricted on the lattice using the matrix geometric approach. In particular, we first present an alternative approach for the…

概率论 · 数学 2017-07-21 Stella Kapodistria , Zbigniew Palmowski

In this work we investigate the dynamics of random walk processes on scale-free networks in a short to moderate time scale. We perform extensive simulations for the calculation of the mean squared displacement, the network coverage and the…

无序系统与神经网络 · 物理学 2009-11-10 Lazaros K. Gallos

We study analytically a simple random walk model on a one-dimensional lattice, where at each time step the walker resets to the maximum of the already visited positions (to the rightmost visited site) with a probability $r$, and with…

统计力学 · 物理学 2015-11-30 Satya N. Majumdar , Sanjib Sabhapandit , Gregory Schehr

We study random walks evolving in continuous time on a one-dimensional lattice where each site $x$ hosts a quenched random potential $U_x$. The potentials on different sites are independent, identically distributed Gaussian random…

统计力学 · 物理学 2026-02-27 Silvio Kalaj , Enzo Marinari , Gleb Oshanin , Luca Peliti