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We propose an approximation for the first return time distribution of random walks on undirected networks. We combine a message-passing solution with a mean-field approximation, to account for the short- and long-term behaviours…

社会与信息网络 · 计算机科学 2025-06-17 Erik Hormann , Renaud Lambiotte , George T. Cantwell

We investigate the first passage statistics of active continuous time random walks with Poissonian waiting time distribution on a one dimensional infinite lattice and a two dimensional infinite square lattice. We study the small and large…

统计力学 · 物理学 2024-02-27 Stephy Jose

In this paper, we derive explicit formulas for the surface averaged first exit time of a discrete random walk on a finite lattice. We consider a wide class of random walks and lattices, including random walks in a non-trivial potential…

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

We study the first passage times of discrete-time branching random walks in ${\mathbb R}^d$ where $d\geq 1$. Here, the genealogy of the particles follows a supercritical Galton-Watson process. We provide asymptotics of the first passage…

概率论 · 数学 2026-01-06 Jose Blanchet , Wei Cai , Shaswat Mohanty , Zhenyuan Zhang

The distribution of the first positive position reached by a random walker starting from the origin is fundamental for understanding the statistics of extremes and records in one-dimensional random walks. We present a comprehensive study of…

统计力学 · 物理学 2025-09-03 Claude Godrèche , Jean-Marc Luck

We present an analytical approximation scheme for the first passage time distribution on a finite interval of a random walker on a random forcing energy landscape. The approximation scheme captures the behavior of the distribution over all…

统计力学 · 物理学 2010-09-23 Michael Sheinman , Olivier Bénichou , Raphaël Voituriez , Yariv Kafri

Analytical results for the distribution of first hitting times of random walks on Erd\H{o}s-R\'enyi networks are presented. Starting from a random initial node, a random walker hops between adjacent nodes until it hits a node which it has…

物理与社会 · 物理学 2017-02-22 Ido Tishby , Ofer Biham , Eytan Katzav

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,…

统计力学 · 物理学 2015-06-08 Ajanta Bhowal Acharyya

We present analytical results for the distribution of first hitting times of random walkers (RWs) on directed Erd\H{o}s-R\'enyi (ER) networks. Starting from a random initial node, a random walker hops randomly along directed edges between…

无序系统与神经网络 · 物理学 2017-04-05 Ido Tishby , Ofer Biham , Eytan Katzav

We study the mean first passage time of a one-dimensional random walker with step sizes decaying exponentially in discrete time. That is step sizes go like $\lambda^{n}$ with $\lambda\leq1$ . We also present, for pedagogical purposes, a…

统计力学 · 物理学 2009-11-10 Tonguç Rador , Sencer Taneri

We consider a random walk on the first quadrant of the square lattice, whose increment law is, roughly speaking, homogeneous along a finite number of half-lines near each of the two boundaries, and hence essentially specified by…

概率论 · 数学 2025-04-25 Conrado da Costa , Mikhail Menshikov , Andrew Wade

We present analytical results for the distribution of first hitting times of non-backtracking random walks on finite Erd\H{o}s-R\'enyi networks of $N$ nodes. The walkers hop randomly between adjacent nodes on the network, without stepping…

无序系统与神经网络 · 物理学 2017-04-28 Ido Tishby , Ofer Biham , Eytan Katzav

We consider random walks in the form of nearest-neighbor hopping on Erdos-Renyi random graphs of finite fixed mean degree c as the number of vertices N tends to infinity. In this regime, using statistical field theory methods, we develop an…

无序系统与神经网络 · 物理学 2025-02-14 Oleg Evnin , Weerawit Horinouchi

We study the time until first occurrence, the first-passage time, of rare density fluctuations in diffusive systems. We approach the problem using a model consisting of many independent random walkers on a lattice. The existence of spatial…

统计力学 · 物理学 2008-05-16 David P. Sanders , Hernán Larralde

Random walks are used for modeling various dynamics in, for example, physical, biological, and social contexts. Furthermore, their characteristics provide us with useful information on the phase transition and critical phenomena of even…

统计力学 · 物理学 2007-05-23 Naoki Masuda , Norio Konno

We study the first-passage properties of a random walk in the unit interval in which the length of a single step is uniformly distributed over the finite range [-a,a]. For a of the order of one, the exit probabilities to each edge of the…

数据分析、统计与概率 · 物理学 2007-05-23 T. Antal , S. Redner

We show that the transience or recurrence of a random walk in certain random environments on an arbitrary infinite locally finite tree is determined by the branching number of the tree, which is a measure of the average number of branches…

概率论 · 数学 2007-05-23 Robin Pemantle , Russell Lyons

We present analytical results for the distribution of first return (FR) times of random walks (RWs) on random regular graphs (RRGs) consisting of $N$ nodes of degree $c \ge 3$. Starting from a random initial node $i$ at time $t=0$, at each…

统计力学 · 物理学 2021-07-13 Ido Tishby , Ofer Biham , Eytan Katzav

We study the long-time behavior of the probability density associated with the decoupled continuous-time random walk which is characterized by a superheavy-tailed distribution of waiting times. It is shown that if the random walk is…

统计力学 · 物理学 2011-05-02 S. I. Denisov , H. Kantz

A collection of identical and independent rare event first passage times is considered. The problem of finding the fastest out of $N$ such events to occur is called an extreme first passage time. The rare event times are singular and limit…

生物物理 · 物理学 2024-04-26 James MacLaurin , Jay M. Newby
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