相关论文: On the survival probability in the Matheron - De M…

We consider one-dimensional discrete-time random walks (RWs) in the presence of finite size traps of length $\ell$ over which the RWs can jump. We study the survival probability of such RWs when the traps are periodically distributed and…

In this work we set up the distribution function of $\mathcal{M}:=\sup_{n\geqslant1}\sum_{i=1}^{n}{(Z_i-1)}$, where the random walk $\sum_{i=1}^{n}Z_i, n\in\mathbb{N},$ is generated by $N$ periodically occurring distributions and the…

In this paper, we study the dynamics of a random walker diffusing on a disordered one-dimensional lattice with random trappings. The distribution of escape probabilities is computed exactly for any strength of the disorder. These…

Strongly non-Markovian random walks offer a promising modeling framework for understanding animal and human mobility, yet, few analytical results are available for these processes. Here we solve exactly a model with long range memory where…

We consider one dimensional random walks in random environment where every time the process stays at a location, it dies with a fixed probability. Under some mild assumptions it is easy to show that the survival probability goes to zero as…

We consider a general discrete-time branching random walk on a countable set X. We relate local, strong local and global survival with suitable inequalities involving the first-moment matrix M of the process. In particular we prove that,…

We analyze the dynamics of the Sisyphus random walk model, a discrete Markov chain in which the walkers may randomly return to their initial position $x_0$. In particular, we present a remarkably compact derivation of the time-dependent…

We consider reversible random walks in random environment obtained from symmetric long--range jump rates on a random point process. We prove almost sure transience and recurrence results under suitable assumptions on the point process and…

We study the persistence probability for processes with stationary increments. Our results apply to a number of examples: sums of stationary correlated random variables whose scaling limit is fractional Brownian motion, random walks in…

We introduce and investigate the escape problem for random walkers that may eventually die, decay, bleach, or lose activity during their diffusion towards an escape or reactive region on the boundary of a confining domain. In the case of a…

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 analyze the dynamics of random walks in which the jumping probabilities are periodic {\it time-dependent} functions. In particular, we determine the survival probability of biased walkers who are drifted towards an absorbing boundary.…

We present a model for a random walk with memory, phenomenologically inspired in a biological system. The walker has the capacity to remember the time of the last visit to each site and the step taken from there. This memory affects the…

We investigate the effects of markovian resseting events on continuous time random walks where the waiting times and the jump lengths are random variables distributed according to power law probability density functions. We prove the…

We investigate random walks on a lattice with imperfect traps. In one dimension, we perturbatively compute the survival probability by reducing the problem to a particle diffusing on a closed ring containing just one single trap. Numerical…

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…

We review some old and prove some new results on the survival probability of a random walk among a Poisson system of moving traps on Z^d, which can also be interpreted as the solution of a parabolic Anderson model with a random…

We derive a Sturm-Liouville system of equations for the exact calculation of the survival probability in first-passage time problems. This system is the one associated with the Wiener-Hopf integral equation obtained from the theory of…

Associated to a random walk on $\mathbb{Z}$ and a positive integer $n$, there is a return probability of the random walk returning to the origin after $n$ steps. An interesting question is when the set of return probabilities uniquely…

This paper proceeds an approximate calculation of ultimate time survival probability for bi-seasonal discrete time risk model when premium rate equals two. The same model with income rate equal to one was investigated in 2014 by Damarackas…