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相关论文: Analysis of random walks in dynamic random environ…

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We introduce a diffusion model for energetically inhomogeneous systems. A random walker moves on a spin-S Ising configuration, which generates the energy landscape on the lattice through the nearest-neighbors interaction. The underlying…

统计力学 · 物理学 2008-06-17 E. Agliari , R. Burioni , D. Cassi , A. Vezzani

We introduce a single generative mechanism with which it is able to describe diverse non-stationary diffusions. A non-stationary Markovian replication process for steps is considered, for which we analytically derive time-evolution of the…

统计力学 · 物理学 2017-10-25 Yichul Choi , Hyun-Joo Kim

We consider a multidimensional random walk in a product random environment with bounded steps, transience in some spatial direction, and high enough moments on the regeneration time. We prove an invariance principle, or functional central…

概率论 · 数学 2015-05-13 Firas Rassoul-Agha , Timo Seppalainen

Random walk in a dynamic i.i.d. beta random environment, conditioned to escape at an atypical velocity, converges to a Doob transform of the original walk. The Doob-transformed environment is correlated in time, i.i.d. in space, and its…

概率论 · 数学 2021-03-17 Márton Balázs , Firas Rassoul-Agha , Timo Seppäläinen

We consider random walks on dynamical networks where edges appear and disappear during finite time intervals. The process is grounded on three independent stochastic processes determining the walker's waiting-time, the up-time and down-time…

物理与社会 · 物理学 2018-11-28 Julien Petit , Martin Gueuning , Timoteo Carletti , Ben Lauwens , Renaud Lambiotte

We study behavior in space and time of random walks in an i.i.d. random environment on Z^d, d>=3. It is assumed that the measure governing the environment is isotropic and concentrated on environments that are small perturbations of the…

概率论 · 数学 2013-10-29 Erich Baur

We consider random walks perturbed at zero which behave like (possibly different) random walks with i.i.d. increments on each half lines and restarts at $0$ whenever they cross that point. We show that the perturbed random walk, after being…

概率论 · 数学 2019-06-04 Hoang-Long Ngo , Marc Peigne

We consider a walker that at each step keeps the same direction with a probabilitythat depends on the time already spent in the direction the walker is currently moving. In this paper, we study some asymptotic properties of this persistent…

概率论 · 数学 2015-09-15 Peggy Cénac , Basile De Loynes , Arnaud Le Ny , Yoann Offret

We study branching random walks in random i.i.d. environment in $\Z^d, d \geq 1$. For this model, the population size cannot decrease, and a natural definition of recurrence is introduced. We prove a dichotomy for recurrence/transience,…

概率论 · 数学 2007-05-23 Francis Comets , Serguei Popov

We consider a one dimensional random walk in random environment that is uniformly biased to one direction. In addition to the transition probability, the jump rate of the random walk is assumed to be spatially inhomogeneous and random. We…

概率论 · 数学 2018-11-27 Amir Dembo , Ryoki Fukushima , Naoki Kubota

We characterize ballistic behavior for general i.i.d. random walks in random environments on $\mathbb{Z}$ with bounded jumps. The two characterizations we provide do not use uniform ellipticity conditions. They are natural in the sense that…

概率论 · 数学 2022-05-16 Daniel J. Slonim

We consider a random walk $\{S_n\}_{n\in \mathbb{N}}$ in time-inhomogeneous random environment $\xi$. For almost each realization of $\xi$, we formulate a quenched harmonic function, based on which we can define the random walk in random…

概率论 · 数学 2022-11-29 Wenming Hong , Shengli Liang

We study the maximal displacement of branching random walks in a class of time inhomogeneous environments. Specifically, binary branching random walks with Gaussian increments will be considered, where the variances of the increments change…

概率论 · 数学 2011-12-07 Ofer Zeitouni , Ming Fang

A correlated random walk approach to diffusion is applied to the disordered nonoverlapping Lorentz gas. By invoking the Lu-Torquato theory for chord-length distributions in random media [J. Chem. Phys. 98, 6472 (1993)], an analytic…

统计力学 · 物理学 2008-02-16 Artur B. Adib

We consider the two-dimensional simple random walk conditioned on never hitting the origin. This process is a Markov chain, namely it is the Doob $h$-transform of the simple random walk with respect to the potential kernel. It is known to…

概率论 · 数学 2019-05-15 Nina Gantert , Serguei Popov , Marina Vachkovskaia

The random walk in Dirichlet environment is a random walk in random environment where the transition probabilities are independent Dirichlet random variables. This random walk exhibits a property of statistical invariance by time-reversal…

概率论 · 数学 2019-11-07 Rémy Poudevigne

We study variable-speed random walks on $\mathbb Z$ driven by a family of nearest-neighbor time-dependent random conductances $\{a_t(x,x+1)\colon x\in\mathbb Z, t\ge0\}$ whose law is assumed invariant and ergodic under space-time shifts. We…

概率论 · 数学 2020-01-06 Marek Biskup

Random walks on expanders play a crucial role in Markov Chain Monte Carlo algorithms, derandomization, graph theory, and distributed computing. A desirable property is that they are rapidly mixing, which is equivalent to having a spectral…

概率论 · 数学 2024-12-18 Sam Olesker-Taylor , Thomas Sauerwald , John Sylvester

Random walks are basic diffusion processes on networks and have applications in, for example, searching, navigation, ranking, and community detection. Recent recognition of the importance of temporal aspects on networks spurred studies of…

物理与社会 · 物理学 2015-01-14 Leo Speidel , Renaud Lambiotte , Kazuyuki Aihara , Naoki Masuda

In search for mathematically tractable models of anomalous diffusion, we introduce a simple dynamical system consisting of a chain of coupled maps of the interval whose Lyapunov exponents vanish everywhere. The volume preserving property…

数学物理 · 物理学 2013-10-03 Lucia Salari , Lamberto Rondoni , Claudio Giberti