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A functional approach for the study of the random walks in random sceneries (RWRS) is proposed. Under fairly general assumptions on the random walk and on the random scenery, functional limit theorems are proved. The method allows to study…

概率论 · 数学 2009-03-06 Clément Dombry , Nadine Guillotin-Plantard

The paper considers excited random walks (ERWs) on integers in i.i.d. environments with a bounded number of excitations per site. The emphasis is primarily on the critical case for the transition between recurrence and transience which…

概率论 · 数学 2015-04-28 Dmitry Dolgopyat , Elena Kosygina

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 provide analytical solutions for two types of random walk: generic random walk (GRW) and maximal entropy random walk (MERW) on a Cayley tree with arbitrary branching number, root degree, and number of generations. For MERW, we obtain the…

统计力学 · 物理学 2015-03-19 J. K. Ochab , Z. Burda

We study the long time behavior of the elephant random walk with stops, introduced by Kumar, Harbola and Lindenberg (2010), and establish the phase transition of the number of visited points up to time $n$, and the correlation between the…

概率论 · 数学 2025-03-25 Tatsuya Akimoto , Masato Takei , Keisuke Taniguchi

A multifractal random walk (MRW) is defined by a Brownian motion subordinated by a class of continuous multifractal random measures $M[0,t], 0\le t\le1$. In this paper we obtain an extension of this process, referred to as multifractal…

概率论 · 数学 2008-12-18 Carenne Ludeña

We present a random walk model that exhibits asymptotic subdiffusive, diffusive, and superdiffusive behavior in different parameter regimes. This appears to be the first instance of a single random walk model leading to all three forms of…

数学物理 · 物理学 2015-05-19 Niraj Kumar , Upendra Harbola , Katja Lindenberg

Continuous Time Random Walk(CTRW) is a model where particle's jumps in space are coupled with waiting times before each jump. A Continuous Time Random Walk Limit(CTRWL) is obtained by a limit procedure on a CTRW and can be used to model…

概率论 · 数学 2016-02-12 Ofer Busani

We review recent studies demonstrating a nonuniversal (continuously variable) survival exponent for history-dependent random walks, and analyze a new example, the hard movable partial reflector. These processes serve as a simplified models…

统计力学 · 物理学 2015-06-24 Ronald Dickman , Francisco Fontenele Araujo , Daniel ben-Avraham

We study the scaling limit of planar loop erased random walk (LERW) on the percolation cluster, with occupation probability $p\geq p_c$. We numerically demonstrate that the scaling limit of planar LERW$_p$ curves, for all $p>p_c$, can be…

统计力学 · 物理学 2015-06-17 E. Daryaei

It is known that simulation of the mean position of a Reflected Random Walk (RRW) $\{W_n\}$ exhibits non-standard behavior, even for light-tailed increment distributions with negative drift. The Large Deviation Principle (LDP) holds for…

概率论 · 数学 2010-11-01 Ken R. Duffy , Sean P. Meyn

Let $\{\boldsymbol{X}_n\}$ be a discrete-time $d$-dimensional process on $\mathbb{Z}_+^d$ with a supplemental (background) process $\{J_n\}$ on a finite set and assume the joint process $\{\boldsymbol{Y}_n\}=\{(\boldsymbol{X}_n,J_n)\}$ to…

概率论 · 数学 2015-02-17 Toshihisa Ozawa

Consider a random medium consisting of points randomly distributed so that there is no correlation among the distances. This is the random link model, which is the high dimensionality limit (mean field approximation) for the euclidean…

统计力学 · 物理学 2009-10-20 Cesar Augusto Sangaletti Tercariol , Alexandre Souto Martinez

This thesis examines linearly edge-reinforced random walks on infinite trees. In particular, recurrence and transience of such random walks on general (fixed) trees as well as on Galton-Watson trees (i.e. random trees) is characterized, and…

概率论 · 数学 2023-09-01 Fabian Michel

The myopic (or `true') self-avoiding walk model (MSAW) was introduced in the physics literature by Amit, Parisi and Peliti (1983). It is a random motion in Z^d pushed towards domains less visited in the past by a kind of negative gradient…

概率论 · 数学 2010-04-27 Illes Horvath , Balint Toth , Balint Veto

We introduce a discrete-time quantum random walk (QRW) framework for spatial epidemic modelling on a two-dimensional square lattice and compare its dynamics to classical random-walk SIR models. In our model, each infected site spawns a…

量子物理 · 物理学 2025-09-15 Sayan Manna , Nikhil Kowshik , Sudebkumar Prasant Pal

Loop-erased random walk, abbreviated LERW, is one of the most well-studied critical lattice models. It is the self-avoiding random walk one gets after erasing the loops from a simple random walk in order or alternatively by considering the…

概率论 · 数学 2016-11-07 Gregory F. Lawler , Fredrik Viklund

The vertex-reinforced jump process (VRJP), introduced by Davis and Volkov, is a continuous-time process that tends to come-back to already visited vertices. It is closely linked to the edge-reinforced random walk (ERRW) introduced by…

概率论 · 数学 2019-11-07 Rémy Poudevigne

Continuous time random walks (CTRWs) are versatile models for anomalous diffusion processes that have found widespread application in the quantitative sciences. Their scaling limits are typically non-Markovian, and the computation of their…

概率论 · 数学 2014-07-25 Mark M. Meerschaert , Peter Straka

We consider the activated random walk (ARW) model where particles follow the path of a general Markov process on a general graph. We prove ARW dominates a simpler process, multiple source internal aggregation (MSIA), and use this to…

概率论 · 数学 2010-12-30 Eric Shellef