中文
相关论文

相关论文: Random walks with drift inside a pyramid: converge…

200 篇论文

The rotor walk on a graph is a deterministic analogue of random walk. Each vertex is equipped with a rotor, which routes the walker to the neighbouring vertices in a fixed cyclic order on successive visits. We consider rotor walk on an…

组合数学 · 数学 2010-09-27 Omer Angel , Alexander E. Holroyd

We investigate the first-passage properties of a jump process with a constant drift, focusing on two key observables: the first-passage time $\tau$ and the number of jumps $n$ before the first-passage event. By mapping the problem onto an…

统计力学 · 物理学 2025-07-31 Ivan N. Burenev , Satya N. Majumdar

We use subgroup distortion to determine the rate of escape of a simple random walk on a class of polycyclic groups, and we show that the rate of escape is invariant under changes of generating set for these groups. For metabelian groups, we…

概率论 · 数学 2011-09-14 Russ Thompson

Exploiting the coherent medium approximation, random walk among sites distributed randomly in space is investigated when the jump rate depends on the distance between two adjacent sites. In one dimension, it is shown that when the jump rate…

统计力学 · 物理学 2021-09-27 Takashi Odagaki

We consider a branching random walk in a random space-time environment of disasters where each particle is killed when meeting a disaster. This extends the model of the "random walk in a disastrous random environment" introduced by [15]. We…

概率论 · 数学 2017-09-13 Nina Gantert , Stefan Junk

We study nearest-neighbors branching random walks started from a point at the interior of a hypercube. We show that the probability that the process escapes the hypercube is monotonically decreasing with respect to the distance of its…

概率论 · 数学 2020-02-28 Achillefs Tzioufas

A natural extension of a right-continuous integer-valued random walk is one which can jump to the right by one or two units. First passage times above a given fixed level then admit a tractable Laplace transform (probability generating…

概率论 · 数学 2014-08-13 Matija Vidmar

Consider two random walks on $\mathbb{Z}$. The transition probabilities of each walk is dependent on trajectory of the other walker i.e. a drift $p>1/2$ is obtained in a position the other walker visited twice or more. This simple model has…

概率论 · 数学 2012-10-30 Noam Berger , Eviatar B. Procaccia

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…

化学物理 · 物理学 2020-01-03 D. S. Grebenkov , J. -F. Rupprecht

We obtain an exact formula for the first-passage time probability distribution for random walks on complex networks using inverse Laplace transform. We write the formula as the summation of finitely many terms with different frequencies…

统计力学 · 物理学 2018-12-17 Mucong Ding , Kwok Yip Szeto

We prove sharp asymptotic estimates for the rate of escape of the two-dimensional simple random walk conditioned to avoid a fixed finite set. We derive it from asymptotics available for the continuous analogue of this process (cf…

概率论 · 数学 2024-04-30 Orphée Collin , Serguei Popov

We consider two dimensional random walks conditioned to stay in the positive quadrant. Assuming that the increments of the walk have finite second moments and that the drift vector is co-oriented with one of two axes, we construct positive…

概率论 · 数学 2026-02-10 Tuan Anh Nguyen , Vitali Wachtel

We derive a functional central limit theorem for the excursion of a random walk conditioned on sweeping a prescribed geometric area. We assume that the increments of the random walk are integer-valued, centered, with a third moment equal to…

概率论 · 数学 2019-10-30 Philippe Carmona , Nicolas Pétrélis

Using the discrepancy metric, we analyze the rate of convergence of a random walk on the circle generated by d rotations, and establish sharp rates that show that badly approximable d-tuples in R^d give rise to walks with the fastest…

概率论 · 数学 2007-05-23 Doug Hensley , Francis Edward Su

We prove for an arbitrary one-dimensional random walk with independent increments that the probability of crossing a level at a given time n has the order of square root of n. Moment or symmetry assumptions are not necessary. In removing…

概率论 · 数学 2007-05-23 Rainer Siegmund-Schultze , Heinrich von Weizsaecker

Exploration and trapping properties of random walkers that may evanesce at any time as they walk have seen very little treatment in the literature, and yet a finite lifetime is a frequent occurrence, and its effects on a number of random…

统计力学 · 物理学 2013-06-19 S. B. Yuste , E. Abad , Katja Lindenberg

A well known connection between first-passage probability of random walk and distribution of electrical potential described by Laplace equation is studied. We simulate random walk in the plane numerically as a discrete time process with…

统计力学 · 物理学 2018-03-21 Olga Klimenkova , Anton Menshutin , Lev N. Shchur

We present a systematic analytical approach to the trapping of a random walk by a finite density rho of diffusing traps in arbitrary dimension d. We confirm the phenomenologically predicted e^{-c_d rho t^{d/2}} time decay of the survival…

统计力学 · 物理学 2009-11-07 F. van Wijland

In this paper we consider a stochastic process that may experience random reset events which bring suddenly the system to the starting value and analyze the relevant statistical magnitudes. We focus our attention on monotonous…

数学物理 · 物理学 2013-01-21 Miquel Montero , Javier Villarroel

We consider a mortal random walker on a family of hierarchical graphs in the presence of some trap sites. The configuration comprising the graph, the starting point of the walk, and the locations of the trap sites is taken to be exactly…

统计力学 · 物理学 2019-06-19 V. Balakrishnan , E. Abad , T. Abil , J. J. Kozak