相关论文: Dynamic redundancy as a mechanism to optimize coll…
We investigate hide-and-seek games on complex networks using a random walk framework. Specifically, we investigate the efficiency of various degree-biased random walk search strategies to locate items that are randomly hidden on a subset of…
In a recent paper of Eichelsbacher and Koenig (2008) the model of ordered random walks has been considered. There it has been shown that, under certain moment conditions, one can construct a k-dimensional random walk conditioned to stay in…
Random walks are gaining much attention from the networks research community. They are the basis of many proposals aimed to solve a variety of network-related problems such as resource location, network construction, nodes sampling, etc.…
We consider a one-dimensional Brownian motion of fixed duration $T$. Using a path-integral technique, we compute exactly the probability distribution of the difference $\tau=t_{\min}-t_{\max}$ between the time $t_{\min}$ of the global…
In the present work, we study random walks on complex networks subject to stochastic resetting when the resetting probability is node-dependent. Using a renewal approach, we derive the exact expressions of the stationary occupation…
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…
The aim of this paper is to represent any continuous local martingale as an almost sure limit of a nested sequence of simple, symmetric random walks, time changed by a discrete quadratic variation process. One basis of this is a similar…
We study a model of interacting random walkers that proposes a simple mechanism for the emergence of cooperation in group of individuals. Each individual, represented by a Brownian particle, experiences an interaction produced by the local…
A common economic process is crowdsearch, wherein a group of agents is invited to search for a valuable physical or virtual object, e.g. creating and patenting an invention, solving an open scientific problem, or identifying vulnerabilities…
The goal of this note is to prove a law of large numbers for the empirical speed of a green particle that performs a random walk on top of a field of red particles which themselves perform independent simple random walks on $\Z^d$, $d \geq…
We study the survival probability of an immobile target in presence of N independent diffusing walkers. We address the problem of the Mean Target Lifetime and its dependence on the number and initial distribution of the walkers when the…
Consider a stochastic search model with resetting for an unknown stationary target $a\in\mathbb{R}$ with known distribution $\mu$. The searcher begins at the origin and performs Brownian motion with diffusion constant $D$. The searcher is…
In this article, we generalize the recent Discrete Time Random Walk (DTRW) algorithm, which was introduced for the computation of probability densities of fractional diffusion. Although it has the same computational complexity and shares…
Consider a branching random walk evolving in a macroscopic time-inhomogeneous environment, that scales with the length $n$ of the process under study. We compute the first two terms of the asymptotic of the maximal displacement at time $n$.…
Target search by active agents in rugged energy landscapes has remained a challenge because standard enhanced sampling methods do not apply to irreversible dynamics. We overcome this non-equilibrium rare-event problem by developing an…
We consider a general class of dynamic resource allocation problems within a stochastic optimal control framework. This class of problems arises in a wide variety of applications, each of which intrinsically involves resources of different…
We consider a random walker in a dynamic random environment given by a system of independent simple symmetric random walks. We obtain ballisticity results under two types of perturbations: low particle density, and strong local drift on…
Designing navigation strategies for search time optimization remains of interest in various interdisciplinary branches in science. In here, we focus on microscopic self-propelled searchers namely active Brownian walkers in noisy and…
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…
Consider a supercritical branching random walk on the real line. The consistent maximal displacement is the smallest of the distances between the trajectories followed by individuals at the $n$th generation and the boundary of the process.…