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相关论文: On the first positive position of a random walker

200 篇论文

In this paper, we consider the $(L,1)$ state-dependent reflecting random walk (RW) on the half line, which is a RW allowing jumps to the left at a maxial size $L$. For this model, we provide an explicit criterion for (positive) recurrence…

概率论 · 数学 2012-12-03 Wenming Hong , Ke Zhou , Yiqiang Q. Zhao

We study the asymptotic position distribution of general quantum walks on a lattice, including walks with a random coin, which is chosen from step to step by a general Markov chain. In the unitary (i.e., non-random) case, we allow any…

量子物理 · 物理学 2011-04-21 Andre Ahlbrecht , Holger Vogts , Albert H. Werner , Reinhard F. Werner

We consider the elephant random walk with general step distribution. We calculate the first four moments of the limiting distribution of the position rescaled by $n^\alpha$ in the superdiffusive regime where $\alpha$ is the memory…

概率论 · 数学 2022-10-03 József Kiss , Bálint Vető

We study the transmission of random walkers through a finite-size inhomogeneous material with a quenched, long-range correlated distribution of scatterers. We focus on a finite one-dimensional structure where walkers undergo random…

统计力学 · 物理学 2014-07-22 Piercesare Bernabó , Raffaella Burioni , Stefano Lepri , Alessandro Vezzani

In empirical studies of random walks, continuous trajectories of animals or individuals are usually sampled over a finite number of points in space and time. It is however unclear how this partial observation affects the measured…

物理与社会 · 物理学 2018-03-13 Riccardo Gallotti , Rémi Louf , Jean-Marc Luck , Marc Barthelemy

Levy walk (LW) process has been used as a simple model for describing anomalous diffusion in which the mean squared displacement of the walker grows non-linearly with time in contrast to the diffusive motion described by simple random walks…

统计力学 · 物理学 2021-10-27 Santanu Das , Anupam Kundu

We study a scenario under which variable step random walks give anomalous statistics. We begin by analyzing the Martingale Central Limit Theorem to find a sufficient condition for the limit distribution to be non-Gaussian. We note that the…

数据分析、统计与概率 · 物理学 2009-11-10 Gemunu H. Gunaratne , Joseph L. McCauley , Matthew Nicol , Andrei Torok

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

We study the distribution of occupation times for a one-dimensional random walk restricted to a finite interval by reflecting boundary conditions. At short times the classical bimodal distribution due to L\'evy is reproduced with walkers…

统计力学 · 物理学 2022-04-06 Sascha Kaldasch , Andreas Engel

We review recent advances on the record statistics of strongly correlated time series, whose entries denote the positions of a random walk or a L\'evy flight on a line. After a brief survey of the theory of records for independent and…

统计力学 · 物理学 2017-07-21 Claude Godreche , Satya N. Majumdar , Gregory Schehr

We consider a multi-type branching random walk with displacements that have either regularly varying or semi-exponential tails. We investigate the asymptotic behavior of the rightmost particle in irreducible and reducible regimes and…

概率论 · 数学 2025-09-19 Krzysztof Kowalski

We consider a transient random walk on $Z^d$ which is asymptotically stable, without centering, in a sense which allows different norming for each component. The paper is devoted to the asymptotics of the probability of the first return to…

概率论 · 数学 2011-04-19 Ron Doney , Dmitry Korshunov

The statistics of records for a time series generated by a continuous time random walk is studied, and found to be independent of the details of the jump length distribution, as long as the latter is continuous and symmetric. However, the…

统计力学 · 物理学 2011-04-13 Sanjib Sabhapandit

The integer points (sites) of the real line are marked by the positions of a standard random walk. We say that the set of marked sites is weakly, moderately or strongly sparse depending on whether the jumps of the standard random walk are…

We consider a random walk on integers where at the first visits to a site the walker gets a positive drift, but where after a certain number of visits the walker gets a negative drift. We prove that the walker is almost surely transient to…

概率论 · 数学 2008-12-18 Bruno Schapira

We consider a continuous-time random walk which is defined as an interpolation of a random walk on a point process on the real line. The distances between neighboring points of the point process are i.i.d. random variables in the normal…

概率论 · 数学 2020-01-08 Alessandra Bianchi , Marco Lenci , Françoise Pène

The probability distribution p(l) of an atom to return to a step at distance l from the detachment site, with a random walk in between, is exactly enumerated. In particular, we study the dependence of p(l) on step roughness, presence of…

凝聚态物理 · 物理学 2011-01-12 M. Bisani , W. Selke

We study the first passage times of discrete-time branching random walks in ${\mathbb R}^d$ where $d\geq 1$. Here, the genealogy of the particles follows a supercritical Galton-Watson process. We provide asymptotics of the first passage…

概率论 · 数学 2026-01-06 Jose Blanchet , Wei Cai , Shaswat Mohanty , Zhenyuan Zhang

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 discuss the quenched tail estimates for the random walk in random scenery. The random walk is the symmetric nearest neighbor walk and the random scenery is assumed to be independent and identically distributed, non-negative, and has a…

概率论 · 数学 2018-11-27 Jean-Dominique Deuschel , Ryoki Fukushima