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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…

统计力学 · 物理学 2025-09-03 Claude Godrèche , Jean-Marc Luck

This paper concerns a random walk that moves on the integer lattice and has zero mean and a finite variance. We obtain first an asymptotic estimate of the transition probability of the walk absorbed at the origin, and then, using the…

概率论 · 数学 2011-03-31 Kohei Uchiyama

The first passage statistics of a continuous time random walker with Poisson distributed jumps on one and two dimensional infinite lattices is investigated. An exact expression for the probability of first return to the origin in one…

统计力学 · 物理学 2022-06-13 Stephy Jose

Building upon the knowledge of the distribution of the first positive position reached by a random walker starting from the origin, one can derive new results on the statistics of the gap between the largest and second-largest positions of…

统计力学 · 物理学 2025-09-04 Claude Godrèche , Jean-Marc Luck

We study a discrete random walk on a one-dimensional finite lattice, where each state has different probabilities to move one step forward, backward, staying for a moment or being absorbed. We obtain expected number of arrivals and expected…

概率论 · 数学 2023-07-26 Theo van Uem

We investigate the first passage statistics of active continuous time random walks with Poissonian waiting time distribution on a one dimensional infinite lattice and a two dimensional infinite square lattice. We study the small and large…

统计力学 · 物理学 2024-02-27 Stephy Jose

This elementary treatment first summarizes extreme values of a Bernoulli random walk on the one-dimensional integer lattice over a finite discrete time interval. Both the symmetric (unbiased) and asymmetric (biased) cases are discussed.…

历史与综述 · 数学 2018-02-14 Steven R. Finch

In this paper, we investigate the distribution of $k$-free numbers in a class of $\alpha$-random walks on the integer lattice $\mathbb{Z}$. In these walks, the walker starts from a non-negative integer $r$ and moves to the right by $a$…

数论 · 数学 2023-09-13 Kui Liu , Meijie Lu

For more than a century lattice random walks have been employed ubiquitously, both as a theoretical laboratory to develop intuition about more complex stochastic processes and as a tool to interpret a vast array of empirical observations.…

统计力学 · 物理学 2024-12-31 Luca Giuggioli , Seeralan Sarvaharman , Debraj Das , Daniel Marris , Toby Kay

We define a random walk on the set of primitive points of $\mathbb{Z}^d$. We prove that for walks generated by measures satisfying mild conditions these walks are recurrent in a strong sense. That is, we show that the associated Markov…

概率论 · 数学 2017-11-03 Oliver Sargent

We consider a random walk on a multidimensional integer lattice with random bounds on local times, conditioned on the event that it hits a high level before its death. We introduce an auxiliary "core" process that has a regenerative…

概率论 · 数学 2021-05-19 Sergey Foss , Alexander Sakhanenko

We consider a discrete-time random walk on the nodes of an unbounded hexagonal lattice. We determine the probability generating functions, the transition probabilities and the relevant moments. The convergence of the stochastic process to a…

概率论 · 数学 2019-09-16 Antonio Di Crescenzo , Claudio Macci , Barbara Martinucci , Serena Spina

When it comes to random walk on the integers $\mathbb{Z}$, the arguably first step of generalization beyond simple random walk is the class of one-sidedly continuous random walk, where the stepsize in only one direction is bounded by 1.…

概率论 · 数学 2024-07-10 Timo Vilkas

The position density of a "particle" performing a continuous-time quantum walk on the integer lattice, viewed on length scales inversely proportional to the time t, converges (as t tends to infinity) to a probability distribution that…

量子物理 · 物理学 2013-05-29 Alex D. Gottlieb

We consider a symmetric random walk on the $\nu$-dimensional lattice, whose exit probability from the origin is modified by an antisymmetric perturbation and prove the local central limit theorem for this process. A short-range correction…

概率论 · 数学 2019-08-09 Giuseppe Genovese , Renato Lucà

We survey recent results on some one- and two-dimensional patterns generated by random permutations of natural numbers. In the first part, we discuss properties of random walks, evolving on a one-dimensional regular lattice in discrete time…

统计力学 · 物理学 2009-11-11 G. Oshanin , R. Voituriez , S. Nechaev , O. Vasilyev , F. Hivert

We consider the problem of locating the source (starting vertex) of a simple random walk, given a snapshot of the set of edges (or vertices) visited in the first $n$ steps. Considering lattices $\mathbb{Z}^d$, in dimensions $d \geq 5$, we…

概率论 · 数学 2026-01-16 Ritesh Goenka , Peter Keevash , Tomasz Przybyłowski

We study three different random walk models on several two-dimensional lattices by Monte Carlo simulations. One is the usual nearest neighbor random walk. Another is the nearest neighbor random walk which is not allowed to backtrack. The…

概率论 · 数学 2016-06-22 Tom Kennedy

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 study a random walk in random environment on the non-negative integers. The random environment is not homogeneous in law, but is a mixture of two kinds of site, one in asymptotically vanishing proportion. The two kinds of site are (i)…

概率论 · 数学 2014-04-28 Ostap Hryniv , Mikhail V. Menshikov , Andrew R. Wade
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