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The theory of diffusion seeks to describe the motion of particles in a chaotic environment. Classical theory models individual particles as independent random walkers, effectively forgetting that particles evolve together in the same…

统计力学 · 物理学 2025-04-02 Jacob Hass , Hindy Drillick , Ivan Corwin , Eric Corwin

Many diffusive systems involve correlated random walkers due to a shared environment. Such systems can be modeled as random walks in random environments (RWRE). These models differ from classical diffusion in the behavior of the extremes --…

统计力学 · 物理学 2025-08-25 Franscesca Ark , Jacob B. Hass , Eric I. Corwin

We consider a random walk in a random environment (RWRE) on the strip of finite width $\mathbb{Z} \times \{1,2,\ldots,d\}$. We prove both quenched and averaged large deviation principles for the position and the hitting times of the RWRE.…

概率论 · 数学 2016-06-20 Jonathon Peterson

We consider a last-passage directed percolation model in $Z_+^2$, with i.i.d. weights whose common distribution has a finite $(2+p)$th moment. We study the fluctuations of the passage time from the origin to the point $\big(n,n^{\lfloor a…

概率论 · 数学 2007-05-23 Thierry Bodineau , James B. Martin

We consider a model for random walks on random environments (RWRE) with random subset of the d-dimensional Euclidean lattice as the vertices, and uniform transition probabilities on 2d points (two "coordinate nearest points" in each of the…

概率论 · 数学 2011-10-27 Ron Rosenthal

We introduce an exactly-solvable model of random walk in random environment that we call the Beta RWRE. This is a random walk in $\mathbb{Z}$ which performs nearest neighbour jumps with transition probabilities drawn according to the Beta…

概率论 · 数学 2021-05-19 Guillaume Barraquand , Ivan Corwin

Although time-dependent random media with short range correlations lead to (possibly biased) normal tracer diffusion, anomalous fluctuations occur away from the most probable direction. This was pointed out recently in 1D lattice random…

无序系统与神经网络 · 物理学 2017-07-19 Pierre Le Doussal , Thimothée Thiery

We consider a special case of random walk in random environment (RWRE) on Z^d where the environment is periodic (RWPE). Under natural conditions, we show that law of large numbers and central limit theorem holds. In the ballistic nearest…

概率论 · 数学 2010-10-21 Istvan Redl , Balint Veto

We consider a model for random walks on random environments (RWRE) with random subset of Z^d as the vertices, and uniform transition probabilities on 2d points (two "coordinate nearest points" in each of the d coordinate directions). We…

概率论 · 数学 2015-09-08 Noam Berger , Ron Rosenthal

We study the order statistics of a random walk (RW) of $n$ steps whose jumps are distributed according to symmetric Erlang densities $f_p(\eta)\sim |\eta|^p \,e^{-|\eta|}$, parametrized by a non-negative integer $p$. Our main focus is on…

统计力学 · 物理学 2020-03-03 Matteo Battilana , Satya N. Majumdar , Gregory Schehr

In arbitrary spatial dimension $d\ge 1$, we study a generalized model of random walks in a time-varying random environment (RWRE) defined by a stochastic flow of kernels. We consider the quenched probability distribution of the random…

概率论 · 数学 2025-10-28 Hindy Drillick , Shalin Parekh

Random Walks in Dirichlet Environment (RWDE) correspond to Random Walks in Random Environment (RWRE) on $\Bbb{Z}^d$ where the transition probabilities are i.i.d. at each site with a Dirichlet distribution. Hence, the model is parametrized…

概率论 · 数学 2016-02-01 Christophe Sabot , Laurent Tournier

We take the point of view of the particle in a multidimensional nearest neighbor random walk in random environment (RWRE). We prove a quenched large deviation principle and derive a variational formula for the quenched rate function. Most…

概率论 · 数学 2008-04-10 Jeffrey M. Rosenbluth

The position $x(t)$ of a particle diffusing in a one-dimensional uncorrelated and time dependent random medium is simply Gaussian distributed in the typical direction, i.e. along the ray $x=v_0 t$, where $v_0$ is the average drift. However,…

统计力学 · 物理学 2021-08-05 Guillaume Barraquand , Pierre Le Doussal

In 2003, Varadhan [V03] developed a robust method for proving quenched and averaged large deviations for random walks in a uniformly elliptic and i.i.d. environment (RWRE) on $\mathbb Z^d$. One fundamental question which remained open was…

We prove that the Beta random walk has second order cubic fluctuations from the large deviation principle of the GUE Tracy-Widom type for arbitrary values $\upalpha>0$ and $\upbeta>0$ of the parameters of the Beta distribution, removing…

概率论 · 数学 2022-04-15 Giancarlos Oviedo , Gonzalo Panizo , Alejandro F. Ramírez

We consider the transition probabilities for random walks in $1+1$ dimensional space-time random environments (RWRE). For critically tuned weak disorder we prove a sharp large deviation result: after appropriate rescaling, the transition…

概率论 · 数学 2017-02-01 Ivan Corwin , Yu Gu

We consider a random walk on Z^d in an i.i.d. balanced random environment, that is a random walk for which the probability to jump from x to nearest neighbor x+e is the same as to nearest neighbor x-e. Assuming that the environment is…

概率论 · 数学 2012-07-05 Noam Berger , Jean-Dominique Deuschel

We study a symmetric random walk (RW) in one spatial dimension in environment, formed by several zones of finite width, where the probability of transition between two neighboring points and corresponding diffusion coefficient are…

统计力学 · 物理学 2017-04-03 A. V. Nazarenko , V. Blavatska

We consider a random walk in random environment with random holding times, that is, the random walk jumping to one of its nearest neighbors with some transition probability after a random holding time. Both the transition probabilities and…

概率论 · 数学 2014-12-30 Ryoki Fukushima , Naoki Kubota
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