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We study random walks on the integers driven by a sample of time-dependent nearest-neighbor conductances that are bounded but are permitted to vanish over time intervals of positive Lebesgue-length. Assuming only ergodicity of the…

概率论 · 数学 2024-03-05 Marek Biskup , Minghao Pan

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…

统计力学 · 物理学 2008-05-16 David P. Sanders , Hernán Larralde

We determine the full distribution and moments of the first passage time for a wide class of stochastic search processes in the limit of frequent stochastic resetting. Our results apply to any system whose short-time behavior of the search…

统计力学 · 物理学 2023-02-22 Samantha Linn , Sean D Lawley

Random walks on expanders play a crucial role in Markov Chain Monte Carlo algorithms, derandomization, graph theory, and distributed computing. A desirable property is that they are rapidly mixing, which is equivalent to having a spectral…

概率论 · 数学 2024-12-18 Sam Olesker-Taylor , Thomas Sauerwald , John Sylvester

This work focuses on quantitative representation of transport in systems with quenched disorder. Explicit mapping of the quenched trap model to continuous time random walk is presented. Linear temporal transformation: $t\to…

统计力学 · 物理学 2017-11-22 Stanislav Burov

We consider conservative cross-diffusion systems for two species where individual motion rates depend linearly on the local density of the other species. We develop duality estimates and obtain stability and approximation results. We first…

偏微分方程分析 · 数学 2024-10-30 Vincent Bansaye , Ayman Moussa , Felipe Muñoz-Hernández

We prove an invariance principle for continuous-time random walks in a dynamically averaging environment on $\mathbb Z$. In the beginning, the conductances may fluctuate substantially, but we assume that as time proceeds, the fluctuations…

概率论 · 数学 2020-09-24 Stein Andreas Bethuelsen , Christian Hirsch , Christian Mönch

We study biased random walkers on lattices with randomly dispersed static traps in one, two and three dimensions. As the external bias is increased from zero the system undergoes a phase transition, most clearly manifested in the asymptotic…

统计力学 · 物理学 2009-11-07 Vishal Mehra , Peter Grassberger

We use a first-passage time approach to study the statistics of the trapping times induced by persistent motion of active particles colliding with flat boundaries. The angular first-passage time distribution and mean first-passage time is…

In this paper we present a computation of the mean first-passage times both for a random walk in a discrete bounded lattice, between a starting site and a target site, and for a Brownian motion in a bounded domain, where the target is a…

统计力学 · 物理学 2007-05-23 Sylvain Condamin , Olivier Bénichou , Michel Moreau

The first passage time for a single diffusing particle has been studied extensively, but the first passage time of a system of many diffusing particles, as is often the case in physical systems, has received little attention until recently.…

统计力学 · 物理学 2024-11-22 Jacob B. Hass , Ivan Corwin , Eric I. Corwin

Biased lattice random walks (BLRW) are used to model random motion with drift in a variety of empirical situations in engineering and natural systems such as phototaxis, chemotaxis or gravitaxis. When motion is also affected by the presence…

统计力学 · 物理学 2020-12-24 Seeralan Sarvaharman , Luca Giuggioli

We solve the problem of first-passage time for run-and-tumble particles in one dimension. Exact expression is derived for the mean first-passage time in the general case, considering external force-fields and chemotactic-fields, giving rise…

统计力学 · 物理学 2015-06-29 L. Angelani , R. Di Leonardo , M. Paoluzzi

We consider biased random walks in a one-dimensional percolation model. This model goes back to Axelson-Fisk and H\"aggstr\"om and exhibits the same phase transition as biased random walk on the infinite cluster of supercritical Bernoulli…

概率论 · 数学 2018-08-10 Jan-Erik Lübbers , Matthias Meiners

We investigate the first-passage properties of bursty random walks on a finite one-dimensional interval of length L, in which unit-length steps to the left occur with probability close to one, while steps of length b to the right --…

统计力学 · 物理学 2010-06-28 D. Volovik , S. Redner

We propose a unifying theoretical framework for the analysis of first-passage time distributions in two important classes of stochastic processes in which the diffusivity of a particle evolves randomly in time. In the first class of…

统计力学 · 物理学 2019-11-05 D. S. Grebenkov

We consider random walks on $\Z^d$ among nearest-neighbor random conductances which are i.i.d., positive, bounded uniformly from above but whose support extends all the way to zero. Our focus is on the detailed properties of the paths of…

概率论 · 数学 2014-10-29 Marek Biskup , Oren Louidor , Alex Rozinov , Alexander Vandenberg-Rodes

We investigate random walks on the general linear group constrained within a specific domain, with a focus on their asymptotic behavior. In a previous work [38], we constructed the associated harmonic measure, a key element in formulating…

概率论 · 数学 2025-07-16 Ion Grama , Jean-François Quint , Hui Xiao

An analytic effective medium theory is constructed to study the mean access times for random walks on hybrid disordered structures formed by embedding complex networks into regular lattices, considering transition rates $F$ that are…

无序系统与神经网络 · 物理学 2009-11-13 Paul E. Parris , Julián Candia , V. M. Kenkre

We consider a bivariate first hitting-time model in which durations are the crossing times of dependent compound Poisson processes with fixed thresholds. The identifiability of the model is discussed, and likelihood estimators of the model…

统计方法学 · 统计学 2025-04-14 Mikael Escobar-Bach , Alexandre Popier , Malo Sahin