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How long does it take a random walker to reach a given target point? This quantity, known as a first passage time (FPT), has led to a growing number of theoretical investigations over the last decade1. The importance of FPTs originates from…

统计力学 · 物理学 2009-11-13 S. Condamin , O. Benichou , V. Tejedor , R. Voituriez , J. Klafter

A recently developed model of random walks on a $D$-dimensional hyperspherical lattice, where $D$ is {\sl not} restricted to integer values, is extended to include the possibility of creating and annihilating random walkers. Steady-state…

高能物理 - 格点 · 物理学 2010-11-19 Carl M. Bender , Peter N. Meisinger , Stefan Boettcher

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 study an unbiased, discrete time random walk on the nonnegative integers, with the origin absorbing. The process has a history-dependent step length: the walker takes steps of length v while in a region which has been visited before, and…

统计力学 · 物理学 2012-08-27 Ronald Dickman , Francisco Fontenele Araujo, , Daniel ben-Avraham

We consider a discrete-time random walk on a one-dimensional lattice with space and time-dependent random jump probabilities, known as the Beta random walk. We are interested in the probability that, for a given realization of the jump…

统计力学 · 物理学 2023-07-28 Alexander K. Hartmann , Alexandre Krajenbrink , Pierre Le Doussal

We study a one-dimensional sluggish random walk with space-dependent transition probabilities between nearest-neighbour lattice sites. Motivated by trap models of slow dynamics, we consider a model in which the trap depth increases…

统计力学 · 物理学 2023-04-12 Aniket Zodage , Rosalind J. Allen , Martin R. Evans , Satya N. Majumdar

We consider a system of independent one-dimensional random walks in a common random environment under the condition that the random walks are transient with positive speed $v_P$. We give upper bounds on the quenched probability that at…

概率论 · 数学 2016-06-14 Jonathon Peterson

Motivated by a connection to the infinite Ginibre point process, decoupled random walks were introduced in a recent article Alsmeyer, Iksanov and Kabluchko (2025). The decoupled random walk is a sequence of independent random variables, in…

概率论 · 数学 2026-01-07 Alexander Iksanov , Zakhar Kabluchko , Vitali Wachtel

The dynamics of the avalanche width in the evolution model is described using a random walk picture. In this approach the critical exponents for avalanche distribution, $\tau$, and avalanche average time, $\gamma$, are found to be the same…

凝聚态物理 · 物理学 2008-02-03 L. Anton

We consider a Branching Random Walk on $\R$ whose step size decreases by a fixed factor, $0<b<1$, with each turn. This process generates a random probability measure on $\R$, that is, the limit of uniform distribution among the $2^n$…

概率论 · 数学 2011-07-20 Itai Benjamini , Ori Gurel-Gurevich , Boris Solomyak

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 consider a class of discrete-time random walks with directed unit steps on the integer line. The direction of the steps is reversed at the time instants of events in a discrete-time renewal process and is maintained at uneventful time…

概率论 · 数学 2023-01-04 Thomas M. Michelitsch , Federico Polito , Alejandro P. Riascos

In these lecture notes I will discuss the universal first-passage properties of a simple correlated discrete-time sequence {x_0=0, x_1,x_2.... x_n} up to n steps where x_i represents the position at step i of a random walker hopping on a…

统计力学 · 物理学 2015-05-14 Satya N. Majumdar

We study the first passage statistics to adsorbing boundaries of a Brownian motion in bounded two-dimensional domains of different shapes and configurations of the adsorbing and reflecting boundaries. From extensive numerical analysis we…

统计力学 · 物理学 2013-05-30 Thiago G. Mattos , Carlos Mejía-Monasterio , Ralf Metzler , Gleb S. Oshanin

The problem of the detection statistics of a quantum walker has received increasing interest, connected as it is to the problem of quantum search. We investigate the effect of employing a moving detector, using a projective measurement…

统计力学 · 物理学 2019-09-04 Dror Meidan , Eli Barkai , David A. Kessler

We calculate the large deviation function of the end-to-end distance and the corresponding extension-versus-force relation for (isotropic) random walks, on and off-lattice, with and without persistence, and in any spatial dimension. For…

统计力学 · 物理学 2019-03-21 Karel Proesmans , Raul Toral , Christian Van den Broeck

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

We present a novel computational method of first-passage times between a starting site and a target site of regular bounded lattices. We derive accurate expressions for all the moments of this first-passage time, validated by numerical…

统计力学 · 物理学 2009-11-11 S Condamin , O. Benichou , M. Moreau

We investigate the large deviation probabilities of first passage times (FPT) of discrete-time supercritical non-lattice branching random walks (BRWs) in $\mathbb{R}^d$ where $d\geq 1$. The FPT refers to the first time the BRW enters a ball…

概率论 · 数学 2025-08-21 Jose Blanchet , Wei Cai , Shaswat Mohanty , Zhenyuan Zhang

We study a one-dimensional random walk with memory in which the step lengths to the left and to the right evolve at each step in order to reduce the wandering of the walker. The feedback is quite efficient and lead to a non-diffusive walk.…

统计力学 · 物理学 2010-06-18 L. Turban