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We derive diffusion constants and martingales for senile random walks with the help of a time-change. We provide direct computations of the diffusion constants for the time-changed walks. Alternatively, the values of these constants can be…

概率论 · 数学 2007-11-19 Wouter Kager

We consider the continuous-time random walk of a particle in a two-dimensional self-affine quenched random potential of Hurst exponent $H>0$. The corresponding master equation is studied via the strong disorder renormalization procedure…

无序系统与神经网络 · 物理学 2010-02-01 Cecile Monthus , Thomas Garel

We present a new random walk for uniformly sampling high-dimensional convex bodies. It achieves state-of-the-art runtime complexity with stronger guarantees on the output than previously known, namely in R\'enyi divergence (which implies…

数据结构与算法 · 计算机科学 2026-03-23 Yunbum Kook , Santosh S. Vempala , Matthew S. Zhang

We study memory based random walk models to understand diffusive motion in crowded heterogeneous environment. The models considered are non-Markovian as the current move of the random walk models is determined by randomly selecting a move…

统计力学 · 物理学 2018-08-01 Sabeeha Hasnain , Upendra Harbola , Pradipta Bandyopadhyay

We consider a discrete time random walk in a space-time i.i.d. random environment. We use a martingale approach to show that the walk is diffusive in almost every fixed environment. We improve on existing results by proving an invariance…

概率论 · 数学 2007-05-23 F. Rassoul-Agha , T. Seppalainen

We consider the problem of diffusion with stochastic resetting in a population of random walks where the diffusion coefficient is not constant, but behaves as a power-law of the average resetting rate of the population. Resetting occurs…

统计力学 · 物理学 2022-09-07 Eric Bertin

We consider the dynamics of a separable Continuous Time Random Walk (CTRW) when the random walker is biased by a velocity field in a uniformly growing domain. Concrete examples for such domains include growing biological cells or lipid…

统计力学 · 物理学 2020-08-26 F. Le Vot , E. Abad , R. Metzler , S. B. Yuste

We investigate the diffusion limited aggregation of particles executing persistent random walks. The scaling properties of both random walks and large aggregates are presented. The aggregates exhibit a crossover between ballistic and…

统计力学 · 物理学 2011-07-28 Isadora R. Nogueira , Sidiney G. Alves , Silvio C. Ferreira

We study several lattice random walk models with stochastic resetting to previously visited sites which exhibit a phase transition between an anomalous diffusive regime and a localization regime where diffusion is suppressed. The localized…

统计力学 · 物理学 2020-01-27 Denis Boyer , Andrea Falcón-Cortés , Luca Giuggioli , Satya N. Majumdar

The paper analyzes a specific class of random walks on quotients of $X:=\text{SL}(k,{\Bbb R})/ \Gamma$ for a lattice $\Gamma$. Consider a one parameter diagonal subgroup, $\{g_t\}$, with an associated abelian expanding horosphere, $U\cong…

动力系统 · 数学 2015-10-12 C. Davis Buenger

Discrete-time quantum walks, quantum generalizations of classical random walks, provide a framework for quantum information processing, quantum algorithms and quantum simulation of condensed matter systems. The key property of quantum…

量子物理 · 物理学 2023-06-07 Rostislav Duda , Moein N. Ivaki , Isac Sahlberg , Kim Pöyhönen , Teemu Ojanen

We consider a random walk in i.i.d. random environment with distribution $\nu$ on Z. The problem we are interested in is to provide an estimator of the cumulative distribution function (c.d.f.) F of $\nu$ from the observation of one…

统计理论 · 数学 2016-06-14 Roland Diel , Matthieu Lerasle

Consider a stochastic process that behaves as a $d$-dimensional simple and symmetric random walk, except that, with a certain fixed probability, at each step, it chooses instead to jump to a given site with probability proportional to the…

概率论 · 数学 2020-08-26 Cécile Mailler , Gerónimo Uribe Bravo

Let $S_n$ be a random walk with i.i.d. increments which have zero mean and finite variance. For every $x\ge0$ we define the stopping time $\tau_x:=\inf\{n\ge1:x+S_n\le0\}$ and consider the probabilities $\mathbb{P}(x+S_n\ge y,\tau_x>n)$. We…

概率论 · 数学 2026-02-23 Denis Denisov , Alexander Tarasov , Vitali Wachtel

We study out of equilibrium dynamics and aging for a particle diffusing in one dimensional environments, such as the random force Sinai model, as a toy model for low dimensional systems. We study fluctuations of two times $(t_w, t)$…

统计力学 · 物理学 2009-10-30 Laurent Laloux , Pierre Le Doussal

We analyze the waiting time distribution of time distances $\tau$ between two nearest-neighbor flares. This analysis is based on the joint use of two distinct techniques. The first is the direct evaluation of the distribution function…

统计力学 · 物理学 2009-11-07 Paolo Grigolini , Deborah Leddon , Nicola Scafetta

Random walk has wide applications in many fields, such as machine learning, biology, physics, and chemistry. Random walk can be discrete or continuous in time and space. Asymmetric random walk could be described by drift-diffusion equation.…

统计力学 · 物理学 2024-03-01 Guoxing Lin , Shaokun Zheng

We study biased random walks on dynamical percolation on $\mathbb{Z}^d$. We establish a law of large numbers and an invariance principle for the random walk using regeneration times. Moreover, we verify that the Einstein relation holds, and…

概率论 · 数学 2024-09-26 Sebastian Andres , Nina Gantert , Dominik Schmid , Perla Sousi

In this paper, we propose and analyze a novel one-dimensional inhomogeneous random walk model that combines spatial decay of transition probabilities with a temporal renewal structure for each excursion. In this model, the probability of…

概率论 · 数学 2026-04-27 Naohiro Yoshida

We prove that random walks in random environments, that are exponentially mixing in space and time, are almost surely diffusive, in the sense that their scaling limit is given by the Wiener measure.

数学物理 · 物理学 2009-11-13 Jean Bricmont , Antti Kupiainen