相关论文: The Brownian Web: Characterization and Convergence

We study the motion of a random walker in one longitudinal and d transverse dimensions with a quenched power law correlated velocity field in the longitudinal x-direction. The model is a modification of the Matheron-de Marsily (MdM) model,…

We study the simple random walk dynamics on an annealed version of a Small-World Network (SWN) consisting of $N$ nodes. This is done by calculating the mean number of distinct sites visited S(n) and the return probability $P_{00}(t)$ as a…

We extend to the vector-valued situation some earlier work of Ciesielski and Roynette on the Besov regularity of the paths of the classical Brownian motion. We also consider a Brownian motion as a Besov space valued random variable. It…

Random walks in random scenery are processes defined by $Z_n:=\sum_{k=1}^n\xi_{X_1+...+X_k}$, where basically $(X_k,k\ge 1)$ and $(\xi_y,y\in\mathbb Z)$ are two independent sequences of i.i.d. random variables. We assume here that $X_1$ is…

Nonintersecting motion of Brownian particles in one dimension is studied. The system is constructed as the diffusion scaling limit of Fisher's vicious random walk. N particles start from the origin at time t=0 and then undergo mutually…

This survey is a collection of various results and formulas by different authors on the areas (integrals) of five related processes, viz.\spacefactor =1000 Brownian motion, bridge, excursion, meander and double meander; for the Brownian…

We present an analytical approach to study simple symmetric random walks (RWs) on a crossing geometry consisting of a plane square lattice crossed by $n_l$ number of lines that all meet each other at a single point (the origin) on the…

We study systems of Brownian particles on the real line, which interact by splitting the local times of collisions among themselves in an asymmetric manner. We prove the strong existence and uniqueness of such processes and identify them…

We study the twirling semigroups of (super)operators, namely, certain quantum dynamical semigroups that are associated, in a natural way, with the pairs formed by a projective representation of a locally compact group and a convolution…

The 'out of the blue' nature of recent terror attacks and the diversity of apparent motives, highlight the importance of understanding the online trajectories that individuals follow prior to developing high levels of extremist support.…

We investigate the dynamics of random walks on weighted networks. Assuming that the edge's weight and the node's strength are used as local information by a random walker, we study two kinds of walks, weight-dependent walk and…

Virtually all real-world networks are dynamical entities. In social networks, the propensity of nodes to engage in social interactions (activity) and their chances to be selected by active nodes (attractiveness) are heterogeneously…

We consider a family of one-dimensional self interacting walks whose dynamics characterized by a monotone weight function $w$ on $\mathbb{N}\cup \{0\}$. The weight function takes the form $w(n) = (1 + 2^p Bn^{-p} + O(n^{-1-\kappa}))^{-1}$,…

We show that when Brownian motion takes place in a heterogeneous medium, the presence of local forces and transport coefficients leads to deviations from a Gaussian probability distribution that make that the ratio between forward and…

Consider a separable Banach space $ \mathcal{W}$ supporting a non-trivial Gaussian measure $\mu$. The following is an immediate consequence of the theory of Gaussian measure on Banach spaces: there exist (almost surely) successful couplings…

Consider $a$ particles performing simple, symmetric, non-intersecting random walks, starting at points $2(j-1)$, $1\le j\le a$ at time 0 and ending at $2(j-1)+c-b$ at time $b+c$. This can also be interpreted as a random rhombus tiling of an…

We present a duality relation between two systems of coalescing random walks and an analogous duality relation between two systems of coalescing Brownian motions. Our results extends previous work in the literature and we apply it to the…

Consider a one-dimensional stepping stone model with colonies of size $M$ and per-generation migration probability $\nu$, or a voter model on $\mathbb{Z}$ in which interactions occur over a distance of order $K$. Sample one individual at…

The co-evolution between network structure and functional performance is a fundamental and challenging problem whose complexity emerges from the intrinsic interdependent nature of structure and function. Within this context, we investigate…

In this work we establish a link between two different phenomena that were studied in a large and growing number of biological, composite and soft media: the diffusion in compartmentalized environment and the Brownian yet non-Gaussian…