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This study in centered on models accounting for stochastic deformations of sample paths of random walks, embedded either in $\mathbb{Z}^2$ or in $\mathbb{Z}^3$. These models are immersed in multi-type particle systems with exclusion.…

统计力学 · 物理学 2007-05-23 Guy Fayolle , Cyril Furtlehner

We study the stochastic motion of active particles that undergo spontaneous transitions between two distinct modes of motion. Each mode is characterized by a velocity distribution and an arbitrary (anti-)persistence. We present an…

统计力学 · 物理学 2023-07-07 M. Reza Shaebani , Heiko Rieger , Zeinab Sadjadi

We construct the conditional version of $k$ independent and identically distributed random walks on $\R$ given that they stay in strict order at all times. This is a generalisation of so-called non-colliding or non-intersecting random…

概率论 · 数学 2007-05-23 Peter Eichelsbacher , Wolfgang Konig

We consider a population of $N$ labeled random walkers moving on a substrate, and an excitation jumping among the walkers upon contact. The label $\mathcal{X}(t)$ of the walker carrying the excitation at time $t$ can be viewed as a…

统计力学 · 物理学 2007-12-19 E. Agliari , R. Burioni , D. Cassi , F. M. Neri

We introduce weighted Markovian graphs, a random walk model that decouples the transition dynamics of a Markov chain from (random) edge weights representing the cost of traversing each edge. This decoupling allows us to study the…

最优化与控制 · 数学 2026-03-30 Thao Le , Robbert van der Burg , Bernd Heidergott , Ines Lindner , Alessandro Zocca

We obtain non-Gaussian limit laws for one-dimensional random walk in a random environment assuming that the environment is a function of a stationary Markov process. This is an extension of the work of Kesten, M. Kozlov and Spitzer for…

概率论 · 数学 2007-05-23 Eddy Mayer-Wolf , Alexander Roitershtein , Ofer Zeitouni

The methodology based on the random walk processes is adapted and applied to a comprehensive analysis of the statistical properties of the probability fluxes. To this aim we define a simple model of the Markovian stochastic dynamics on a…

统计力学 · 物理学 2015-12-15 Przemyslaw Chelminiak , Michal Kurzynski

A particle subject to successive, random displacements is said to execute a random walk (in position or some other coordinate). The mathematical properties of random walks have been very thoroughly investigated, and the model is used in…

统计力学 · 物理学 2007-05-23 M. Wilkinson , B. Mehlig

In this paper we propose a model for open Markov chains that can be interpreted as a system of non-interacting particles evolving according to the rules of a Markov chain. The number of particles in the system is not constant, because we…

概率论 · 数学 2019-01-23 R. Salgado-Garcia

We define a random walk of a particle in $\mathbb{R}^3$ where the space is rotating. The particle is not glued to the space and will collide with it at random times, resulting in changes in its velocity and direction. After many collisions,…

概率论 · 数学 2023-12-06 Alberto M. Campos , Tarcísio P. R. Campos

This paper presents a simple model that mimics quantum mechanics (QM) results in terms of probability fields of free particles subject to self-interference, without using Schr\"{o}dinger equation or wavefunctions. Unlike the standard QM…

量子物理 · 物理学 2015-01-27 Antonio Sciarretta

We show that it is possible to generate a random walk with an electrostatic field by means of several parallel infinite charged planes in which the surface charge distribution could be either $\pm\sigma$. We formulate the problem of this…

统计力学 · 物理学 2015-06-26 Rodrigo Aldana , Jose Vidal Alcala , Gabriel Gonzalez

We consider a particle moving in continuous time as a Markov jump process; its discrete chain is given by an ordinary random walk on ${\mathbb Z}^d$ , and its jump rate at $({\mathbf x},t)$ is given by a fixed function $\varphi$ of the…

The random walk with hyperbolic probabilities that we are introducing is an example of stochastic diffusion in a one-dimensional heterogeneous media. Although driven by site-dependent one-step transition probabilities, the process retains…

统计力学 · 物理学 2021-06-03 Miquel Montero

We consider random walks in random environments on Z^d. Under a transitivity hypothesis that is much weaker than the customary ellipticity condition, and assuming an absolutely continuous invariant measure on the space of the environments,…

概率论 · 数学 2013-02-12 Marco Lenci

This work deals with the stationary analysis of two-dimensional partially homogeneous nearest-neighbour random walks. Such type of random walks in the quarter plane are characterized by the fact that the one-step transition probabilities…

网络与互联网体系结构 · 计算机科学 2019-07-11 Ioannis Dimitriou

Random walks with a general, nonlinear barrier have found recent applications ranging from reionization topology to refinements in the excursion set theory of halos. Here, we derive the first-crossing distribution of random walks with a…

天体物理学 · 物理学 2009-11-13 Jun Zhang , Lam Hui

The appearance of topological effects in systems exhibiting a non-trivial topological band structure strongly relies on the coherent wave nature of the equations of motion. Here, we reveal topological dynamics in a classical stochastic…

量子物理 · 物理学 2018-03-08 G. Engelhardt , M. Benito , G. Platero , G. Schaller , T. Brandes

A random walk is performed over a disordered media composed of $N$ sites random and uniformly distributed inside a $d$-dimensional hypercube. The walker cannot remain in the same site and hops to one of its $n$ neighboring sites with a…

无序系统与神经网络 · 物理学 2010-07-20 Sebastian Risau-Gusman , Alexandre S. Martinez , Osame Kinouchi

Spider walks are systems of interacting particles. The particles move independently as long as their movement do not violate some given rules describing the relative position of the particles; moves that violate the rules are not realized.…

概率论 · 数学 2010-03-18 Christophe Gallesco , Sebastian Müller , Serguei Popov