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In this paper, we study recurrence and transience of L\'evy-type processes, that is, Feller processes associated with pseudo-differential operators. Since the recurrence property of L\'evy-type processes in dimensions greater than two is…

概率论 · 数学 2015-09-04 Nikola Sandrić

Random walk is a fundamental concept with applications ranging from quantum physics to econometrics. Remarkably, one specific model of random walks appears to be ubiquitous across many fields as a tool to analyze transport phenomena in…

统计力学 · 物理学 2015-06-12 V. Zaburdaev , S. Denisov , J. Klafter

We consider reversible random walks in random environment obtained from symmetric long--range jump rates on a random point process. We prove almost sure transience and recurrence results under suitable assumptions on the point process and…

概率论 · 数学 2015-11-30 P. Caputo , A. Faggionato , A. Gaudilliere

Random walks are used for modeling various dynamics in, for example, physical, biological, and social contexts. Furthermore, their characteristics provide us with useful information on the phase transition and critical phenomena of even…

统计力学 · 物理学 2007-05-23 Naoki Masuda , Norio Konno

We give three different criteria for transience of a Branching Markov Chain. These conditions enable us to give a classification of Branching Random Walks in Random Environment (BRWRE) on Cayley Graphs in recurrence and transience. This…

概率论 · 数学 2008-11-12 Sebastian Müller

Semi-Levy process is an additive process with periodically stationary increments. In particular, it is a generalization of Levy process. The dichotomy of recurrence and transience of Levy processes is well known, but this is not necessarily…

概率论 · 数学 2012-09-19 Makoto Maejima , Taisuke Takamune , Yohei Ueda

We establish recurrence criteria for sums of independent random variables which take values in Euclidean lattices of varying dimension. In particular, we describe transient inhomogenous random walks in the plane which interlace two…

概率论 · 数学 2007-05-23 Itai Benjamini , Robin Pemantle , Yuval Peres

We introduce oscillatory analogues of fractional Brownian motion, sub-fractional Brownian motion and other related long range dependent Gaussian processes, we discuss their properties, and we show how they arise from particle systems with…

概率论 · 数学 2013-12-16 Tomasz Bojdecki , Luis G. Gorostiza , Anna Talarczyk

We study the behavior of the random walk in a continuum independent long-range percolation model, in which two given vertices $x$ and $y$ are connected with probability that asymptotically behaves like $|x-y|^{-\alpha}$ with $\alpha>d$,…

概率论 · 数学 2022-09-30 Ercan Sönmez , Arnaud Rousselle

The recurrence features of persistent random walks built from variable length Markov chains are investigated. We observe that these stochastic processes can be seen as L{\'e}vy walks for which the persistence times depend on some internal…

概率论 · 数学 2017-12-11 Peggy Cénac , Basile De Loynes , Yoann Offret , Arnaud Rousselle

We study existence of percolation in the hierarchical group of order $N$, which is an ultrametric space, and transience and recurrence of random walks on the percolation clusters. The connection probability on the hierarchical group for two…

概率论 · 数学 2016-02-09 D. A. Dawson , L. G. Gorostiza

In the present paper we find necessary and sufficient conditions for recurrence of random walks on arbitrary subgroups of the group of rational numbers $\mathbb{Q}$.

概率论 · 数学 2014-11-27 Margaryta Myronyuk

We investigate unimodular random networks. Our motivations include their characterization via reversibility of an associated random walk and their similarities to unimodular quasi-transitive graphs. We extend various theorems concerning…

概率论 · 数学 2020-05-20 David Aldous , Russell Lyons

We identify a relationship between a certain family of random walks on Euclidean lattices and difference matrices over cyclic groups. We then use the techniques of Fourier analysis to estimate the return probabilities of these random walks,…

组合数学 · 数学 2017-06-06 Aaron M Montgomery

This paper investigates L\'evy walks with random velocities, extending classical models beyond constant speed assumptions. We derive scaling limits, demonstrating that diffusion depends on interplay between heavy-tailed duration and…

概率论 · 数学 2026-04-28 Hubert Woszczek , Marek A. Teuerle , Agnieszka Wyłomańska

Continuous-time random walks combining diffusive scattering and ballistic propagation on lattices model a class of L\'evy walks. The assumption that transitions in the scattering phase occur with exponentially-distributed waiting times…

统计力学 · 物理学 2015-06-11 Giampaolo Cristadoro , Thomas Gilbert , Marco Lenci , David P. Sanders

Continuous time random walks combining diffusive and ballistic regimes are introduced to describe a class of L\'evy walks on lattices. By including exponentially-distributed waiting times separating the successive jump events of a walker,…

统计力学 · 物理学 2014-12-02 Giampaolo Cristadoro , Thomas Gilbert , Marco Lenci , David P. Sanders

The L\'evy walk process with rests is discussed. The jumping time is governed by an $\alpha$-stable distribution with $\alpha>1$ while a waiting time distribution is Poissonian and involves a position-dependent rate which reflects a…

统计力学 · 物理学 2017-10-11 A. Kamińska , T. Srokowski

We study using large deviation theory the fluctuations of time-integrated functionals or observables of the unbiased random walk evolving on Erd\"os-R\'enyi random graphs, and construct a modified, biased random walk that explains how these…

统计力学 · 物理学 2019-03-06 Francesco Coghi , Jules Morand , Hugo Touchette

Lecture notes of a master course given at Orsay between 2019-2024. Topics covered include Part I: One-dimensional random walks, cycle lemma and Bienaym\'e--Galton--Watson random trees. Part II: Erd\"os--R\'enyi random graphs, three proofs…

概率论 · 数学 2024-12-30 Nicolas Curien
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