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We study the asymptotic tail probability of the first-passage time over a moving boundary for a random walk conditioned to return to zero, where the increments of the random walk have finite variance. Typically, the asymptotic tail behavior…

概率论 · 数学 2017-08-09 Fiona Sloothaak , Vitali Wachtel , Bert Zwart

We study a discrete time multitype branching random walk on a finite space with finite set of types. Particles follow a Markov chain on the spatial space whereas offspring distributions are given by a random field that is fixed throughout…

概率论 · 数学 2013-10-30 Onur Gün , Wolfgang König , Ozren Sekulović

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

Random walkers characterized by random positions and random velocities lead to normal diffusion. A random walk was originally proposed by Einstein to model Brownian motion and to demonstrate the existence of atoms and molecules. Such a…

统计力学 · 物理学 2018-08-01 Daniel Escaff , Raul Toral , Christian Van den Broeck , Katja Lindenberg

This thesis investigates critical phenomena and equilibrium states in various stochastic models through three interconnected studies. In the first chapter, we analyze the Activated Random Walk model on a one-dimensional ring in the…

概率论 · 数学 2024-12-24 Célio Terra

Random walks provide a simple conventional model to describe various transport processes, for example propagation of heat or diffusion of matter through a medium. However, in many practical cases the medium is highly irregular due to…

概率论 · 数学 2019-06-10 L. V. Bogachev

Motivated by various recent experimental findings, we propose a dynamical model of intermittently self-propelled particles: active particles that recurrently switch between two modes of motion, namely an active run-state and a turn state,…

软凝聚态物质 · 物理学 2025-10-30 Agniva Datta , Carsten Beta , Robert Großmann

We investigate the asymptotical behaviour of the transition probabilities of the simple random walk on the 2-comb. In particular we obtain space-time uniform asymptotical estimates which show the lack of symmetry of this walk better than…

概率论 · 数学 2007-05-23 Daniela Bertacchi , Fabio Zucca

Starting with a percolation model in $\Z^d$ in the subcritical regime, we consider a random walk described as follows: the probability of transition from $x$ to $y$ is proportional to some function $f$ of the size of the cluster of $y$.…

概率论 · 数学 2012-01-31 Serguei Popov , Marina Vachkovskaia

We discuss the front propagation in the $A+B\rightarrow 2A$ reaction under subdiffusion which is described by continuous time random walks with a heavy-tailed power law waiting time probability density function. Using a crossover argument,…

统计力学 · 物理学 2014-06-03 D. Froemberg , H. H. Schmidt-Martens , I. M. Sokolov , F. Sagués

We present a continuous time generalization of a random walk with complete memory of its history [Phys. Rev. E 70, 045101(R) (2004)] and derive exact expressions for the first four moments of the distribution of displacement when the number…

统计力学 · 物理学 2007-05-23 Francis N. C. Paraan , J. P. Esguerra

Diffusion is modeled on the recently proposed Hanoi networks by studying the mean- square displacement of random walks with time, <r^2>~t^{2/d_w}. It is found that diffusion - the quintessential mode of transport throughout Nature -…

统计力学 · 物理学 2008-10-15 S. Boettcher , B. Goncalves

In this paper we study the kinetics of diffusion-limited, pseudo-first-order A + B -> B reactions in situations in which the particles' intrinsic reactivities vary randomly in time. That is, we suppose that the particles are bearing "gates"…

统计力学 · 物理学 2009-10-31 O. Benichou , M. Moreau , G. Oshanin

We study the mean first passage time of a one-dimensional random walker with step sizes decaying exponentially in discrete time. That is step sizes go like $\lambda^{n}$ with $\lambda\leq1$ . We also present, for pedagogical purposes, a…

统计力学 · 物理学 2009-11-10 Tonguç Rador , Sencer Taneri

We discuss the combined effects of overdamped motion in a quenched random potential and diffusion, in one dimension, in the limit where the diffusion coefficient is small. Our analysis considers the statistics of the mean first-passage time…

统计力学 · 物理学 2020-08-19 Michael Wilkinson , Marc Pradas , Gerhard Kling

We consider a general class of autocatalytic reactions, that has been shown to display stochastically switching behaviour (Discreteness Induced Transitions) in some parameter regimes. This behaviour was shown to occur when either the…

概率论 · 数学 2023-12-01 Cameron Gallinger , Lea Popovic

We introduce a class of discrete random walk model driven by global memory effects. At any time the right-left transitions depend on the whole previous history of the walker, being defined by an urn-like memory mechanism. The characteristic…

统计力学 · 物理学 2016-12-28 Adrian A. Budini

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 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

We study the asymptotic distribution of random walks on $\mathbb Z^d$ ($d\ge1$) in deterministic reversible environments defined by an assignment of a positive conductance to each edge of $\mathbb Z^d$. We identify a deterministic set of…

概率论 · 数学 2025-12-03 Marek Biskup