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In this paper, we consider a stochastic process that may experience random reset events which relocate the system to its starting position. We focus our attention on a one-dimensional, monotonic continuous-time random walk with a constant…

数学物理 · 物理学 2017-10-11 Miquel Montero , Axel Masó-Puigdellosas , Javier Villarroel

We study a symmetric random walk (RW) in one spatial dimension in environment, formed by several zones of finite width, where the probability of transition between two neighboring points and corresponding diffusion coefficient are…

统计力学 · 物理学 2017-04-03 A. V. Nazarenko , V. Blavatska

We consider Sinai's random walk in random environment. We prove that infinitely often (i.o.) the size of the concentration neighborhood of this random walk is almost surely bounded. As an application we get that i.o. the maximal distance…

概率论 · 数学 2007-05-23 Pierre Andreoletti

We consider an infinite system of particles in one dimension, each particle performs independant Sinai's random walk in random environment. Considering an instant $t$, large enough, we prove a result in probability showing that the…

概率论 · 数学 2009-11-13 Pierre Andreoletti

We study random walks on the integers driven by a sample of time-dependent nearest-neighbor conductances that are bounded but are permitted to vanish over time intervals of positive Lebesgue-length. Assuming only ergodicity of the…

概率论 · 数学 2024-03-05 Marek Biskup , Minghao Pan

We study the evolution of a random walker on a conservative dynamic random environment composed of independent particles performing simple symmetric random walks, generalizing results of [16] to higher dimensions and more general transition…

We perform simulations for one dimensional continuous-time random walks in two dynamic random environments with fast (independent spin-flips) and slow (simple symmetric exclusion) decay of space-time correlations, respectively. We focus on…

概率论 · 数学 2012-05-23 L. Avena , P. Thomann

We study the asymptotic properties of nearest-neighbor random walks in 1d random environment under the influence of an external field of intensity $\lambda\in\mathbb{R}$. For ergodic shift-invariant environments, we show that the limiting…

概率论 · 数学 2018-06-11 Alessandra Faggionato , Michele Salvi

We consider a nearest neighbor random walk on the one-dimensional integer lattice with drift towards the origin determined by an asymptotically vanishing function of the number of visits to zero. We show the existence of distinct regimes…

概率论 · 数学 2007-12-03 Iddo Ben-Ari , Mathieu Merle , Alexander Roitershtein

We present a real space renormalization group scheme for the problem of random walks in a random environment on a strip, which includes one-dimensional random walk in random environment with bounded non-nearest-neighbor jumps. We show that…

无序系统与神经网络 · 物理学 2015-05-13 Róbert Juhász

We consider random walks in dynamic random environments given by Markovian dynamics on $\mathbb{Z}^d$. We assume that the environment has a stationary distribution $\mu$ and satisfies the Poincar\'e inequality w.r.t. $\mu$. The random walk…

概率论 · 数学 2016-11-01 L. Avena , O. Blondel , A. Faggionato

We propose a model of a one-dimensional random walk in dynamic random environment that interpolates between two classical settings: (I) the random environment is sampled at time zero only; (II) the random environment is resampled at every…

概率论 · 数学 2017-08-07 L. Avena , F. den Hollander

We show that random walk in uniformly elliptic i.i.d. environment in dimension $\geq5$ has at most one non zero limiting velocity. In particular this proves a law of large numbers in the distributionally symmetric case and establishes…

概率论 · 数学 2009-09-29 Noam Berger

In this paper, we study the dynamics of a random walker diffusing on a disordered one-dimensional lattice with random trappings. The distribution of escape probabilities is computed exactly for any strength of the disorder. These…

统计力学 · 物理学 2016-08-31 Clement Sire

We consider a one dimensional ballistic random walk evolving in an i.i.d. parametric random environment. We provide a maximum likelihood estimation procedure of the environment parameters based on a single observation of the path till the…

We consider a nearest-neighbor, one dimensional random walk $\{X_n\}_{n\geq0}$ in a random i.i.d. environment, in the regime where the walk is transient but with zero speed, so that $X_n$ is of order $n^s$ for some $s<1$. Under the quenched…

概率论 · 数学 2011-02-24 Jonathon Peterson , Ofer Zeitouni

We derive asymptotic estimates for the velocity of random walks in random environments which are perturbations of the simple symmetric random walk but have a small local drift in a given direction. Our estimates complement previous results…

Although the theoretical behavior of one-dimensional random walks in random environments is well understood, the numerical evaluation of various characteristics of such processes has received relatively little attention. This paper develops…

概率论 · 数学 2014-06-16 Werner R. W. Scheinhardt , Dirk P. Kroese

We consider a simple random walk (dimension one, nearest neighbour jumps) in a quenched random environment. The goal of this work is to provide sufficient conditions, stated in terms of properties of the environment, under which the Central…

概率论 · 数学 2007-05-23 I. Ya. Goldsheid

We consider a random walk with transition probabilities weakly dependent on an environment with a deterministic, but strongly chaotic, evolution. We prove that for almost all initial conditions of the environment the walk satisfies the CLT.

概率论 · 数学 2008-04-23 Dmitry Dolgopyat , Carlangelo Liverani