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Simulations of the self-avoiding walk (SAW) are performed in a half-plane and a cut-plane (the complex plane with the positive real axis removed) using the pivot algorithm. We test the conjecture of Lawler, Schramm and Werner that the…

概率论 · 数学 2015-06-26 Tom Kennedy

A simple strategy to explore a network is to use a random-walk where the walker jumps from one node to an adjacent node at random. It is known that biasing the random jump, the walker can explore every walk of the same length with equal…

物理与社会 · 物理学 2017-09-25 Raul J Mondragon

Mathematical models of motility are often based on random-walk descriptions of discrete individuals that can move according to certain rules. It is usually the case that large masses concentrated in small regions of space have a great…

物理与社会 · 物理学 2022-11-23 Carles Falcó

We establish scaling limits for the random walk whose state space is the range of a simple random walk on the four-dimensional integer lattice. These concern the asymptotic behaviour of the graph distance from the origin and the spatial…

概率论 · 数学 2021-12-08 David A. Croydon , Daisuke Shiraishi

Coalescing simple random walks in the plane form an infinite tree. A natural directed distance on this tree is given by the number of jumps between branches when one is only allowed to move in one direction. The Brownian web distance is the…

概率论 · 数学 2026-03-31 Bálint Vető , Bálint Virág

In complex systems with fractal properties the scale invariance has an important rule to classify different statistical properties. In two dimensions the Loewner equation can classify all the fractal curves. Using the Weierstrass-Mandelbrot…

统计力学 · 物理学 2010-12-06 M. Ghasemi Nezhadhaghighi , M. A. Rajabpour

In many physical, social or economical phenomena we observe changes of a studied quantity only in discrete, irregularly distributed points in time. The stochastic process used by physicists to describe this kind of variables is the…

统计金融 · 定量金融 2020-04-14 Jarosław Klamut , Tomasz Gubiec

This chapter is an attempt to present a mathematical theory of compound fractional Poisson processes. The chapter begins with the characterization of a well-known L\'evy process: The compound Poisson process. The semi-Markov extension of…

概率论 · 数学 2011-03-04 Enrico Scalas

We study deterministic Loewner evolutions on the complex plane driven by complex-valued functions. This model can be viewed as a generalization of real-driven Loewner evolutions in the upper half-plane, or as the deterministic analogue of…

复变函数 · 数学 2025-09-09 Luis Brummet

Given a sequence of lattice approximations $D_N\subset\mathbb Z^2$ of a bounded continuum domain $D\subset\mathbb R^2$ with the vertices outside $D_N$ fused together into one boundary vertex $\varrho$, we consider discrete-time simple…

概率论 · 数学 2024-03-05 Yoshihiro Abe , Marek Biskup , Sangchul Lee

Schramm Loewner Evolutions (SLE) are random increasing hulls defined through the Loewner equation driven by Brownian motion. It is known that the increasing hulls are generated by continuous curves. When the driving process is of the form…

概率论 · 数学 2008-09-05 Qingyang Guan

We introduce a process where a connected rooted multigraph evolves by splitting events on its vertices, occurring randomly in continuous time. When a vertex splits, its incoming edges are randomly assigned between its offspring and a…

概率论 · 数学 2022-01-05 Agelos Georgakopoulos , John Haslegrave

We establish the scaling limit of a class of boundary random walks to the full spectrum of Brownian-type processes on the half-line. By solving the associated martingale problem and employing weak convergence techniques, we prove that under…

概率论 · 数学 2025-10-03 Juan Carlos Arroyave , Eldon Barros , Eduardo Pimenta

We present a way to study the conformal structure of random planar maps. The main idea is to explore the map along an SLE (Schramm--Loewner evolution) process of parameter $ \kappa = 6$ and to combine the locality property of the SLE_{6}…

概率论 · 数学 2014-08-20 Nicolas Curien

We give alternate constructions of (i) the scaling limit of the uniform connected graphs with given fixed surplus, and (ii) the continuum random unicellular map (CRUM) of a given genus that start with a suitably tilted Brownian continuum…

概率论 · 数学 2021-11-17 Grégory Miermont , Sanchayan Sen

A correlated Gaussian random walk(CGRW) model is proposed as a simple model of animal dispersal. The general features of CGRW is described. We will discuss how from this single model a number of different kinds of correlated random walk can…

统计力学 · 物理学 2012-01-10 Trilochan Bagarti

Random walk in random environment (RWRE) is a fundamental model of statistical mechanics, describing the movement of a particle in a highly disordered and inhomogeneous medium as a random walk with random jump probabilities. It has been…

概率论 · 数学 2013-09-11 Alexander Drewitz , Alejandro F. Ramírez

The uniform infinite planar quadrangulation is an infinite random graph embedded in the plane, which is the local limit of uniformly distributed finite quadrangulations with a fixed number of faces. We study asymptotic properties of this…

概率论 · 数学 2017-01-05 Jean-François Le Gall , Laurent Ménard

It is well known that the weak limit of a suitably scaled continuous-time random walk (CTRW) is the Brownian motion. We investigate the convergence of certain patterned random matrices whose entries are independent CTRWs and their…

概率论 · 数学 2026-01-05 Arup Bose , Pradeep Vishwakarma

Brownian motion is a well-known model for normal diffusion, but not all physical phenomena behave according to a Brownian motion. Many phenomena exhibit irregular diffusive behavior, called anomalous diffusion. Examples of anomalous…

概率论 · 数学 2011-10-04 Meredith N. Burr
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