In this paper we consider a particular version of the random walk with restarts: random reset events which bring suddenly the system to the starting value. We analyze its relevant statistical properties like the transition probability and show how an equilibrium state appears. Formulas for the first-passage time, high-water marks and other extreme statistics are also derived: we consider counting problems associated naturally to the system. Finally we indicate feasible generalizations useful for interpreting different physical effects.
Exact results are obtained for random walks on finite lattice tubes with a single source and absorbing lattice sites at the ends. Explicit formulae are derived for the absorption probabilities at the ends and for the expectations that a random walk will visit a particular lattice site before being absorbed. Results are obtained for lattice tubes of arbitrary size and each of the regular lattice types; square, triangular and honeycomb. The results include an adjustable parameter to model the effects of strain, such as surface curvature, on the surface diffusion. Results for the triangular lattice tubes and the honeycomb lattice tubes model diffusion of adatoms on single walled zig-zag carbon nano-tubes with open ends.
In [BEI] we introduced a Levy process on a hierarchical lattice which is four dimensional, in the sense that the Greens function for the process equals 1/x^2. If the process is modified so as to be weakly self-repelling, it was shown that at the critical killing rate (mass-squared) beta^c, the Greens function behaves like the free one. - Now we analyze the end-to-end distance of the model and show that its expected value grows as a constant times sqrt{T} log^{1/8}T (1+O((log log T)/log T)), which is the same law as has been conjectured for self-avoiding walks on the simple cubic lattice Z^4. The proof uses inverse Laplace transforms to obtain the end-to-end distance from the Greens function, and requires detailed properties of the Greens function throughout a sector of the complex beta plane. These estimates are derived in a companion paper [math-ph/0205028].
We consider the model of random sequential adsorption, with depositing objects, as well as those already at the surface, decreasing in size according to a specified time dependence, from a larger initial value to a finite value in the large time limit. Numerical Monte Carlo simulations of two-dimensional deposition of disks and one-dimensional deposition of segments are reported for the density-density correlation function and gap-size distribution function, respectively. Analytical considerations supplement numerical results in the one-dimensional case. We investigate the correlation hole - the depletion of correlation functions near contact and, for the present model, their vanishing at contact - that opens up at finite times, as well as its closing and reemergence of the logarithmic divergence of correlation properties at contact in the large time limit.
Standard approach to dynamical random matrix models relies on the description of trajectories of eigenvalues. Using the analogy from optics, based on the duality between the Fermat principle(trajectories) and the Huygens principle (wavefronts), we formulate the Hamilton-Jacobi dynamics for large random matrix models. The resulting equations describe a broad class of random matrix models in a unified way, including normal (Hermitian or unitary) as well as strictly non-normal dynamics. HJ formalism applied to Brownian bridge dynamics allows one for calculations of the asymptotics of the Harish-Chandra-Itzykson-Zuber integrals.
We analyze the dynamics of a population of independent random walkers on a graph and develop a simple model of epidemic spreading. We assume that each walker visits independently the nodes of a finite ergodic graph in a discrete-time markovian walk governed by his specific transition matrix. With this assumption, we first derive an upper bound for the reproduction numbers. Then we assume that a walker is in one of the states: susceptible, infectious, or recovered. An infectious walker remains infectious during a certain characteristic time. If an infectious walker meets a susceptible one on the same node there is a certain probability for the susceptible walker to get infected. By implementing this hypothesis in computer simulations we study the space-time evolution of the emerging infection patterns. Generally, random walk approaches seem to have a large potential to study epidemic spreading and to identify the pertinent parameters in epidemic dynamics.