Scaling limit of the prudent walk.
Beffara, Vincent, Friedli, Sacha, Velenik, Yvan (2010)
Electronic Communications in Probability [electronic only]
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Displaying similar documents to “A note on the enumeration of diffusion walks in the first octant by their number of contacts with the diagonal.”
Scaling limit of the prudent walk.
The number of [old-time] basketball games with final score : where the home team was never losing but also never ahead by more than points.
Ayyer, Arvind, Zeilberger, Doron (2007)
The Electronic Journal of Combinatorics [electronic only]
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Approximation of Lévy-Feller diffusion by random walk.
Gorenflo, R., Mainardi, F. (1999)
Zeitschrift für Analysis und ihre Anwendungen
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Homogenization results for a linear dynamics in random Glauber type environment
Cédric Bernardin (2012)
Annales de l'I.H.P. Probabilités et statistiques
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We consider an energy conserving linear dynamics that we perturb by a Glauber dynamics with random site dependent intensity. We prove hydrodynamic limits for this non-reversible system in random media. The diffusion coefficient turns out to depend on the random field only by its statistics. The diffusion coefficient defined through the Green–Kubo formula is also studied and its convergence to some homogenized diffusion coefficient is proved.
Wildland fire propagation modelling: A novel approach reconciling models based on moving interface methods and on reaction-diffusion equations
Kaur, Inderpreet, Mentrelli, Andrea, Bosseur, Frederic, Filippi, Jean Baptiste, Pagnini, Gianni
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A novel approach to study the propagation of fronts with random motion is presented. This approach is based on the idea to consider the motion of the front, split into a drifting part and a fluctuating part; the front position is also split correspondingly. In particular, the drifting part can be related to existing methods for moving interfaces, for example, the Eulerian level set method and the Lagrangian discrete event system specification. The fluctuating part is the result of a...
Circular digraph walks, -balanced strings, lattice paths and Chebychev polynomials.
Georgiadis, Evangelos, Callan, David, Hou, Qing-Hu (2008)
The Electronic Journal of Combinatorics [electronic only]
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Homogeneous diffusions on the Sierpinski gasket
Matthias K. Heck (1998)
Séminaire de probabilités de Strasbourg
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Central limit theorem for the excited random walk in dimension .
Bérard, Jean, Ramirez, Alejandro (2007)
Electronic Communications in Probability [electronic only]
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Singularly perturbed telegraph equations with applications in the random walk theory.
Banasiak, Jacek, Mika, Janusz R. (1998)
Journal of Applied Mathematics and Stochastic Analysis
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Random walks in random medium on Z and Lyapunov spectrum
Julien Brémont (2004)
Annales de l'I.H.P. Probabilités et statistiques
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Some remarks and examples concerning the transience and recurrence of random diffusions
Ross Pinsky, Michael Scheutzow (1992)
Annales de l'I.H.P. Probabilités et statistiques
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Central Limit Theorem for Diffusion Processes in an Anisotropic Random Environment
Ernest Nieznaj (2005)
Bulletin of the Polish Academy of Sciences. Mathematics
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We prove the central limit theorem for symmetric diffusion processes with non-zero drift in a random environment. The case of zero drift has been investigated in e.g. [18], [7]. In addition we show that the covariance matrix of the limiting Gaussian random vector corresponding to the diffusion with drift converges, as the drift vanishes, to the covariance of the homogenized diffusion with zero drift.