We address a long-standing debate regarding the finite-size scaling of the Ising model in high dimensions, by introducing a random-length random walk model, which we then study rigorously. We prove that this model exhibits the same universal FSS behaviour previously conjectured for the self-avoiding walk and Ising model on finite boxes in high-dimensional lattices. Our results show that the mean walk length of the random walk model controls the scaling behaviour of the corresponding Green's function. We numerically demonstrate the universality of our rigorous findings by extensive Monte Carlo simulations of the Ising model and self-avoiding walk on five-dimensional hypercubic lattices with free and periodic boundaries.
Motivated by recent claims of a proof that the length scale exponent for the end-to-end distance scaling of self-avoiding walks is precisely $7/12=0.5833...$, we present results of large-scale simulations of self-avoiding walks and self-avoiding trails with repulsive contact interactions on the hypercubic lattice. We find no evidence to support this claim; our estimate $ν=0.5874(2)$ is in accord with the best previous results from simulations.
We study the variable-length ensemble of self-avoiding walks on the complete graph. We obtain the leading order asymptotics of the mean and variance of the walk length, as the number of vertices goes to infinity. Central limit theorems for the walk length are also established, in various regimes of fugacity. Particular attention is given to sequences of fugacities that converge to the critical point, and the effect of the rate of convergence of these fugacity sequences on the limiting walk length is studied in detail. Physically, this corresponds to studying the asymptotic walk length on a gen…
The number of free sites next to the end of a self-avoiding walk is known as the atmosphere. The average atmosphere can be related to the number of configurations. Here we study the distribution of atmospheres as a function of length and how the number of walks of fixed atmosphere scale. Certain bounds on these numbers can be proved. We use Monte Carlo estimates to verify our conjectures. Of particular interest are walks that have zero atmosphere, which are known as trapped. We demonstrate that these walks scale in the same way as the full set of self-avoiding walks, barring an overall constan…
We study unwrapped two-point functions for the Ising model, the self-avoiding walk and a random-length loop-erased random walk on high-dimensional lattices with periodic boundary conditions. While the standard two-point functions of these models have been observed to display an anomalous plateau behaviour, the unwrapped two-point functions are shown to display standard mean-field behaviour. Moreover, we argue that the asymptotic behaviour of these unwrapped two-point functions on the torus can be understood in terms of the standard two-point function of a random-length random walk model on Zd.…
We consider the diffusion scaling limit of the one-dimensional vicious walker model of Fisher and derive a system of nonintersecting Brownian motions. The spatial distribution of $N$ particles is studied and it is described by use of the probability density function of eigenvalues of $N \times N$ Gaussian random matrices. The particle distribution depends on the ratio of the observation time $t$ and the time interval $T$ in which the nonintersecting condition is imposed. As $t/T$ is going on from 0 to 1, there occurs a transition of distribution, which is identified with the transition observe…
We study self-avoiding walks on the four-dimensional hypercubic lattice via Monte Carlo simulations of walks with up to one billion steps. We study the expected logarithmic corrections to scaling, and find convincing evidence in support the scaling form predicted by the renormalization group, with an estimate for the power of the logarithmic factor of 0.2516(14), which is consistent with the predicted value of 1/4. We also characterize the behaviour of the pivot algorithm for sampling four-dimensional self-avoiding walks, and conjecture that the probability of a pivot move being successful for…
Using a connection between the $q$-oscillator algebra and the coefficients of the high temperature expansion of the frustrated Gaussian spin model, we derive an exact formula for the number of closed random walks of given length and area, on a hypercubic lattice, in the limit of infinite number of dimensions. The formula is investigated in detail, and asymptotic behaviours are evaluated. The area distribution in the limit of long loops is computed. As a byproduct, we obtain also an infinite set of new, nontrivial identities.
We consider the diffusion scaling limit of the vicious walkers and derive the time-dependent spatial-distribution function of walkers. The dependence on initial configurations of walkers is generally described by using the symmetric polynomials called the Schur functions. In the special case in the scaling limit that all walkers are started from the origin, the probability density is simplified and it shows that the positions of walkers on the real axis at time one is identically distributed with the eigenvalues of random matrices in the Gaussian orthogonal ensemble. Since the diffusion scalin…
The betweenness centrality of graphs using random walk paths instead of geodesics is studied. A scaling collapse with no adjustable parameters is obtained as the graph size $N$ is varied; the scaling curve depends on the graph model. A normalized random betweenness, that counts each walk passing through a node only once, is also defined. It is argued to be more useful and seen to have simpler scaling behavior. In particular, the probability for a random walk on a preferential attachment graph to pass through the root node is found to tend to unity as $N\rightarrow\infty.$
We investigate the diffusion limited aggregation of particles executing persistent random walks. The scaling properties of both random walks and large aggregates are presented. The aggregates exhibit a crossover between ballistic and diffusion limited aggregation models. A non-trivial scaling relation $ξ\sim\ell^{1.25}$ between the characteristic size $ξ$, in which the cluster undergoes a morphological transition, and the persistence length $\ell$, between ballistic and diffusive regimes of the random walk, is observed.
Using both numerical simulations and scaling arguments, we study the behavior of a random walker on a one-dimensional small-world network. For the properties we study, we find that the random walk obeys a characteristic scaling form. These properties include the average number of distinct sites visited by the random walker, the mean-square displacement of the walker, and the distribution of first-return times. The scaling form has three characteristic time regimes. At short times, the walker does not see the small-world shortcuts and effectively probes an ordinary Euclidean network in $d$-dime…
We study self-avoiding walks on three-dimensional critical percolation clusters using a new exact enumeration method. It overcomes the exponential increase in computation time by exploiting the clusters' fractal nature. We enumerate walks of over $10^4$ steps, far more than has ever been possible. The scaling exponent $ν$ for the end-to-end distance turns out to be smaller than previously thought and appears to be the same on the backbones as on full clusters. We find strong evidence against the widely assumed scaling law for the number of conformations and propose an alternative, which perfec…
We show how the theory of the critical behaviour of $d$-dimensional polymer networks gives a scaling relation for self-avoiding {\em bridges} that relates the critical exponent for bridges $γ_b$ to that of terminally-attached self-avoiding arches, $γ_{1,1},$ and the {correlation} length exponent $ν.$ We find $γ_b = γ_{1,1}+ν.$ We provide compelling numerical evidence for this result in both two- and three-dimensions. Another subset of SAWs, called {\em worms}, are defined as the subset of SAWs whose origin and end-point have the same $x$-coordinate. We give a scaling relation for the correspon…
The decay of directional correlations in self-avoiding random walks on the square lattice is investigated. Analysis of exact enumerations and Monte Carlo data suggest that the correlation between the directions of the first step and the j-th step of the walk decays faster than 1/j, indicating that the persistence length of the walk is finite.
The nearest neighbor contacts between the two halves of an N-site lattice self-avoiding walk offer an unusual example of scaling random geometry: for N going to infinity they are strictly finite in number but their radius of gyration Rc is power law distributed, ~ Rc^{-τ}, where τ>1 is a novel exponent characterizing universal behavior. A continuum of diverging lengths scales is associated to the Rc distribution. A possibly super-universal τ=2 is also expected for the contacts of a self-avoiding or random walk with a confining wall.
We develop an approach for performing scaling analysis of $N$-step Random Walks (RWs). The mean square end-to-end distance, $\langle\vec{R}_{N}^{2}\rangle$, is written in terms of inner persistence lengths (IPLs), which we define by the ensemble averages of dot products between the walker's position and displacement vectors, at the $j$-th step. For RW models statistically invariant under orthogonal transformations, we analytically introduce a relation between $\langle\vec{R}_{N}^{2}\rangle$ and the persistence length, $λ_{N}$, which is defined as the mean end-to-end vector projection in the fi…
In the frequency domain, the nearly constant loss, is characterized by a slope 1 in log of the real part of the electrical conductivity vs log frequency plots. It can be explained by an anomalous diffusion, defined by a random walk with the mean square displacement proportional to the logarithm of time, rather than being linearly proportional to time, as in normal diffusion. The present work suggests a random walk algorithm that leads to anomalous, logarithmic time dependence. That has been accomplished by scaling down the subsequent random walk displacements by a factor, 1/t^(1/2)
We are studying the motion of a random walker in two and three dimensional continuum with uniformly distributed jump-length. This is different from conventional Lavy flight. In 2D and 3D continuum, a random walker can move in any direction, with equal probability and with any step-length(l) varying randomly between 0 to 1 with equal probability. A random walker, who starts his journey from a particular point (taken as origin), walks through the region, centered around the origin. Here, in this paper, we studied the probability distribution of end-to-end distances and the probability of return …
Random walks are one of the best investigated dynamical processes on graphs. A particularly fascinating phenomenon is the scaling relationship of fluctuations $σ$ with the average flux $\langle f \rangle $. Here we analyze how network topology and nodes with finite capacity lead to deviations from a simple scaling law $σ\sim \langle f \rangle ^α$. Sources of randomness are the random walk itself (internal noise) and the fluctuation of the number of walkers (external noise). We obtained exact results for the extreme case of a star network which are indicative of the behavior of large scale syst…
We study the scaling laws of diffusion in two-dimensional media with long-range correlated disorder through exact enumeration of random walks. The disordered medium is modelled by percolation clusters with correlations decaying with the distance as a power law, $r^{-a}$, generated with the improved Fourier filtering method. To characterize this type of disorder, we determine the percolation threshold $p_{\text c}$ by investigating cluster-wrapping probabilities. At $p_{\text c}$, we estimate the (sub-diffusive) walk dimension $d_{\text w}$ for different correlation exponents $a$. Above $p_{\te…
We study Lévy walks in quenched disordered one-dimensional media, with scatterers spaced according to a long-tailed distribution. By analyzing the scaling relations for the random-walk probability and for the resistivity in the equivalent electric problem, we obtain the asymptotic behavior of the mean square displacement as a function of the exponent characterizing the scatterers distribution. We demonstrate that in quenched media different average procedures can display different asymptotic behavior. In particular, we estimate the moments of the displacement averaged over processes starting f…
We consider a broad class of Continuous Time Random Walks with large fluctuations effects in space and time distributions: a random walk with trapping, describing subdiffusion in disordered and glassy materials, and a Lévy walk process, often used to model superdiffusive effects in inhomogeneous materials. We derive the scaling form of the probability distributions and the asymptotic properties of all its moments in the presence of a field by two powerful techniques, based on matching conditions and on the estimate of the contribution of rare events to power-law tails in a field.
We present a comparative study of several algorithms for an in-plane random walk with a variable step. The goal is to check the efficiency of the algorithm in the case where the random walk terminates at some boundary. We recently found that a finite step of the random walk produces a bias in the hitting probability and this bias vanishes in the limit of an infinitesimal step. Therefore, it is important to know how a change in the step size of the random walk influences the performance of simulations. We propose an algorithm with the most effective procedure for the step-length-change protocol…
Numerical and theoretical studies of a one-dimensional spin model with locally broken spin symmetry are presented. The multi-species annihilating random walk transition found at zero branching rate previously is investigated now concerning the cluster behaviour of the underlying spins. Generic power law behaviors are found, besides the phase transition point, also in the active phase with fulfillment of the hyperscaling law. On the other hand scaling laws connecting bulk- and cluster exponents are broken - a possibility in no contradiction with basic scaling assumptions because of the missing …
We study an unbiased, discrete time random walk on the nonnegative integers, with the origin absorbing. The process has a history-dependent step length: the walker takes steps of length v while in a region which has been visited before, and steps of length n when entering a region that has never been visited. The process provides a simplified model of spreading in systems with an infinite number of absorbing configurations. Asymptotic analysis of the probability generating function shows that, for large t, the survival probability decays as S(t) \sim t^{-delta}, with delta = v/2n. Our expressi…
We consider a mortal random walker on a family of hierarchical graphs in the presence of some trap sites. The configuration comprising the graph, the starting point of the walk, and the locations of the trap sites is taken to be exactly self-similar as one goes from one generation of the family to the next. Under these circumstances, the total probability that the walker hits a trap is determined exactly as a function of the single-step survival probability $q$ of the mortal walker. On the $n^{\rm th}$ generation graph of the family, this probability is shown to be given by the $n^{\rm th}$ it…
We examine self-avoiding walks in dimensions 4 to 8 using high-precision Monte-Carlo simulations up to length N=16384, providing the first such results in dimensions $d > 4$ on which we concentrate our analysis. We analyse the scaling behaviour of the partition function and the statistics of nearest-neighbour contacts, as well as the average geometric size of the walks, and compare our results to $1/d$-expansions and to excellent rigorous bounds that exist. In particular, we obtain precise values for the connective constants, $μ_5=8.838544(3)$, $μ_6=10.878094(4)$, $μ_7=12.902817(3)$, $μ_8=14.9…
We show how to extract the scaling behavior of quantum walks using the renormalization group (RG). We introduce the method by efficiently reproducing well-known results on the one-dimensional lattice. As a nontrivial model, we apply this method to the dual Sierpinski gasket and obtain its exact, closed system of RG-recursions. Numerical iteration suggests that under rescaling the system length, $L^{\prime}=2L$, characteristic times rescale as $t^{\prime}=2^{d_{w}}t$ with the exact walk exponent $d_{w}=\log_{2}\sqrt{5}=1.1609\ldots$. Despite the lack of translational invariance, this is very cl…
We define a large class of continuous time multifractal random measures and processes with arbitrary log-infinitely divisible exact or asymptotic scaling law. These processes generalize within a unified framework both the recently defined log-normal Multifractal Random Walk (MRW) [Bacry-Delour-Muzy] and the log-Poisson "product of cynlindrical pulses" [Barral-Mandelbrot]. Our construction is based on some ``continuous stochastic multiplication'' from coarse to fine scales that can be seen as a continuous interpolation of discrete multiplicative cascades. We prove the stochastic convergence of …
We consider a discrete time quantum walker in one dimension, where at each step, the step length $\ell$ is chosen from a distribution $P(\ell) \propto \ell^{-δ-1}$ with $\ell \leq \ell_{max}$. We evaluate the probability $f(x,t)$ that the walker is at position $x$ at time $t$ and its first two moments. As expected, the disorder effectively localizes the walk even for large values of $δ$. Asymptotically, $\langle x^2 \rangle \propto t^{3/2}$ and $\langle x \rangle \propto t^{1/2}$ independent of $δ$ and $\ell$, both finite. The scaled distribution $f(x,t)t^{1/2}$ plotted versus $x/t^{1/2}$ show…
We provide Monte Carlo estimates of the scaling of the length $L_{n}$ of the longest increasing subsequences of $n$-steps random walks for several different distributions of step lengths, short and heavy-tailed. Our simulations indicate that, barring possible logarithmic corrections, $L_{n} \sim n^θ$ with the leading scaling exponent $0.60 \lesssim θ\lesssim 0.69$ for the heavy-tailed distributions of step lengths examined, with values increasing as the distribution becomes more heavy-tailed, and $θ\simeq 0.57$ for distributions of finite variance, irrespective of the particular distribution. …
We revisit the statistics of extremes and records of symmetric random walks with stochastic resetting, extending earlier studies in several directions. We put forward a diffusive scaling regime (symmetric step length distribution with finite variance, weak resetting probability) where the maximum of the walk and the number of its records up to discrete time $n$ become asymptotically proportional to each other for single typical trajectories. Their distributions obey scaling laws ruled by a common two-parameter scaling function, interpolating between a half-Gaussian and a Gumbel law. The exact …
Stationary probability distributions of one-dimensional random walks on lattices with aperiodic disorder are investigated. The pattern of the distribution is closely related to the diffusional behavior, which depends on the wandering exponent $Ω$ of the background aperiodic sequence: If $Ω<0$, the diffusion is normal and the distribution is extended. If $Ω>0$, the diffusion is ultraslow and the distribution is localized. If $Ω=0$, the diffusion is anomalous and the distribution is singular, which shows its complex and hierarchical structure. Multifractal analysis are performed in order to char…
In continuum one-dimensional space, a coupled directed continuous time random walk model is proposed, where the random walker jumps toward one direction and the waiting time between jumps affects the subsequent jump. In the proposed model, the Laplace-Laplace transform of the probability density function $P(x,t)$ of finding the walker at position $x$ at time $t$ is completely determined by the Laplace transform of the probability density function $φ(t)$ of the waiting time. In terms of the probability density function of the waiting time in the Laplace domain, the limit distribution of the ran…
We study systems of interacting Brownian particles in one dimension constructed as the diffusion scaling limits of Fisher's vicious walk models. We define two types of nonintersecting Brownian motions, in which we impose no condition (resp. nonintersecting condition forever) in the future for the first-type (resp. second-type). It is shown that, when all particles start from the origin, their positions at time 1 in the first-type (resp. at time 1/2 in the second-type) process are identically distributed with the eigenvalues of Gaussian orthogonal (resp.unitary) random matrices. The second-type…
We study the long-time behavior of decoupled continuous-time random walks characterized by superheavy-tailed distributions of waiting times and symmetric heavy-tailed distributions of jump lengths. Our main quantity of interest is the limiting probability density of the position of the walker multiplied by a scaling function of time. We show that the probability density of the scaled walker position converges in the long-time limit to a non-degenerate one only if the scaling function behaves in a certain way. This function as well as the limiting probability density are determined in explicit …
We investigate the dynamic scaling properties of stochastic particle systems on a non-deterministic scale-free network. It has been known that the dynamic scaling behavior depends on the degree distribution exponent of the underlying scale-free network. Our study shows that it also depends on the global structure of the underlying network. In random walks on the tree structure scale-free network, we find that the relaxation time follows a power-law scaling $τ\sim N$ with the network size $N$. And the random walker return probability decays algebraically with the decay exponent which varies fro…
It was discovered a few years ago that many networks in the real world exhibit self-similarity. A lot of researches on the structures and processes on real and artificial fractal complex networks have been done, drawing an analogy to critical phenomena. However, the non-Markovian dynamics on fractal networks has not been understood well yet. We here study the self-avoiding walk on complex fractal networks through the mapping of the self-avoiding walk to the n-vector model by a generating function formalism. First, we analytically calculate the critical exponent ν and the effective coordination…
Random walkers absorbing on a boundary sample the Harmonic Measure linearly and independently: we discuss how the recurrence times between impacts enable non-linear moments of the measure to be estimated. From this we derive a new technique to simulate Dielectric Breakdown Model growth which is governed nonlinearly by the Harmonic Measure. Recurrence times are shown to be accurate and effective in probing the multifractal growth measure of diffusion limited aggregation. For the Dielectric Breakdown Model our new technique grows large clusters efficiently and we are led to significantly revise …
In general, the power-law degree distribution has profound influence on various dynamical processes defined on scale-free networks. In this paper, we will show that power-law degree distribution alone does not suffice to characterize the behavior of trapping problem on scale-free networks, which is an integral major theme of interest for random walks in the presence of an immobile perfect absorber. In order to achieve this goal, we study random walks on a family of one-parameter (denoted by $q$) scale-free networks with identical degree sequence for the full range of parameter $q$, in which a …
The spatial coverage produced by a single discrete-time random walk, with asymmetric jump probability $p\neq 1/2$ and non-uniform steps, moving on an infinite one-dimensional lattice is investigated. Analytical calculations are complemented with Monte Carlo simulations. We show that, for appropriate step sizes, the model displays a critical phenomenon, at $p=p_c$. Its scaling properties as well as the main features of the fragmented coverage occurring in the vicinity of the critical point are shown. In particular, in the limit $p\to p_c$, the distribution of fragment lengths is scale-free, wit…
We simulate loop-erased random walks on simple (hyper-)cubic lattices of dimensions 2,3, and 4. These simulations were mainly motivated to test recent two loop renormalization group predictions for logarithmic corrections in $d=4$, simulations in lower dimensions were done for completeness and in order to test the algorithm. In $d=2$, we verify with high precision the prediction $D=5/4$, where the number of steps $n$ after erasure scales with the number $N$ of steps before erasure as $n\sim N^{D/2}$. In $d=3$ we again find a power law, but with an exponent different from the one found in the m…
A model for growing networks is introduced, having as a main ingredient that new nodes are attached to the network through one existing node and then explore the network through the links of the visited nodes. From exact calculations of two limiting cases and numerical simulations the phase diagram of the model is obtained. In the stationary limit, large network sizes, a phase transition from a network with finite average connectivity to a network with a power law distribution of connectivities, with no finite average, is found. Results are compared with measurements on real networks.
We consider the adaptation dynamics of an asexual population that walks uphill on a rugged fitness landscape which is endowed with large number of local fitness peaks. We work in a parameter regime where only those mutants that are single mutation away are accessible, as a result of which the population eventually gets trapped at a local fitness maximum and the adaptive walk terminates. We study how the number of adaptive steps taken by the population before reaching a local fitness peak depends on the initial fitness of the population, the extreme value distribution of the beneficial mutation…
We investigate asymptotical behavior of numbers of long Hamiltonian walks (HWs), i.e. self-avoiding random walks that visit every site of a lattice, on various fractal lattices. By applying an exact recursive technique we obtain scaling forms for open HWs on 3-simplex lattice, Sierpinski gasket, and their generalizations: Given-Mandelbrot (GM), modified Sierpinski gasket (MSG) and n-simplex fractal families. For GM, MSG and n-simplex lattices with odd values of n, number of open HWs $Z_N$, for the lattice with $N\gg 1$ sites, varies as $ω^N N^γ$. We explicitly calculate exponent $γ$ for severa…
Average trapping time (ATT) is central in the trapping problem since it is a key indicator characterizing the efficiency of the problem. Previous research has provided the scaling of a lower bound of the ATT for random walks in general networks with a deep trap. However, it is still not well understood in which networks this minimal scaling can be reached. Particularly, explicit quantitative results for ATT in such networks, even in a specific network, are lacking, in spite that such networks shed light on the design for optimal networks with the highest trapping efficiency. In this paper, we …
We study the correction-to-scaling exponents for the two-dimensional self-avoiding walk, using a combination of series-extrapolation and Monte Carlo methods. We enumerate all self-avoiding walks up to 59 steps on the square lattice, and up to 40 steps on the triangular lattice, measuring the mean-square end-to-end distance, the mean-square radius of gyration and the mean-square distance of a monomer from the endpoints. The complete endpoint distribution is also calculated for self-avoiding walks up to 32 steps (square) and up to 22 steps (triangular). We also generate self-avoiding walks on th…
We consider the average number B_m(t) of bonds traversed exactly m times by a t step simple random walk. We determine B_m(t) explicitly in the scaling limit t -> oo with m/sqrt(t) fixed in dimension d=1 and m/log(t) fixed in dimension d=2. The scaling function is an erfc in d=1 and an exponential in d=2.
Cauchy's formula was originally established for random straight paths crossing a body $B \subset \mathbb{R}^{n}$ and basically relates the average chord length through $B$ to the ratio between the volume and the surface of the body itself. The original statement was later extended in the context of transport theory so as to cover the stochastic paths of Pearson random walks with exponentially distributed flight lengths traversing a bounded domain. Some heuristic arguments suggest that Cauchy's formula may also hold true for Pearson random walks with arbitrarily distributed flight lengths. For …
We study a one-dimensional random walk with memory. The behavior of the walker is modified with respect to the simple symmetric random walk (SSRW) only when he is at the maximum distance ever reached from his starting point (home). In this case, having the choice to move farther or to move closer, he decides with different probabilities. If the probability of a forward step is higher then the probability of a backward step, the walker is bold, otherwise he is timorous. We investigate the asymptotic properties of this bold/timorous random walk (BTRW) showing that the scaling behavior vary conti…
The longest increasing subsequence (LIS) of a sequence of correlated random variables is a basic quantity with potential applications that has started to receive proper attention only recently. Here we investigate the behavior of the length of the LIS of the so-called symmetric ultra-fat tailed random walk, introduced earlier in an abstract setting in the mathematical literature. After explicit constructing the ultra-fat tailed random walk, we found numerically that the expected length $L_{n}$ of its LIS scales with the length $n$ of the walk like $\langle L_{n} \rangle \sim n^{0.716}$, indica…
We perform a thorough analysis of the survival probability of symmetric random walks with stochastic resetting, defined as the probability for the walker not to cross the origin up to time $n$. For continuous symmetric distributions of step lengths with either finite (random walks) or infinite variance (Lévy flights), this probability can be expressed in terms of the survival probability of the walk without resetting, given by Sparre Andersen theory. It is therefore universal, i.e., independent of the step length distribution. We analyze this survival probability at depth, deriving both exact …
We investigate the first-passage properties of bursty random walks on a finite one-dimensional interval of length L, in which unit-length steps to the left occur with probability close to one, while steps of length b to the right -- "bursts" -- occur with small probability. This stochastic process provides a crude description of the early stages of virus spread in an organism after exposure. The interesting regime arises when b is of the order of but less than 1, where the conditional exit time to reach L, corresponding to an infected state, has a non-monotonic dependence on initial position. …
