Skip to main content

Research Repository

Advanced Search

Outputs (48)

Semi-infinite particle systems with exclusion interaction and heterogeneous jump rates (2024)
Journal Article
Menshikov, M. V., Popov, S., & Wade, A. R. (in press). Semi-infinite particle systems with exclusion interaction and heterogeneous jump rates. Mathematical Sciences,

We study semi-infinite particle systems on the one-dimensional integer lattice, where each particle performs a continuous-time nearest-neighbour random walk, with jump rates intrinsic to each particle, subject to an exclusion interaction which suppre... Read More about Semi-infinite particle systems with exclusion interaction and heterogeneous jump rates.

Superdiffusive planar random walks with polynomial space–time drifts (2024)
Journal Article
da Costa, C., Menshikov, M., Shcherbakov, V., & Wade, A. (2024). Superdiffusive planar random walks with polynomial space–time drifts. Stochastic Processes and their Applications, 176, Article 104420. https://doi.org/10.1016/j.spa.2024.104420

We quantify superdiffusive transience for a two-dimensional random walk in which the vertical coordinate is a martingale and the horizontal coordinate has a positive drift that is a polynomial function of the individual coordinates... Read More about Superdiffusive planar random walks with polynomial space–time drifts.

Stochastic billiards with Markovian reflections in generalized parabolic domains (2023)
Journal Article
da Costa, C., Menshikov, M. V., & Wade, A. R. (2023). Stochastic billiards with Markovian reflections in generalized parabolic domains. Annals of Applied Probability, 33(6B), 5459-5496. https://doi.org/10.1214/23-AAP1952

We study recurrence and transience for a particle that moves at constant velocity in the interior of an unbounded planar domain, with random reflections at the boundary governed by a Markov kernel producing outgoing angles from incoming angles. Our d... Read More about Stochastic billiards with Markovian reflections in generalized parabolic domains.

Reflecting Brownian motion in generalized parabolic domains: explosion and superdiffusivity (2023)
Journal Article
Menshikov, M. V., Mijatović, A., & Wade, A. R. (2023). Reflecting Brownian motion in generalized parabolic domains: explosion and superdiffusivity. Annales de l'Institut Henri Poincaré, Probabilités et Statistiques, 59(4), 1813-1843. https://doi.org/10.1214/22-AIHP1309

For a multidimensional driftless diffusion in an unbounded, smooth, sub-linear generalized parabolic domain, with oblique reflection from the boundary, we give natural conditions under which either explosion occurs, if the domain narrows sufficiently... Read More about Reflecting Brownian motion in generalized parabolic domains: explosion and superdiffusivity.

Dynamics of Finite Inhomogeneous Particle Systems with Exclusion Interaction (2023)
Journal Article
Malyshev, V., Menshikov, M. V., Popov, S., & Wade, A. (2023). Dynamics of Finite Inhomogeneous Particle Systems with Exclusion Interaction. Journal of Statistical Physics, 190(11), Article 184. https://doi.org/10.1007/s10955-023-03190-8

We study finite particle systems on the one-dimensional integer lattice, where each particle performs a continuous-time nearest-neighbour random walk, with jump rates intrinsic to each particle, subject to an exclusion interaction which suppresses ju... Read More about Dynamics of Finite Inhomogeneous Particle Systems with Exclusion Interaction.

Strong transience for one-dimensional Markov chains with asymptotically zero drifts (2023)
Journal Article
Lo, C. H., Menshikov, M. V., & Wade, A. R. (2024). Strong transience for one-dimensional Markov chains with asymptotically zero drifts. Stochastic Processes and their Applications, 170, Article 104260. https://doi.org/10.1016/j.spa.2023.104260

For near-critical, transient Markov chains on the non-negative integers in the Lamperti regime, where the mean drift at x decays as 1 / x as x → ∞ , we quantify degree of transience via existence of moments for conditional retu... Read More about Strong transience for one-dimensional Markov chains with asymptotically zero drifts.

Cutpoints of non-homogeneous random walks (2022)
Journal Article
Lo, C. H., Menshikov, M. V., & Wade, A. R. (2022). Cutpoints of non-homogeneous random walks. Alea (2006. Online), 19, 493-510. https://doi.org/10.30757/alea.v19-19

We give conditions under which near-critical stochastic processes on the half-line have infinitely many or finitely many cutpoints, generalizing existing results on nearest-neighbour random walks to adapted processes with bounded increments satisfyin... Read More about Cutpoints of non-homogeneous random walks.

Reflecting random walks in curvilinear wedges (2021)
Book Chapter
Menshikov, M. V., Mijatović, A., & Wade, A. R. (2021). Reflecting random walks in curvilinear wedges. In M. Vares, R. Fernández, L. Fontes, & C. Newman (Eds.), In and out of equilibrium 3: celebrating Vladas Sidoarvicius (637-675). Springer Verlag. https://doi.org/10.1007/978-3-030-60754-8_26

We study a random walk (Markov chain) in an unbounded planar domain bounded by two curves of the form x2=a+xβ+1 and x2=−a−xβ−1 , with x1 ≥ 0. In the interior of the domain, the random walk has zero drift and a given increment covariance matrix. From... Read More about Reflecting random walks in curvilinear wedges.

Localisation in a growth model with interaction. Arbitrary graphs (2020)
Journal Article
Menshikov, M., & Shcherbakov, V. (2020). Localisation in a growth model with interaction. Arbitrary graphs. Alea (2006. Online), 17(1), 473-489. https://doi.org/10.30757/alea.v17-19

This paper concerns the long term behaviour of a growth model describing a random sequential allocation of particles on a finite graph. The probability of allocating a particle at a vertex is proportional to a log-linear function of numbers of existi... Read More about Localisation in a growth model with interaction. Arbitrary graphs.