Random walk with hyperbolic probabilities

The random walk with hyperbolic probabilities that we are introducing is an example of stochastic diffusion in a one-dimensional heterogeneous media. Although driven by site-dependent one-step transition probabilities, the process retains some of the features of a simple random walk, shows other traits that one would associate with a biased random walk and, at the same time, presents new properties not related to either of them. In particular, we show how the system is not fully ergodic, as not every statistic can be estimated from a single realization of the process. We further give a geometric interpretation for the origin of these irregular transition probabilities. (paper: classical statistical mechanics, equilibrium and non-equilibrium)