Small-world networks (SWN), obtained by randomly adding to a regular structure additional links (AL), are of current interest. In this article we explore (based on physical models) a new variant of SWN, in which the probability of realizing an AL depends on the chemical distance between the connected sites. We assume a power-law probability distribution and study random walkers on the network, focussing especially on their probability of being at the origin. We connect the results to L\'evy

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... hts, which follow from a mean field variant of our model.