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A Spectral Analysis of The Correlated Random Walk

Probability 2023-11-01 v1

Abstract

In this paper, we consider a spectral analysis of the Correlated Random Walk (CRW) on the path. We apply an analytical method for the Quantum Walk to CRW. For the isospectral coin cases, we obtain all of the eigenvalues and the corresponding eigenvectors of the time evolution operator of CRW, and also obtain the limiting distribution.

Keywords

Cite

@article{arxiv.2310.20220,
  title  = {A Spectral Analysis of The Correlated Random Walk},
  author = {Yusuke Ide and Akihiro Narimatsu},
  journal= {arXiv preprint arXiv:2310.20220},
  year   = {2023}
}

Comments

14 pages, 2 figures