Related papers: Optimal co-adapted coupling for the symmetric rand…
We study a large class of long-range random walks which take values on the vertices of an N dimensional hypercube. These processes are connected with multivariate Bernoulli autoregression.
We examine the question of whether a collection of random walks on a graph can be coupled so that they never collide. In particular, we show that on the complete graph on n vertices, with or without loops, there is a Markovian coupling…
It is shown how to construct a successful co-adapted coupling of two copies of an $n$-dimensional Brownian motion $(B_1,...,B_n)$ while simultaneously coupling all corresponding copies of L\'{e}vy stochastic areas $\int B_i dB_j-\int B_j…
A convergence theorem is obtained for quantum random walks with particles in an arbitrary normal state. This result unifies and extends previous work on repeated-interactions models, including that of the author (2010, J. London Math. Soc.…
A particle subject to successive, random displacements is said to execute a random walk (in position or some other coordinate). The mathematical properties of random walks have been very thoroughly investigated, and the model is used in…
In the last twenty years network science has proven its strength in modelling many real-world interacting systems as generic agents, the nodes, connected by pairwise edges. Yet, in many relevant cases, interactions are not pairwise but…
Consider all the possible ways of coupling together two Brownian motions with the same starting position but with different drifts onto the same probability space. It is known that there exist couplings which make these processes agree for…
Random walk algorithms are crucial for sampling and approximation problems in statistical physics and theoretical computer science. The mixing property is necessary for Markov chains to approach stationary distributions and is facilitated…
This paper presents results and convergence study of the Global--Local Iterative Coupling through the implementation in the commercial software Abaqus making use of the co-simulation engine. A hierarchical modeling and simulation approach…
Random walks have been intensively studied on regular and complex networks, which are used to represent pairwise interactions. Nonetheless, recent works have demonstrated that many real-world processes are better captured by higher-order…
This paper presents a self-contained account for coupling arguments and applications in the context of Markov processes. We first use coupling to describe the transport problem, which leads to the concepts of optimal coupling and…
We use coupling to study the time taken until the distribution of a statistic on a Markov chain is close to its stationary distribution. Coupling is a common technique used to obtain upper bounds on mixing times of Markov chains, and we…
We show that classical integrable models of last passage percolation and the related nonintersecting random walks converge uniformly on compact sets to the Airy line ensemble. Our core approach is to show convergence of nonintersecting…
For the supercritical Bernoulli bond percolation on $\mathbb{Z}^d$ ($d \geq 2$), we give a coupling between the random walk on the infinite cluster and its limit Brownian motion, such that the maximum distance between the paths during…
We consider a network model, embedded on the Manhattan lattice, of a quantum localisation problem belonging to symmetry class C. This arises in the context of quasiparticle dynamics in disordered spin-singlet superconductors which are…
Quantum simulations of Hubbard models with ultracold atoms rely on the exceptional control of coherent motion provided by optical lattices. Here we demonstrate enhanced tunability using an optical superlattice in a fermionic quantum gas…
The mixing time of a discrete-time quantum walk on the hypercube is considered. The mean probability distribution of a Markov chain on a hypercube is known to mix to a uniform distribution in time O(n log n). We show that the mean…
We develop two novel couplings between general pure-jump L\'evy processes in $\R^d$ and apply them to obtain upper bounds on the rate of convergence in an appropriate Wasserstein distance on the path space for a wide class of L\'evy…
This simple note lays out a few observations which are well known in many ways but may not have been said in quite this way before. The basic idea is that when comparing two different Markov chains it is useful to couple them is such a way…
We point out a connection between fusion coefficients and random walks in a fixed level alcove associated to the root system of an affine Lie algebra and use this connection to solve completely the Dirichlet problem on such an alcove for a…