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We study p-adic counterparts of stable distributions, that is limit distributions for sequences of normalized sums of independent identically distributed p-adic-valued random variables. In contrast to the classical case, non-degenerate…

Probability · Mathematics 2007-05-23 Anatoly N. Kochubei

High frequency wind time series measured at different heights from the ground (from 1.5 to 25.5 meters) in an urban area were investigated by using the variance of the coefficients of their wavelet transform. Two ranges of scales were…

Applications · Statistics 2019-06-17 Fabian Guignard , Dasaraden Mauree , Mikhail Kanevski , Luciano Telesca

In Euclidean space there is a trivial upper bound on the maximum length of a compound "walk" built up of variable-length jumps, and a considerably less trivial lower bound on its minimum length. The existence of this non-trivial lower bound…

Mathematical Physics · Physics 2013-09-19 Petarpa Boonserm , Matt Visser

We investigate three aspects of weak* convergence of the $n$-step distributions of random walks on finite volume homogeneous spaces $G/\Gamma$ of semisimple real Lie groups. First, we look into the obvious obstruction to the upgrade from…

Dynamical Systems · Mathematics 2024-05-02 Roland Prohaska

We derive an anomalous, sub-diffusive scaling limit for a one-dimensional version of the Mott random walk. The limiting process can be viewed heuristically as a one-dimensional diffusion with an absolutely continuous speed measure and a…

Probability · Mathematics 2024-04-19 David A. Croydon , Ryoki Fukushima , Stefan Junk

We derive upper bounds on the tail conditional expectation of binomial and Poisson random variables. Those upper bounds are subsequently employed to the problem of obtaining non-asymptotic lower bounds on the probability that the…

Probability · Mathematics 2017-12-07 Christos Pelekis

We consider an asymmetric zero range process in infinite volume with zero mean and random jump rates starting from equilibrium. We investigate the large deviations from the hydrodynamical limit of the empirical distribution of particles and…

Probability · Mathematics 2007-05-23 A. Koukkous , H. Guiol

We show a direct relationship between the variance and the differential entropy for subclasses of symmetric and asymmetric unimodal distributions by providing an upper bound on variance in terms of entropy power. Combining this bound with…

Information Theory · Computer Science 2017-11-27 Hye Won Chung , Brian M. Sadler , Alfred O. Hero

When the memory parameter of the elephant random walk is above a critical threshold, the process becomes superdiffusive and, once suitably normalised, converges to a non-Gaussian random variable. In a recent paper by the three first…

Probability · Mathematics 2024-09-12 Hélène Guérin , Lucile Laulin , Kilian Raschel , Thomas Simon

We consider several variants of a class of random walks whose increment distributions depend on the average value of the process over its most recent $N$ steps. We investigate the speed of the process, and in particular, the limiting speed…

Probability · Mathematics 2019-03-29 Ross G. Pinsky

The paper develops one-parametric family of the sand-piles dealing with the grains' local losses on the fixed amount. The family exhibits the crossover between the models with deterministic and stochastic relaxation. The mean height of the…

Statistical Mechanics · Physics 2009-11-11 A. B. Shapoval , M. G. Shnirman

The general relationship between an arbitrary frequency distribution and the expectation value of the frequency distributions of its samples is esablished. A set of combinations of expectation values whose value does not in general depend…

Data Analysis, Statistics and Probability · Physics 2012-10-05 Paolo Rossi

The behavior of the maximal displacement of a supercritical branching random walk has been a subject of intense studies for a long time. But only recently the case of time-inhomogeneous branching has gained focus. The contribution of this…

Probability · Mathematics 2021-12-23 Bastien Mallein , Piotr Miłoś

Continuous time random Walk model has been versatile analytical formalism for studying and modeling diffusion processes in heterogeneous structures, such as disordered or porous media. We are studying the continuous limits of Heterogeneous…

Statistical Mechanics · Physics 2020-06-23 Liubov Tupikina

Microorganisms are rarely found in Nature swimming freely in an unbounded fluid. Instead, they typically encounter other organisms, hard walls, or deformable boundaries such as free interfaces or membranes. Hydrodynamic interactions between…

Fluid Dynamics · Physics 2013-10-21 Marcelo A. Dias , Thomas R. Powers

We develop techniques to obtain rigorous bounds on the behaviour of random walks on combs. Using these bounds we calculate exactly the spectral dimension of random combs with infinite teeth at random positions or teeth with random but…

High Energy Physics - Theory · Physics 2009-11-11 Bergfinnur Durhuus , Thordur Jonsson , John Wheater

We apply results from Baryshnikov, Brady, Bressler and Pemantle (2008) to compute limiting probability profiles for various quantum random walks in one and two dimensions. Using analytic machinery we show some features of the limit…

Combinatorics · Mathematics 2009-11-23 Andrew Bressler , Torin Greenwood , Robin Pemantle , Marko Petkovsek

We study, in d-dimensions, the random walker with geometrically shrinking step sizes at each hop. We emphasize the integrated quantities such as expectation values, cumulants and moments rather than a direct study of the probability…

Statistical Mechanics · Physics 2009-11-11 Tonguc Rador

We prove non-asymptotic stretched exponential tail bounds on the height of a randomly sampled node in a random combinatorial tree, which we use to prove bounds on the heights and widths of random trees from a variety of models. Our results…

Probability · Mathematics 2022-04-26 Louigi Addario-Berry , Anna Brandenberger , Jad Hamdan , Céline Kerriou

We examine diffusion-limited aggregation generated by a random walk on Z with long jumps. We derive upper and lower bounds on the growth rate of the aggregate as a function of the number moments a single step of the walk has. Under various…

Probability · Mathematics 2009-10-26 Gideon Amir , Omer Angel , Itai Benjamini , Gady Kozma
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