Related papers: From the long jump random walk to the fractional L…
We consider the group of permutations of the vertices of a lattice. A random walk is generated by unit steps that each interchange two nearest neighbor vertices of the lattice. We study the heat equation on the permutation group, using the…
We introduce a natural family of random walks on the set of integers that scale to fractional Brownian motion. The increments X_n have the property that given {X_k: k < n}, the conditional law of X_n is that of X_{n-k_n}, where k_n is…
The fractional material derivative appears as the fractional operator that governs the dynamics of the scaling limits of L\'evy walks - a stochastic process that originates from the famous continuous-time random walks. It is usually defined…
We introduce a general model of trapping for random walks on graphs. We give the possible scaling limits of these Randomly Trapped Random Walks on $\mathbb {Z}$. These scaling limits include the well-known fractional kinetics process, the…
This paper considers a classical question of approximation of Brownian motion by a random walk in the setting of a sub-Riemannian manifold $M$. To construct such a random walk we first address several issues related to the degeneracy of…
One can view quantum mechanics as a generalization of classical probability theory that provides for pairwise interference among alternatives. Adopting this perspective, we ``quantize'' the classical random walk by finding, subject to a…
We present an easy proof of Polya's theorem on random walks: with the probability one a random walk on the two-dimensional lattice returns to the starting point.
We consider the proportion of generalized visible lattice points in the plane visited by random walkers. Our work concerns the visible lattice points in random walks in three aspects: (1) generalized visibility along curves; (2) one random…
We generate the fractional Poisson process by subordinating the standard Poisson process to the inverse stable subordinator. Our analysis is based on application of the Laplace transform with respect to both arguments of the evolving…
Random walks are fundamental models of stochastic processes with applications in various fields including physics, biology, and computer science. We study classical and quantum random walks under the influence of stochastic resetting on…
After motivating the need of a multiscale version of fractional calculus in quantum gravity, we review current proposals and the program to be carried out in order to reach a viable definition of scale-dependent fractional operators. We…
Time evolutions whose infinitesimal generator is a fractional time derivative arise generally in the long time limit. Such fractional time evolutions are considered here for random walks. An exact relationship is given between the…
For the fractional Laplace equation, a surprising observation is the non-uniqueness for the basic Dirichlet type problems. In this paper, a somewhat sharp uniqueness condition for the fractional Laplace equation is established. We derive…
In this paper the multi-dimensional random walk models governed by distributed fractional order differential equations and multi-term fractional order differential equations are constructed. The scaling limits of these random walks to a…
We consider a random walk in random environment with random holding times, that is, the random walk jumping to one of its nearest neighbors with some transition probability after a random holding time. Both the transition probabilities and…
The article provides an explicit algebraic expression for the generating function of walks on graphs. Its proof is based on the scattering theory for the differential Laplace operator on non-compact graphs.
We give a short proof of simplicity of the eigenvalues of the fractional Laplace operator in an interval, a result shown recently by Fall, Ghimenti, Micheletti and Pistoia [Calc. Var. Partial Differ. Equ. 62 (2023), #233].
The purpose of this note is to collect in one place a few results about simple random walk and Brownian motion which are often useful. These include standard results such as Beurling estimates, large deviation estimates, and a method for…
We consider random walks with finite second moment which drifts to $-\infty$ and have heavy tail. We focus on the events when the minimum and the final value of this walk belong to some compact set. We first specify the associated…
We introduce a novel operator to describe a random walk process on a simplicial complex. Walkers are allowed to wonder across simplices of various dimensions, bridging nodes to edges, and edges to triangles, via a nested organization that…