Related papers: From the long jump random walk to the fractional L…

The aim of this paper is two-fold: first, we look at the fractional Laplacian and the conformal fractional Laplacian from the general framework of representation theory on symmetric spaces and, second, we construct new boundary operators…

For a random walk defined for a doubly infinite sequence of times, we let the time parameter itself be an integer-valued process, and call the orginal process a random walk at random time. We find the scaling limit which generalizes the…

Some asymptotic properties of a Brownian motion in multifractal time, also called multifractal random walk, are established. We show the almost sure and $L^1$ convergence of its structure function. This is an issue directly connected to the…

We consider a random walk on top of the contact process on $\mathbb{Z}^d$ with $d\geq 1$. In particular, we focus on the "contact process as seen from the random walk". Under the assumption that the infection rate of the contact process is…

We consider the fractional Laplacian on a domain and investigate the asymptotic behavior of its eigenvalues. Extending methods from semi-classical analysis we are able to prove a two-term formula for the sum of eigenvalues with the leading…

It is known that after scaling a random Motzkin path converges to a Brownian excursion. We prove that the fluctuations of the counting processes of the ascent steps, the descent steps and the level steps converge jointly to linear…

Random walks over directed graphs are used to model activities in many domains, such as social networks, influence propagation, and Bayesian graphical models. They are often used to compute the importance or centrality of individual nodes…

This note contains old instead of new results about random walks on groups, which may serve as a small supplement to the author's monograph ``Random Walks on Infinite Graphs and Groups'' (Cambridge Univ. Press 2000/2009). First, we exhibit…

We consider a fractional counting process with jumps of amplitude $1,2,\ldots,k$, with $k\in \mathbb{N}$, whose probabilities satisfy a suitable system of fractional difference-differential equations. We obtain the moment generating…

This paper presents a simple model that mimics quantum mechanics (QM) results in terms of probability fields of free particles subject to self-interference, without using Schr\"{o}dinger equation or wavefunctions. Unlike the standard QM…

Suppose that $(X,Y,Z)$ is a random walk in $\mathbb{Z}^3$ that moves in the following way: on the first visit to a vertex only $Z$ changes by $\pm 1$ equally likely, while on later visits to the same vertex $(X,Y)$ performs a…

We study a one-dimensional random walk with memory in which the step lengths to the left and to the right evolve at each step in order to reduce the wandering of the walker. The feedback is quite efficient and lead to a non-diffusive walk.…

The fractional Fokker-Planck system with multiple internal states is derived in [Xu and Deng, Math. Model. Nat. Phenom., $\mathbf{13}$, 10 (2018)], where the space derivative is Laplace operator. If the jump length distribution of the…

We consider a recurrent random walk of i.i.d. increments on the one-dimensional integer lattice and obtain a formula relating the hitting distribution of a half-line with the potential function, $a(x)$, of the random walk. Applying it, we…

Using the method of the Laplace transform, we consider fractional oscillations. They are obtained by the time-clock randomization of ordinary harmonic vibrations. In contrast to sine and cosine, the functions describing the fractional…

Quantum walks provide simple models of various fundamental processes. It is pivotal to know when the dynamics underlying a walk lead to quantum advantages just by examining its statistics. A walk with many indistinguishable particles and…

The two-thirds power law is a link between angular speed $\omega$ and curvature $\kappa$ observed in voluntary human movements: $\omega$ is proportional to $\kappa^{2/3}$. Squared jerk is known to be a Lagrangian leading to the latter law.…

We investigate reflected random walks in the quarter plane, with particular emphasis on the time spent along the reflection boundary axes. Assuming the drift of the random walk lies within the cone, the local time converges -- without the…

We consider a random walk of $n$ steps starting at $x_0=0$ with a double exponential (Laplace) jump distribution. We compute exactly the distribution $p_{k,n}(\Delta)$ of the gap $d_{k,n}$ between the $k^{\rm th}$ and $(k+1)^{\rm th}$…

As a model of market price, we introduce a new type of random walk in a moving potential which is approximated by a quadratic function with its center given by the moving average of its own trace. The properties of resulting random walks…