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In this paper, martingales related to simple random walks and their maximum process are investigated. First, a sufficient condition under which a function with three arguments, time, the random walk, and its maximum process becomes a…

Probability · Mathematics 2022-11-11 Takahiko Fujita , Shotaro Yagishita , Naohiro Yoshida

Motivated by various recent experimental findings, we propose a dynamical model of intermittently self-propelled particles: active particles that recurrently switch between two modes of motion, namely an active run-state and a turn state,…

Soft Condensed Matter · Physics 2025-10-30 Agniva Datta , Carsten Beta , Robert Großmann

We obtain an exact formula for the first-passage time probability distribution for random walks on complex networks using inverse Laplace transform. We write the formula as the summation of finitely many terms with different frequencies…

Statistical Mechanics · Physics 2018-12-17 Mucong Ding , Kwok Yip Szeto

We consider a variant of random walks on finite groups. At each step, we choose an element from a set of generators ("directions") uniformly, and an integer from a power law ("speed") distribution associated with the chosen direction. We…

Probability · Mathematics 2022-03-14 Laurent Saloff-Coste , Yuwen Wang

Quantum random walks, - coined, lattice ones, - exhibit ballistic behavior with fascinating asymptotic patterns of the amplitudes. We show that averaging over the coins (using the Haar measure), these patterns blend into a spline. Also, we…

Mathematical Physics · Physics 2021-08-11 Yuliy Baryshnikov

We introduce a fractional calculus on time scales using the theory of delta (or nabla) dynamic equations. The basic notions of fractional order integral and fractional order derivative on an arbitrary time scale are proposed, using the…

Classical Analysis and ODEs · Mathematics 2010-12-08 Nuno R. O. Bastos , Dorota Mozyrska , Delfim F. M. Torres

In this paper we consider a stochastic process that may experience random reset events which bring suddenly the system to the starting value and analyze the relevant statistical magnitudes. We focus our attention on monotonous…

Mathematical Physics · Physics 2013-01-21 Miquel Montero , Javier Villarroel

This note describes recent results on the localization properties of Random Quantum Walks on the d-dimensional lattice in a regime analogous to the large disorder regime by means of the Fractional Moments Method adapted to the unitary…

Mathematical Physics · Physics 2012-09-20 Alain Joye

We provide a characterization of perfect state transfer in a quantum walk whose Hamiltonian is given by the normalized Laplacian. We discuss a connection between classical random walks and quantum walks only present in this model, and we…

Quantum Physics · Physics 2022-09-13 Gabriel Coutinho , Pedro Ferreira Baptista

In a recent paper, K. Raschel and R. Garbit proved that the exponential decreasing rate of the probability that a random walk (with all exponential moments) stays in a $d$-dimensional orthant is given by the minimum on this orthant of the…

Probability · Mathematics 2015-09-14 Rodolphe Garbit

We consider the possible visits to visible points of a random walker moving up and right in the integer lattice (with probability $\alpha$ and $1-\alpha$, respectively) and starting from the origin. We show that, almost surely, the…

Number Theory · Mathematics 2015-12-16 Javier Cilleruelo , José L. Fernández , Pablo Fernández

A deterministic walk in a random environment can be understood as a general random process with finite-range dependence that starts repeating a loop once it reaches a site it has visited before. Such process lacks the Markov property. We…

Probability · Mathematics 2012-10-15 Ivan Matic

Recently, quantized versions of random walks have been explored as effective elements for quantum algorithms. In the simplest case of one dimension, the theory has remained divided into the discrete-time quantum walk and the continuous-time…

Quantum Physics · Physics 2009-11-13 Frederick W. Strauch

Recently, Hammond and Sheffield introduced a model of correlated random walks that scale to fractional Brownian motions with long-range dependence. In this paper, we consider a natural generalization of this model to dimension $d\geq 2$. We…

Probability · Mathematics 2015-04-21 Hermine Biermé , Olivier Durieu , Yizao Wang

Exploiting the coherent medium approximation, random walk among sites distributed randomly in space is investigated when the jump rate depends on the distance between two adjacent sites. In one dimension, it is shown that when the jump rate…

Statistical Mechanics · Physics 2021-09-27 Takashi Odagaki

First, we prove a \emph{local almost sure central limit theorem} for lattice random walks in the plane. The corresponding version for random walks in the line was considered by the author in \cite{5}. This gives us a quantitative version of…

Probability · Mathematics 2014-05-13 Nuno Luzia

We consider the hierarchic tree Random Energy Model with continuous branching and calculate the moments of the corresponding partition function. We establish the multifractal properties of those moments. We derive formulas for the normal…

Statistical Mechanics · Physics 2015-06-12 David B. Saakian

We define an infinite class of unitary transformations between position and momentum fractional spaces, thus generalizing the Fourier transform to a special class of fractal geometries. Each transform diagonalizes a unique Laplacian…

Mathematical Physics · Physics 2015-03-20 Gianluca Calcagni , Giuseppe Nardelli

We consider quantum systems described by the fractional powers of the negative Laplacian and the interaction potentials. When a slowly decaying potential function is given, we prove the nonexistence of the wave operators, under the…

Mathematical Physics · Physics 2018-04-24 Atsuhide Ishida

Transport phenomena are ubiquitous in nature and known to be important for various scientific domains. Examples can be found in physics, electrochemistry, heterogeneous catalysis, physiology, etc. To obtain new information about diffusive…

Probability · Mathematics 2007-05-23 Denis S. Grebenkov