Related papers: Extreme value statistics from the Real Space Renor…
We analyze a semi-infinite one-dimensional random walk process with a biased motion that is incremental in one direction and long-range in the other. On a network with a fixed hierarchy of long-range jumps, we find with exact…
We establish universality for the largest singular values of products of random matrices with right unitarily invariant distributions, in a regime where the number of matrix factors and size of the matrices tend to infinity simultaneously.…
The numerical renormalization group (NRG) is rephrased as a variational method with the cost function given by the sum of all the energies of the effective low-energy Hamiltonian. This allows to systematically improve the spectrum obtained…
We introduce a resetting Brownian bridge as a simple model to study search processes where the total search time $t_f$ is finite and the searcher returns to its starting point at $t_f$. This is simply a Brownian motion with a Poissonian…
We extend the real-space renormalization group (RG) approach to the study of the energy level statistics at the integer quantum Hall (QH) transition. Previously it was demonstrated that the RG approach reproduces the critical distribution…
In this article, we generalize the recent Discrete Time Random Walk (DTRW) algorithm, which was introduced for the computation of probability densities of fractional diffusion. Although it has the same computational complexity and shares…
We address the theory of records for integrated random walks with finite variance. The long-time continuum limit of these walks is a non-Markov process known as the random acceleration process or the integral of Brownian motion. In this…
Fractional Brownian motion is a self-affine, non-Markovian and translationally invariant generalization of Brownian motion, depending on the Hurst exponent $H$. Here we investigate fractional Brownian motion where both the starting and the…
We consider discrete-time evolution equations in which the stochastic operator of a classical random walk is replaced by a unitary operator. Such a problem has gained much attention as a framework for coined quantum walks that are essential…
A recently introduced extension of the Corner Transfer Matrix Renormalisation Group (CTMRG) method useful for the study of self-avoiding walk type models is presented in detail and applied to a class of interacting self-avoiding walks due…
In the context of tensor network states, we for the first time reformulate the corner transfer matrix renormalization group (CTMRG) method into a variational bilevel optimization algorithm. The solution of the optimization problem…
Consider a one dimensional simple random walk $X=(X_n)_{n\geq0}$. We form a new simple symmetric random walk $Y=(Y_n)_{n\geq0}$ by taking sums of products of the increments of $X$ and study the two-dimensional walk…
Standard continuous time random walk (CTRW) models are renewal processes in the sense that at each jump a new, independent pair of jump length and waiting time are chosen. Globally, anomalous diffusion emerges through action of the…
It is well known that the weak limit of a suitably scaled continuous-time random walk (CTRW) is the Brownian motion. We investigate the convergence of certain patterned random matrices whose entries are independent CTRWs and their…
We analyze the renormalization-group (RG) flows of two effective Lagrangians, one for measurement induced transitions of monitored quantum systems and one for entanglement transitions in random tensor networks. These Lagrangians, previously…
This paper is concerned with the limit laws of the extreme order statistics derived from a symmetric Laplace walk. We provide two different descriptions of the point process of the limiting extreme order statistics: a branching…
The step-reinforced random walk (SRRW), where each step may replicate a randomly chosen past step, exhibits complex dependencies on the history. This paper introduces a generalized SRRW on groups, incorporating arbitrary transformations of…
We present an extension of the corner transfer matrix renormalisation group (CTMRG) method to O(n) invariant models, with particular interest in the self-avoiding walk class of models (O(n=0)). The method is illustrated using an interacting…
We extend to the vector-valued situation some earlier work of Ciesielski and Roynette on the Besov regularity of the paths of the classical Brownian motion. We also consider a Brownian motion as a Besov space valued random variable. It…
Continuous time random walks (CTRWs) are used in physics to model anomalous diffusion, by incorporating a random waiting time between particle jumps. In finance, the particle jumps are log-returns and the waiting times measure delay between…