Related papers: Eigenvectors for a random walk on a hyperplane arr…
Sums of walks for charged particles (e.g. Hofstadter electrons) on a square lattice in the presence of a magnetic field are evaluated. Returning loops are systematically added to directed paths to obtain the unrestricted propagators.…
This paper introduces a run-and-tumble model with self-reinforcing directionality and rests. We derive a single governing hyperbolic partial differential equation for the probability density of random walk position, from which we obtain the…
We consider a discrete random walk on a diagonal lattice in two and three dimensions and obtain explicit solutions of absorption probabilities and probabilities of return in several domains. In three dimensions we consider both the cube and…
Consider a random matrix of size $N$ as an additive deformation of the complex Ginibre ensemble under a deterministic matrix $X_0$ with a finite rank, independent of $N$. When some eigenvalues of $X_0$ separate from the unit disk, outlier…
We consider the $1$-dimensional reflected Brownian motion and $3$-dimensional Bessel process and the general models. By decomposing the hitting times of consecutive sites into loops, we obtain identities, called loop identities, for the…
Random walks on the circle group $\mathbb{R}/\mathbb{Z}$ whose elementary steps are lattice variables with span $\alpha \not\in \mathbb{Q}$ or $p/q \in \mathbb{Q}$ taken mod $\mathbb{Z}$ exhibit delicate behavior. In the rational case we…
We study the diffusion phenomena on the negatively curved surface made up of congruent heptagons. Unlike the usual two-dimensional plane, this structure makes the boundary increase exponentially with the distance from the center, and hence…
We give a construction of creation operators responsible for appearance of Bethe vectors with the same eigenvalues of the transfer-matrix for the inhomogeneous arbitrary spin XXZ model at roots of unity with particular quasiperiodic…
Given integers $d \geq 2, n \geq 1$, we consider affine random walks on torii $(\mathbb{Z} / n \mathbb{Z})^{d}$ defined as $X_{t+1} = A X_{t} + B_{t} \mod n$, where $A \in \mathrm{GL}_{d}(\mathbb{Z})$ is an invertible matrix with integer…
In this thesis we introduce a new type of card shuffle called the one-sided transposition shuffle. At each step a card is chosen uniformly from the pack and then transposed with another card chosen uniformly from below it. This defines a…
Random Matrix theory has become a field on its own with a breadth of new results, techniques, and ideas in the last thirty years. In these proceedings of the 8ECM 2021, I illustrate some of these advances by describing what is known about…
We compute the joint distributions of arbitrary numbers of eigenvectors of real and complex symmetric random tensors by the quantum field theoretical methods which were previously used to compute the mean distributions. We obtain the random…
This paper gives sharp rates of convergence for natural versions of the Metropolis algorithm for sampling from the uniform distribution on a convex polytope. The singular proposal distribution, based on a walk moving locally in one of a…
We generalize random-to-random shuffling from a Markov chain on the symmetric group to one on the Type A Iwahori Hecke algebra, and show that its eigenvalues are polynomials in q with non-negative integer coefficients. Setting q=1 recovers…
Planar run-and-tumble walks with orthogonal directions of motion are considered. After formulating the problem with generic transition probabilities among the orientational states, we focus on the symmetric case, giving general expressions…
Random walks are ubiquitous in the sciences, and they are interesting from both theoretical and practical perspectives. They are one of the most fundamental types of stochastic processes; can be used to model numerous phenomena, including…
Let $F$ be a finite field of odd number of elements. Let $F(\sqrt{\delta})$ be its quadratic extension. $F(\sqrt{\delta})-F$ is the so-called finite Poincare plane. This paper relates the bases of eigenfunctions constructed by Evans and by…
We identify a fundamental phenomenon of heterogeneous one dimensional random walks: the escape (traversal) time is maximized when the heterogeneity in transition probabilities forms a pyramid-like potential barrier. This barrier corresponds…
Spectral methods that are based on eigenvectors and eigenvalues of discrete graph Laplacians, such as Diffusion Maps and Laplacian Eigenmaps are often used for manifold learning and non-linear dimensionality reduction. It was previously…
The two major discrete time formulations for quantum walks, coined and scattering, are unitarily equivalent for arbitrary position dependent transition amplitudes and any topology (PRA {\bf 80}, 052301 (2009)). Although the proof explicit…