Related papers: Patterns in Sinai's walk
We analyze random walk in the upper half of a three dimensional lattice which goes down whenever it encounters a new vertex, a.k.a. excited random walk. We show that it is recurrent with an expected number of returns of square-root log n.
A random walk with counterbalanced steps is a process of partial sums $\check S(n)=\check X_1+ \cdots + \check X_n$ whose steps $\check X_n$ are given recursively as follows. For each $n\geq 2$, with a fixed probability $p$, $\check X_n$ is…
In this paper, we study the scaling limit of a class of random walks which behave like simple random walks outside of a bounded region around the origin and which are subject to a partial reflection near the origin. If the probability of…
We consider a random walk $S$ in the domain of attraction of a standard normal law $Z$, \textit{ie} there exists a positive sequence $a_n$ such that $S_n/a_n$ converges in law towards $Z$. The main result of this note is that the rescaled…
We investigate a tight binding quantum walk on a graph. Repeated stroboscopic measurements of the position of the particle yield a measured "trajectory", and a combination of classical and quantum mechanical properties for the walk are…
There is a condition (T'), such that it is the necessary condition that a random walk in random environment is ballistic. Under this condition, we show the law of the iterated logarithm for a random walk in random environment.
We construct a renewal structure for random walks on surface groups. The renewal times are defined as times when the random walks enters a particular type of a cone and never leaves it again. As a consequence, the trajectory of the random…
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…
A functional approach for the study of the random walks in random sceneries (RWRS) is proposed. Under fairly general assumptions on the random walk and on the random scenery, functional limit theorems are proved. The method allows to study…
We explore relations between cyclic sequences determined by a quadratic difference relation, cyclotomic polynomials, Eulerian digraphs and walks in the plane. These walks correspond to closed paths for which at each step one must turn…
We consider the distribution of the duration time, the time elapsed since it began, of a diffusion process given its present position, under the assumption that the process began at the origin. For unbiased diffusion, the distribution does…
Quantum walks are standard tools for searching graphs for marked vertices, and they often yield quadratic speedups over a classical random walk's hitting time. In some exceptional cases, however, the system only evolves by sign flips,…
The class of random walks in one dimension, returning to the origin, restricted by the requirement that any site visited (different from the origin) is visited an even number of times, is analyzed in the present note. We call this class the…
Quantum walks can reconstruct quantum algorithms for quantum computation, where the precise controls of quantum state transfers between arbitrary distant sites are required. Here, we investigate quantum walks using a periodically…
The rotor walk is a derandomized version of the random walk on a graph. On successive visits to any given vertex, the walker is routed to each of the neighboring vertices in some fixed cyclic order, rather than to a random sequence of…
The analysis of logarithmic return distributions defined over large time scales is crucial for understanding the long-term dynamics of asset price movements. For large time scales of the order of two trading years, the anticipated Gaussian…
We consider an i.i.d. random environment with a strong form of transience on the two dimensional integer lattice. Namely, the walk always moves forward in the y-direction. We prove a functional CLT for the quenched expected position of the…
The set of visited sites and the number of visited sites are two basic properties of the random walk trajectory. We consider two independent random walks on a hyper-cubic lattice and study ordering probabilities associated with these…
The extremely fascinating behaviors of the quantum walks of particles, which differ much from the classical counterparts, have attracted many physicists. Here we investigate another interesting part of the quantum walks, that is the quantum…
Random walks are powerful tools to analyze spatial-temporal patterns produced by living organisms ranging from cells to humans. At the same time, it is evident that these patterns are not completely random but are results of a convolution…