Related papers: On the importance sampling of self-avoiding walks

The mean squared displacement has been widely used as the primary metric for comparing quantum and classical random walks, with quantum walks showing quadratic scaling versus linear scaling for classical walks. However, this comparison may…

Although stochastic models driven by latent Markov processes are widely used, the classical importance sampling methods based on the exponential tilting for these models suffers from the difficulties in computing the eigenvalues and…

A prototypical problem on which techniques for exact enumeration are tested and compared is the enumeration of self-avoiding walks. Here, we show an advance in the methodology of enumeration, making the process thousands or millions of…

We study the order statistics of a random walk (RW) of $n$ steps whose jumps are distributed according to symmetric Erlang densities $f_p(\eta)\sim |\eta|^p \,e^{-|\eta|}$, parametrized by a non-negative integer $p$. Our main focus is on…

We consider a discrete time quantum walker in one dimension, where at each step, the step length $\ell$ is chosen from a distribution $P(\ell) \propto \ell^{-\delta -1}$ with $\ell \leq \ell_{max}$. We evaluate the probability $f(x,t)$ that…

A finite ergodic Markov chain exhibits cutoff if its distance to equilibrium remains close to its initial value over a certain number of iterations and then abruptly drops to near 0 on a much shorter time scale. Originally discovered in the…

We present a novel quasi-Monte Carlo mechanism to improve graph-based sampling, coined repelling random walks. By inducing correlations between the trajectories of an interacting ensemble such that their marginal transition probabilities…

A family of walks confined to the first orthant whose defining stepset has drift outside of the region can be challenging to sample uniformly at random for large lengths. We address this by generalizing the 2D walk sampler of Lumbroso et…

Many classical randomized algorithms (e.g., approximation algorithms for #P-complete problems) utilize the following random walk algorithm for {\em almost uniform sampling} from a state space $S$ of cardinality $N$: run a symmetric ergodic…

In recent years there has been substantial development in algorithms for quantum phase estimation. In this work we provide a new approach to online Bayesian phase estimation that achieves Heisenberg limited scaling that requires…

We consider a random walk in an i.i.d. random environment on Zd and study properties of its large deviation rate function at the origin. It was proved by Comets, Gantert and Zeitouni in dimension d = 1 in 1999 and later by Varadhan in…

We introduce a model of self-repelling random walks where the short-range interaction between two elements of the chain decreases as a power of the difference in proper time. Analytic results on the exponent $\nu$ are obtained. They are in…

We introduce an efficient nonreversible Markov chain Monte Carlo algorithm to generate self-avoiding walks with a variable endpoint. In two dimensions, the new algorithm slightly outperforms the two-move nonreversible Berretti-Sokal…

We study the asymptotic behaviour of the probability that a weighted sum of centered i.i.d. random variables X_k does not exceed a constant barrier. For regular random walks, the results follow easily from classical fluctuation theory,…

We present an analytical approach to study simple symmetric random walks (RWs) on a crossing geometry consisting of a plane square lattice crossed by $n_l$ number of lines that all meet each other at a single point (the origin) on the…

Let $h:[0,1]\to\mathbb{R}$ be $C^2$ and such that $\sup_{[0,1]} h''<0$. For a (large) positive integer $n$, set $h_n(k) = n h(k/n)$ for any $k\in\{0,\dots,n\}$. We consider a random walk $(S_k)_{k\geq 0}$ with i.i.d.\ centred increments…

The parametric maximum likelihood estimation problem is addressed in the context of quantum walk theory for quantum walks on the lattice of integers. A coin action is presented, with the real parameter $\theta$ to be estimated identified…

A celebrated problem in numerical analysis is to consider Brownian motion originating at the centre of a $10 \times 1$ rectangle, and to evaluate the ratio of probabilities of a Brownian path hitting the short ends of the rectangle before…

We recently published [J. Phys A: Math. Theor. {\bf 45} 115202 (2012)] a new and more efficient implementation of a transfer-matrix algorithm for exact enumerations of self-avoiding polygons. Here we extend this work to the enumeration of…

Various types of walks on complex networks have been used in recent years to model search and navigation in several kinds of systems, with particular emphasis on random walks. This gives valuable information on network properties, but…