Related papers: Parrondo-like behavior in continuous-time random w…
Effect of noise in inducing order on various chaotically evolving systems is reviewed, with special emphasis on systems consisting of coupled chaotic elements. In many situations it is observed that the uncoupled elements when driven by…
Continuous Time Random Maxima (CTRM) are a generalization of classical extreme value theory: Instead of observing random events at regular intervals in time, the waiting times between the events are also random variables with arbitrary…
The randomized play-the-winner rule (RPW) is a response-adaptive design proposed by Wei and Durham (1978) for sequentially randomizing patients to treatments in a two-treatment clinical trial so that more patients are assigned to the better…
The role of classical noise in quantum walks (QW) on integers is investigated in the form of discrete dichotomic random variable affecting its reshuffling matrix parametrized as a SU2)/U(1) coset element. Analysis in terms of quantum…
We show that, in a broad class of continuous time random walks (CTRW), a small external field can turn diffusion from standard into anomalous. We illustrate our findings in a CTRW with trapping, a prototype of subdiffusion in disordered and…
Inspired by the flashing ratchet, Parrondo's game presents an apparently paradoxical situation. Parrondo's game consists of two individual games, game A and game B. Game A is a slightly losing coin-tossing game. Game B has two coins, with…
Recently, in ["The coin-turning walk and its scaling limit", Electronic Journal of Probability, 25 (2020)], the ``coin-turning walk'' was introduced on ${\mathbb Z}$. It is a non-Markovian process where the steps form a (possibly)…
Applied to statistical physics models, the random cost algorithm enforces a Random Walk (RW) in energy (or possibly other thermodynamic quantities). The dynamics of this procedure is distinct from fixed weight updates. The probability for a…
Continuous time random walks (CTRW) on finite arbitrarily inhomogeneous chains are studied. By introducing a technique of counting all possible trajectories, we derive closed-form solutions in Laplace space for the Green's function and for…
In high-frequency financial data not only returns, but also waiting times between consecutive trades are random variables. Therefore, it is possible to apply continuous-time random walks (CTRWs) as phenomenological models of the…
We pursue the possible connections between classical games and quantum computation. The Parrondo game is one in which a random combination of two losing games produces a winning game. We introduce novel realizations of this Parrondo effect…
Quantum walks are powerful tools not only to construct the quantum speedup algorithms but also to describe specific models in physical processes. Furthermore, the discrete time quantum walk has been experimentally realized in various…
We introduce the quantum stochastic walk (QSW), which determines the evolution of generalized quantum mechanical walk on a graph that obeys a quantum stochastic equation of motion. Using an axiomatic approach, we specify the rules for all…
Many stochastic time series can be modelled by discrete random walks in which a step of random sign but constant length $\delta x$ is performed after each time interval $\delta t$. In correlated discrete time random walks (CDTRWs), the…
In this note we study dynamical random walks (DRW) with internal states. We consider a particle which performs a dynamical random walk on $\mathbb{Z}$ and whose local dynamics is given by expanding maps. We provide sufficient conditions for…
The random walk is a fundamental stochastic process that underlies many numerical tasks in scientific computing applications. We consider here two neural algorithms that can be used to efficiently implement random walks on spiking…
We study random walk on complex networks with transition probabilities which depend on the current and previously visited nodes. By using an absorbing Markov chain we derive an exact expression for the mean first passage time between pairs…
Stochastic resonance is a non-linear phenomenon, in which the sensitivity of signal detectors can be enhanced by adding random noise to the detector input. Here, we demonstrate that noise can also improve the information flux in recurrent…
We introduce a one-dimensional random walk, which at each step performs a reinforced dynamics with probability $\theta$ and with probability $1 - \theta$, the random walk performs a step independent of the past. We analyse its asymptotic…
We introduce a novel loss function, Covariance Loss, which is conceptually equivalent to conditional neural processes and has a form of regularization so that is applicable to many kinds of neural networks. With the proposed loss, mappings…