Related papers: Khintchine-Pollaczek formula for random walks whos…
We consider the small deviation probability for random walk with time-inhomogeneous random environment. Compared with the result in Mogul'ski\u{\i} (1974) for the i.i.d. random walk, the rate is smaller (due to the random environment),…
In queuing theory, it is usual to have some models with a "reset" of the queue. In terms of lattice paths, it is like having the possibility of jumping from any altitude to zero. These objects have the interesting feature that they do not…
Random walks in a finite Abelian group $G$ are studied. They use Markov chains with doubly stochastic transition matrices, in a Birkhoff subpolytope ${\cal B}(G)$ associated with the group $G$. It is shown that all future probability…
This paper presents a simple model that mimics quantum mechanics (QM) results in terms of probability fields of free particles subject to self-interference, without using Schroedinger equation or complex wavefunctions. Unlike the standard…
Random walks in random scenery are processes defined by $Z_n:=\sum_{k=1}^n\xi_{X_1+...+X_k}$, where $(X_k,k\ge 1)$ and $(\xi_y,y\in\mathbb Z)$ are two independent sequences of i.i.d. random variables. We suppose that the distributions of…
A novel version of the Continuous-Time Random Walk (CTRW) model with memory is developed. This memory means the dependence between arbitrary number of successive jumps of the process, while waiting times between jumps are considered as…
This letter treats the quantum random walk on the line determined by a 2 times 2 unitary matrix U. A combinatorial expression for the mth moment of the quantum random walk is presented by using 4 matrices, P, Q, R and S given by U. The…
We study a one-dimensional Markov modulated random walk with jumps. It is assumed that amplitudes of jumps as well as a chosen velocity regime are random and depend on a time spent by the process at a previous state of the underlying Markov…
The treatment of two-dimensional random walks in the quarter plane leads to Markov processes which involve semi-infinite matrices having Toeplitz or block Toeplitz structure plus a low-rank correction. Finding the steady state probability…
We consider shock measures in a class of conserving stochastic particle systems on Z. These shock measures have a product structure with a step-like density profile and include a second class particle at the shock position. We show for the…
We prove a Kahane-Khinchin type result with a few random vectors, which are distributed independently with respect to an arbitrary log-concave probability measure on $\R^n$. This is an application of small ball estimate and Chernoff's…
Contrary to the theory of Markov processes, no general theory exists for the so called nonlinear Markov processes. We study an example of "nonlinear Markov process" related to classical probability theory, merely to random walks. This model…
We report on a closed-form expression for the survival probability of a discrete 1D biased random walk to not return to its origin after N steps. Our expression is exact for any N, including the elusive intermediate range, thereby allowing…
We formulate a framework for discrete-time quantum walks, motivated by classical random walks with memory. We present a specific representation of the classical walk with memory 2 on which this is based. The framework has no need for coin…
To what extent is the underlying distribution of a finitely supported unbiased random walk on $\mathbb{Z}$ determined by the sequence of times at which the walk returns to the origin? The main result of this paper is that, in various…
We prove tail estimates for variables $\sum_i f(X_i)$, where $(X_i)_i$ is the trajectory of a random walk on an undirected graph (or, equivalently, a reversible Markov chain). The estimates are in terms of the maximum of the function $f$,…
Random walk has wide applications in many fields, such as machine learning, biology, physics, and chemistry. Random walk can be discrete or continuous in time and space. Asymmetric random walk could be described by drift-diffusion equation.…
We study the properties of random walks on complex trees. We observe that the absence of loops reflects in physical observables showing large differences with respect to their looped counterparts. First, both the vertex discovery rate and…
Random walks behave very differently for classical and quantum particles. Here we unveil a ubiquitous distinctive behavior of random walks of a photon in a one-dimensional lattice in the presence of a finite number of traps, at which the…
We investigate a connection between a property of the distribution and a conserved quantity for the reversible cellular automaton derived from a discrete-time quantum walk in one dimension. As a corollary, we give a detailed information of…