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We construct the conditional versions of a multidimensional random walk given that it does not leave the Weyl chambers of type C and of type D, respectively, in terms of a Doob h-transform. Furthermore, we prove functional limit theorems…

Probability · Mathematics 2009-11-04 Wolfgang Koenig , Patrick Schmid

We consider the continuous-time quantum walk defined on the adjacency matrix of a graph. At each instant, the walk defines a mixing matrix which is doubly-stochastic. The average of the mixing matrices contains relevant information about…

Combinatorics · Mathematics 2017-09-13 Gabriel Coutinho , Chris Godsil , Krystal Guo , Hanmeng Zhan

Many important transport phenomena are described by simple mathematical models rooted in the diffusion equation. Geometrical constraints present in such phenomena often have influence of a universal sort and manifest themselves in scaling…

Statistical Mechanics · Physics 2007-05-23 Michael Slutsky

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,…

Quantum Physics · Physics 2017-05-05 Thomas G. Wong , Raqueline A. M. Santos

We consider the limit distributions of open quantum random walks on one-dimensional lattice space. We introduce a dual process to the original quantum walk process, which is quite similar to the relation of Schr\"odinger-Heisenberg…

Mathematical Physics · Physics 2015-06-11 Norio Konno , Hyun Jae Yoo

Random walks on bounded degree expander graphs have numerous applications, both in theoretical and practical computational problems. A key property of these walks is that they converge rapidly to their stationary distribution. In this work…

Computational Complexity · Computer Science 2016-09-15 Tali Kaufman , David Mass

We consider a system of independent one-dimensional random walks in a common random environment under the condition that the random walks are transient with positive speed $v_P$. We give upper bounds on the quenched probability that at…

Probability · Mathematics 2016-06-14 Jonathon Peterson

Incorporating higher-order interactions in information processing enables us to build more accurate models, gain deeper insights into complex systems, and address real-world challenges more effectively. However, existing methods, such as…

Quantum Physics · Physics 2024-04-25 Ryu Hayakawa , Kuo-Chin Chen , Min-Hsiu Hsieh

We consider a model for a one-sided limit order book proposed by Lakner et al. We show that it can be coupled with a branching random walk and use this coupling to answer a non-trivial question about the long-term behavior of the price. The…

Probability · Mathematics 2013-10-02 Florian Simatos

We present a theoretical framework for the analysis of amplitude transfer in Quantum Variational Algorithms (QVAs) for combinatorial optimisation with mixing unitaries defined by vertex-transitive graphs, based on their continuous-time…

Quantum Physics · Physics 2024-06-24 Edric Matwiejew , Jingbo B. Wang

We study the asymptotic behavior of a multidimensional random walk in a general cone. We find the tail asymptotics for the exit time and prove integral and local limit theorems for a random walk conditioned to stay in a cone. The main step…

Probability · Mathematics 2015-06-04 Denis Denisov , Vitali Wachtel

We consider a random walk with a negative drift and with a jump distribution which under Cram\'er's change of measure belongs to the domain of attraction of a spectrally positive stable law. If conditioned to reach a high level and suitably…

Probability · Mathematics 2012-08-20 Sergey G. Foss , Anatolii A. Puhalskii

Quantum walks obey unitary dynamics: they form closed quantum systems. The system becomes open if the walk suffers from imperfections represented as missing links on the underlying basic graph structure, described by dynamical percolation.…

Quantum Physics · Physics 2012-07-11 Bálint Kollár , Tamás Kiss , Jaroslav Novotný , Igor Jex

We consider a two-state quantum walk on a line where after the first step an absorbing sink is placed at the origin. The probability of finding the walker at position $j$, conditioned on that it has not returned to the origin, is…

Quantum Physics · Physics 2018-08-08 Mohamed Sabri , Etsuo Segawa , Martin Stefanak

A step-reinforced random walk is a discrete-time stochastic process with long-range dependence. At each step, with a fixed probability $\alpha$, the so-called positively step-reinforced random walk repeats one of its previous steps, chosen…

Probability · Mathematics 2025-05-01 Rafik Aguech , Samir Ben Hariz , Mohamed El Machkouri , Youssef Faouzi

Quantum walks provide simple models of various fundamental processes. It is pivotal to know when the dynamics underlying a walk lead to quantum advantages just by examining its statistics. A walk with many indistinguishable particles and…

Quantum Physics · Physics 2015-11-03 Magdalena Stobińska , Peter P. Rohde , Paweł Kurzyński

We consider a random walk $\{S_n\}_{n\in \mathbb{N}}$ in time-inhomogeneous random environment $\xi$. For almost each realization of $\xi$, we formulate a quenched harmonic function, based on which we can define the random walk in random…

Probability · Mathematics 2022-11-29 Wenming Hong , Shengli Liang

We study a natural random walk on the $n \times n$ upper triangular matrices, with entries in $\mathbb{Z}/m \mathbb{Z}$, generated by steps which add or subtract a uniformly random row to the row above. We show that the mixing time of this…

Probability · Mathematics 2025-02-03 Evita Nestoridi , Allan Sly

The Z_k parafermionic conformal field theories, despite the relative complexity of their modes algebra, offer the simplest context for the study of the bases of states and their different combinatorial representations. Three bases are…

High Energy Physics - Theory · Physics 2014-11-18 Pierre Mathieu

Random walk is one of the most classical and well-studied model in probability theory. For two correlated random walks on lattice, every step of the random walks has only two states, moving in the same direction or moving in the opposite…

Probability · Mathematics 2018-08-17 Tianyao Chen , Xue Cheng , Jingping Yang
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