Related papers: Correction: Limit theorems for coupled continuous …
We study the random walk $X$ on the range of a simple random walk on $\mathbb{Z}^d$ in dimensions $d\geq 4$. When $d\geq 5$ we establish quenched and annealed scaling limits for the process $X$, which show that the intersections of the…
A detailed study is presented for a large class of uncoupled continuous-time random walks (CTRWs). The master equation is solved for the Mittag-Leffler survival probability. The properly scaled diffusive limit of the master equation is…
Continuous time random walks (CTRWs) are used in physics to model anomalous diffusion, by incorporating a random waiting time between particle jumps. In finance, the particle jumps are log-returns and the waiting times measure delay between…
We give conditions for the exactness of Rokhlin endomorphisms, apply these to random walks on locally compact, second countable topological groups and obtain that the action on the Poisson boundary of an adapted random walk on such a group…
We study the asymptotic behaviour of additive functionals of random walks in random scenery. We establish bounds for the moments of the local time of the Kesten and Spitzer process.These bounds combined with a previous moment convergence…
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…
We correct a simple error in Percolation on random Johnson-Mehl tessellations and related models, Probability Theory and Related Fields 140 (2008), 417-468. (See also arXiv:math/0610716)
Correction for Error estimates for binomial approximations of game options [math.PR/0607123]
Given a random walk $(S_n)$ with typical step distributed according to some fixed law and a fixed parameter $p \in (0,1)$, the associated positively step-reinforced random walk is a discrete-time process which performs at each step, with…
We consider the dynamical properties of Quantum Walks defined on the d-dimensional cubic lattice, or the homogeneous tree of coordination number 2d, with site dependent random phases, further characterised by transition probabilities…
We prove upper bounds on the transition probabilities of random walks with i.i.d. random conductances with a polynomial lower tail near $0$. We consider both constant and variable speed models. Our estimates are sharp. As a consequence, we…
We consider transient nearest-neighbor random walks in random environment on Z. For a set of environments whose probability is converging to 1 as time goes to infinity, we describe the fluctuations of the hitting time of a level n, around…
In this note, the correction to the proof of one theorem in some our previous paper [arXiv:1302.0589] will be given.
We study the asymptotic behaviour of a random walk whose evolution is dependent on the state of an itself dynamically evolving environment. In particular, we extend our previous results in [Bethuelsen and V\"ollering, 2016] and prove a…
We study a general class of random walks driven by a uniquely ergodic Markovian environment. Under a coupling condition on the environment we obtain strong ergodicity properties and concentration inequalities for the environment as seen…
This paper reviews recent advances in continuous-time quantum walks (CTQW) and their application to transport in various systems. The introduction gives a brief survey of the historical background of CTQW. After a short outline of the…
We present a detailed analysis of continuous time quantum walks (CTQW) with both position and transition defects defined at a single point in the line. Analytical solutions of both traveling waves or bound states are obtained, which provide…
The asymptotics of the probability that the self-intersection local time of a random walk on $\Z^d$ exceeds its expectation by a large amount is a fascinating subject because of its relation to some models from Statistical Mechanics, to…
We demonstrate that continuous time random walks in which successive waiting times are correlated by Gaussian statistics lead to anomalous diffusion with mean squared displacement <r^2(t)>~t^{2/3}. Long-ranged correlations of the waiting…
In this note, we consider random walks in the quarter plane with arbitrary big jumps. We announce the extension to that class of models of the analytic approach of [G. Fayolle, R. Iasnogorodski, and V. Malyshev, Random walks in the quarter…