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Correction to Bernoulli (2006), 12, 551--570 http://projecteuclid.org/euclid.bj/1151525136

Statistics Theory · Mathematics 2009-09-29 Brice Franke

In this paper the sufficient conditions for convergence in Skorokhod space $D[0,1]$ of sequence of random processes with random time substitution are obtained.

Probability · Mathematics 2010-01-21 Elena Permyakova

We present analytical treatment of quantum walks on a cycle graph. The investigation is based on a realistic physical model of the graph in which decoherence is induced by continuous monitoring of each graph vertex with nearby quantum point…

Quantum Physics · Physics 2007-05-23 Dmitry Solenov , Leonid Fedichkin

Several inequalities are proved for the mixing time of discrete-time quantum walks on finite graphs. The mixing time is defined differently than in Aharonov, Ambainis, Kempe and Vazirani (2001) and it is found that for particular examples…

Probability · Mathematics 2010-07-23 Vladislav Kargin

We derive a lower bound for the probability that a random walk with i.i.d.\ increments and small negative drift $\mu$ exceeds the value $x>0$ by time $N$. When the moment generating functions are bounded in an interval around the origin,…

Probability · Mathematics 2020-11-12 Ofer Busani , Timo Seppäläinen

We study models of continuous time, symmetric, $\Z^d$-valued random walks in random environments. One of our aims is to derive estimates on the decay of transition probabilities in a case where a uniform ellipticity assumption is absent. We…

Probability · Mathematics 2007-05-23 L. R. G. Fontes , P. Mathieu

Consider a transient near-critical (1,2) random walk on the positive half line. We give a criteria for the finiteness of the number of the skipped points (the points never visited) by the random walk. This result generalizes (partially) the…

Probability · Mathematics 2017-07-21 Hua-Ming Wang

We give a complete classification of scaling limits of randomly trapped random walks and associated clock processes on $\mathbb Z^d$, $d\ge 2$. Namely, under the hypothesis that the discrete skeleton of the randomly trapped random walk has…

Probability · Mathematics 2014-10-02 Jiří Černý , Tobias Wassmer

In \cite{SzT}, D. Sz\'asz and A. Telcs have shown that for the diffusively scaled, simple symmetric random walk, weak convergence to the Brownian motion holds even in the case of local impurities if $d \ge 2$. The extension of their result…

Probability · Mathematics 2015-05-20 Daniel Paulin , Domokos Szász

We present a new proof rule for verifying lower bounds on quantities of probabilistic programs. Our proof rule is not confined to almost-surely terminating programs -- as is the case for existing rules -- and can be used to establish…

Logic in Computer Science · Computer Science 2023-02-14 Shenghua Feng , Mingshuai Chen , Han Su , Benjamin Lucien Kaminski , Joost-Pieter Katoen , Naijun Zhan

We consider a discrete-time quantum walk W_t given by the Grover transformation on the Cayley tree. We reduce W_t to a quantum walk X_t on a half line with a wall at the origin. This paper presents two types of limit theorems for X_t. The…

Quantum Physics · Physics 2010-09-21 Kota Chisaki , Masatoshi Hamada , Norio Konno , Etsuo Segawa

Given a symmetric random walk in $Z^2$ with finite second moments, let $R_n$ be the range of the random walk up to time $n$. We study moderate deviations for $R_n -E R_n$ and $E R_n -R_n$. We also derive the corresponding laws of the…

Probability · Mathematics 2007-05-23 Richard F. Bass , Xia Chen , Jay Rosen

For a continuous-time random walk $X=\{X_t,t\ge 0\}$ (in general non-Markov), we study the asymptotic behavior, as $t\rightarrow \infty$, of the normalized additive functional $c_t\int_0^{t} f(X_s)ds$, $t\ge 0$. Similarly to the Markov…

Probability · Mathematics 2021-07-01 Yuri Kondratiev , Yuliya Mishura , Georgiy Shevchenko

Our paper gives bounds for the rate of convergence for a class of random walks on the d-dimensional torus generated by a set of n vectors in R^d/Z^d. We give bounds on the discrepancy distance from Haar measure; our lower bound holds for…

Probability · Mathematics 2007-05-23 Timothy Prescott , Francis Edward Su

We study a one-dimensional random walk among random conductances, with unbounded jumps. Assuming the ergodicity of the collection of conductances and a few other technical conditions (uniform ellipticity and polynomial bounds on the tails…

Probability · Mathematics 2013-04-10 Christophe Gallesco , Serguei Popov

In this paper, we discuss asymptotic behavior of the capacity of the range of symmetric simple random walks on finitely generated groups. We show the corresponding strong law of large numbers and central limit theorem.

Probability · Mathematics 2021-11-19 Rudi Mrazović , Nikola Sandrić , Stjepan Šebek

In this paper, we study a class of unbalanced step-reinforced random walks that unifies the elephant random walk, the positively step-reinforced random walk, and the negatively step-reinforced random walk. By establishing a connection with…

Probability · Mathematics 2025-10-14 Zhishui Hu , Liang Dong

This article is devoted to the investigation of limit theorems for mixed max-sum processes with renewal type stopping indexes. Limit theorems of weak convergence type are obtained as well as functional limit theorems.

Probability · Mathematics 2007-05-23 Dmitrii S. Silvestrov , Jozef L. Teugels

In this paper we survey the theory of random walks on buildings and associated groups of Lie type and Kac-Moody groups. We begin with an introduction to the theory of Coxeter systems and buildings, taking a largely combinatorial…

Probability · Mathematics 2018-03-30 J. Parkinson

A functional approach for the study of the random walks in random sceneries (RWRS) is proposed. Under fairly general assumptions on the random walk and on the random scenery, functional limit theorems are proved. The method allows to study…

Probability · Mathematics 2009-03-06 Clément Dombry , Nadine Guillotin-Plantard