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We consider a random object that is associated with both random walks and random media, specifically, the superposition of a configuration of subcritical Bernoulli percolation on an infinite connected graph and the trace of the simple…

Probability · Mathematics 2019-09-10 Kazuki Okamura

Consider two random walks on $\mathbb{Z}$. The transition probabilities of each walk is dependent on trajectory of the other walker i.e. a drift $p>1/2$ is obtained in a position the other walker visited twice or more. This simple model has…

Probability · Mathematics 2012-10-30 Noam Berger , Eviatar B. Procaccia

This paper investigates the position (state) distribution of the single step binomial (multi-nomial) process on a discrete state / time grid under the assumption that the velocity process rather than the state process is Markovian. In this…

Mathematical Finance · Quantitative Finance 2014-06-03 Johan GB Beumee , Chris Cormack , Peyman Khorsand , Manish Patel

The correspondence between the telegraph random process and transport within a binary stochastic Markovian mixture is established. This equivalence is used to derive the distribution function for the transit length, defined as the distance…

Mathematical Physics · Physics 2024-12-30 Brian C. Kiedrowski , Emily H. Vu

We introduce the P\'olya threshold graph model and derive its stochastic and algebraic properties. This random threshold graph is generated sequentially via a two-color P\'olya urn process. Starting from an empty graph, each time step…

Information Theory · Computer Science 2026-03-20 Jinghan Yu , Fady Alajaji , Bahman Gharesifard

Persistent random walks are intermediate transport processes between a uniform rectilinear motion and a Brownian motion. They are formed by successive steps of random finite lengths and directions travelled at a fixed speed. The isotropic…

Statistical Mechanics · Physics 2020-02-24 Vincent Rossetto

We shall show in this paper that there are experiments which are Bernoulli trials with success probability p > 0.5, and which have the curious feature that it is possible to correctly predict the outcome with probability > p.

Other Statistics · Statistics 2018-01-09 James D. Stein

The topic of this paper is the distributed and incremental generation of long executions of concurrent systems, uniformly or more generally with weights associated to elementary actions. Synchronizing sequences of letters on alphabets…

Formal Languages and Automata Theory · Computer Science 2017-04-27 Samy Abbes

We study the long-time behavior of variants of the telegraph process with position-dependent jump-rates, which result in a monotone gradient-like drift toward the origin. We compute their invariant laws and obtain, via probabilistic…

Probability · Mathematics 2015-07-14 Joaquin Fontbona , Hélène Guérin , Florent Malrieu

Distributed consensus computation over random graph processes is considered. The random graph process is defined as a sequence of random variables which take values from the set of all possible digraphs over the node set. At each time step,…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-11-18 Guodong Shi , Brian D. O. Anderson , Karl Henrik Johansson

In this note, we present some ideas for describing the distributions of the running maximum/minimum, first passage times and telegraphic meanders. Explicit formulae for joint distribution of the extrema, the number of velocity switches and…

Probability · Mathematics 2021-02-10 Nikita Ratanov

Most of the published articles on random motions have been devoted to the study of the telegraph process or its generalizations that describe the random motion in $R^n$ of a single particle in a Markov or semi-Markov medium. However, up to…

Probability · Mathematics 2013-12-30 A. A. Pogorui

The P\'olya urn scheme is a discrete-time process concerning the addition and removal of colored balls. There is a known embedding of it in continuous-time, called the P\'olya process. We deal with a generalization of this stochastic model,…

Probability · Mathematics 2019-07-29 Daniel Krenn , Hosam Mahmoud , Mark Daniel Ward

A telegraph process with an elastic barrier at the origin was studied in [5]; in particular the number of visits of the origin before the absorption is a geometric distributed random variable M. Some asymptotic results (large and moderate…

Probability · Mathematics 2022-10-24 Antonella Iuliano , Claudio Macci

In this paper we consider the one-dimensional dynamical evolution of a particle traveling at constant speed and performing, at a given rate, random reversals of the velocity direction. The particle is subject to stochastic resetting,…

Statistical Mechanics · Physics 2021-10-25 Mattia Radice

The Bernoulli convolution with parameter $\lambda\in(0,1)$ is the measure on $\bf R$ that is the distribution of the random power series $\sum\pm\lambda^n$, where $\pm$ are independent fair coin-tosses. This paper surveys recent progress on…

Classical Analysis and ODEs · Mathematics 2016-08-16 Péter P. Varjú

In this paper we present the distribution of the maximum of the asymmetric telegraph process in an arbitrary time interval $[0,t]$ under the conditions that the initial velocity $V(0)$ is either $c_1$ or $-c_2$ and the number of changes of…

Probability · Mathematics 2020-10-07 Fabrizio Cinque , Enzo Orsingher

We study sums of independent and identically distributed random velocities in special relativity. We show that the resulting one-dimensional velocity distributions are not only stable under relativistic velocity addition but define a…

Statistical Mechanics · Physics 2025-12-03 Lucas G. B. de Souza , M. G. E. da Luz , E. P. Raposo , Evaldo M. F. Curado , G. M. Viswanathan

This article is devoted to methods of construction and study of stochastic models based on Monte Carlo method. A model of Brownian motion, the construction and processing which brings to a world of random numbers and mathematical…

Physics Education · Physics 2018-09-18 Illia O. Teplytskyi , Serhiy O. Semerikov

For entropy driven balanced processes we obtain final states with Poisson, Bernoulli, negative binomial and P\'olya distributions. We apply this both for complex networks and particle production. For random networks we follow the evolution…

Statistical Mechanics · Physics 2017-03-08 Tamás S. Biró , Zoltán Néda