Related papers: Hypergeometric solution to a gambler's ruin proble…
We study first-passage statistics for one-dimensional random walks $S_n$ with independent and identically distributed jumps starting from the origin. We focus on the joint distribution of the first-passage time $\tau_b$ and first-passage…
We present a novel application of the HHL (Harrow-Hassidim-Lloyd) algorithm -- a quantum algorithm solving systems of linear equations -- in solving an open problem about quantum random walks, namely computing hitting (or absorption)…
This work deals with the stationary analysis of two-dimensional partially homogeneous nearest-neighbour random walks. Such type of random walks in the quarter plane are characterized by the fact that the one-step transition probabilities…
We derive an explicit formula for the probability of ruin of a gambler playing against an infinitely-rich adversary, when the games have payoff given by a general integer-valued probability distribution.
A random walk on a $N$-dimensional hypercube is a discrete time stochastic process whose state space is the set $\{-1,+1\}^{N}$, which has uniform probability of reaching any neighbour state, and probability zero of reaching a non-neighbour…
A variation of Rosenstock's trapping model in which $N$ independent random walkers are all initially placed upon a site of a one-dimensional lattice in the presence of a {\em one-sided} random distribution (with probability $c$) of…
In this work we study certain aspects of Open Quantum Random Walks (OQRWs), a class of quantum channels described by S. Attal et al. \cite{attal}. As a first objective we consider processes which are nonhomogeneous in time, i.e., at each…
We study the random walk problem on a class of deterministic Scale-Free networks displaying a degree sequence for hubs scaling as a power law with an exponent $\gamma=\log 3/\log2$. We find exact results concerning different first-passage…
We consider a Metropolis--Hastings method with proposal $\mathcal{N}(x, hG(x)^{-1})$, where $x$ is the current state, and study its ergodicity properties. We show that suitable choices of $G(x)$ can change these compared to the Random Walk…
This work explains how to utilize earlier results by P. Diaconis, K. Houston-Edwards and the second author to estimate probabilities related to the 4-player gambler ruin problem. For instance, we show that the probability that a very…
We consider the problem of the first passage time to the origin of a spatially non-homogeneous random walk with a position-dependent drift, known as the Gillis random walk, in the presence of resetting. The walk starts from an initial site…
A probabilistic approach is provided to establish new hypergeometric identities. It is based on the calculation of moments of the limiting distribution of the position of the elephant random walk in the superdiffusive regime.
We solve an open problem by constructing quantum walks that not only detect but also find marked vertices in a graph. In the case when the marked set $M$ consists of a single vertex, the number of steps of the quantum walk is quadratically…
Given a connected graph $G$ with some subset of its vertices excited and a fixed target vertex, in the geodesic-biased random walk on $G$, a random walker moves as follows: from an unexcited vertex, she moves to a uniformly random…
In this paper we consider the Parisian ruin probabilities for the dual risk model in a discrete-time setting. By exploiting the strong Markov property of the risk process we derive a recursive expression for the fnite-time Parisian ruin…
We introduce planar random walk conditioned to avoid its past convex hull, and we show that it escapes at a positive limsup speed. Experimental results show that fluctuations from a limiting direction are on the order of n^(3/4). This…
Define a certain gambler's ruin process $\mathbf{X}_{j}, \mbox{ \ }j\ge 0,$ such that the increments $\varepsilon_{j}:=\mathbf{X}_{j}-\mathbf{X}_{j-1}$ take values $\pm1$ and satisfy $P(\varepsilon_{j+1}=1|\varepsilon_{j}=1,…
We are studying the motion of a random walker in two and three dimensional continuum with uniformly distributed jump-length. This is different from conventional Lavy flight. In 2D and 3D continuum, a random walker can move in any direction,…
The deterministic random walk is a deterministic process analogous to a random walk. While there are some results on the cover time of the rotor-router model, which is a deterministic random walk corresponding to a simple random walk,…
Spatially homogeneous random walks in $(\mathbb{Z}_{+})^{2}$ with non-zero jump probabilities at distance at most 1, with non-zero drift in the interior of the quadrant and absorbed when reaching the axes are studied. Absorption…