Related papers: Limit theorems for continuous time random walks wi…
In this paper we consider the one-dimensional quantum random walk X^{varphi} _n at time n starting from initial qubit state varphi determined by 2 times 2 unitary matrix U. We give a combinatorial expression for the characteristic function…
In this paper, we consider continuous-time quantum walks (CTQWs) on one-dimension ring lattice of N nodes in which every node is connected to its 2m nearest neighbors (m on either side). In the framework of the Bloch function ansatz, we…
A physical-mathematical approach to anomalous diffusion may be based on fractional diffusion equations and related random walk models. The fundamental solutions of these equations can be interpreted as probability densities evolving in time…
In [1], the authors consider a random walk $(Z_{n,1},\ldots,Z_{n,K+1})\in \mathbb{Z}^{K+1}$ with the constraint that each coordinate of the walk is at distance one from the following one. A functional central limit theorem for the first…
Background: This study is mainly motivated by the need of understanding how the diffusion behaviour of a biomolecule (or even of a larger object) is affected by other moving macromolecules, organelles, and so on, inside a living cell,…
An intense research on financial market microstructure is presently in progress. Continuous time random walks (CTRWs) are general models capable to capture the small-scale properties that high frequency data series show. The use of CTRW…
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…
A step-reinforced random walk is a discrete-time non-Markovian process with long range memory. At each step, with a fixed probability p, the positively step-reinforced random walk repeats one of its preceding steps chosen uniformly at…
We consider random walks perturbed at zero which behave like (possibly different) random walks with i.i.d. increments on each half lines and restarts at $0$ whenever they cross that point. We show that the perturbed random walk, after being…
In an attempt to extend the mode coupling theory (MCT) to lower temperatures, an Unified theory was proposed which within the MCT framework incorporated the activated dynamics via the random first order transition theory (RFOT). Here we…
We present a simple unifying treatment of a broad class of applications from statistical mechanics, econometrics, mathematical finance, and insurance mathematics, where (possibly subordinated) L\'evy noise arises as a scaling limit of some…
The continuous-time random walk (CTRW) model is useful for alleviating the computational burden of simulating diffusion in actual media. In principle, isotropic CTRW only requires knowledge of the step-size, $P_l$, and waiting-time, $P_t$,…
We survey some geometrical properties of trajectories of $d$-dimensional random walks via the application of functional limit theorems. We focus on the functional law of large numbers and functional central limit theorem (Donsker's…
We consider one-dimensional excited random walks (ERWs) with periodic cookie stacks in the recurrent regime. We prove functional limit theorems for these walks which extend the previous results of D. Dolgopyat and E. Kosygina for excited…
Continuous Time Random Maxima (CTRM) are a generalization of classical extreme value theory: Instead of observing random events at regular intervals in time, the waiting times between the events are also random variables with arbitrary…
This paper is devoted to the study of continuous-time processes known as continuous-time open quantum walks (CTOQWs). A CTOQW represents the evolution of a quantum particle constrained to move on a discrete graph, but also has internal…
We consider a one-dimensional continuous time random walk (CTRW) on a fixed time interval $T$ where at each time step the walker waits a random time $\tau$, before performing a jump drawn from a symmetric continuous probability distribution…
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…
The continuous limit of one dimensional discrete-time quantum walks with time- and space-dependent coefficients is investigated. A given quantum walk does not generally admit a continuous limit but some families (1-jets) of quantum walks…
In 2008, T\'oth and Vet\H{o} defined the self-repelling random walk with directed edges as a non-Markovian random walk on $\mathbb{Z}$: in this model, the probability that the walk moves from a point of $\mathbb{Z}$ to a given neighbor…