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Donsker's theorem shows that random walks behave like Brownian motion in an asymptotic sense. This result can be used to approximate expectations associated with the time and location of a random walk when it first crosses a nonlinear…
In this paper, a study on discrete-time coined quantum walks on the line is presented. Clear mathematical foundations are still lacking for this quantum walk model. As a step towards this objective, the following question is being…
In this work, we deal with approximations for distribution functions of non-negative random variables. More specifically, we construct continuous approximants using an acceleration technique over a well-know inversion formula for Laplace…
In operator algebra, the linearization trick is a technique that reduces the study of a non-commutative polynomial evaluated at elements of an algebra A to the study of a polynomial of degree one, evaluated on the enlarged algebra A x M r…
We consider the random walk Metropolis algorithm on $\mathbb{R}^n$ with Gaussian proposals, and when the target probability measure is the $n$-fold product of a one-dimensional law. In the limit $n\to\infty$, it is well known (see [Ann.…
Random walks can be used to search complex networks for a desired resource. To reduce search lengths, we propose a mechanism based on building random walks connecting together partial walks (PW) previously computed at each network node.…
We present a new simple method for rounding a semidefinite programming relaxation of a constraint satisfaction problem. We apply it to the problem of approximate angular synchronization. Specifically, we are given directed distances on a…
In this paper, we establish an abstract framework for the approximation of the invariant probability measure for a Markov semigroup. Following Pag{\`e}s and Panloup [40] we use an Euler scheme with decreasing step (unadjusted Langevin…
Continuous time random walks (CTRWs) are versatile models for anomalous diffusion processes that have found widespread application in the quantitative sciences. Their scaling limits are typically non-Markovian, and the computation of their…
We present a random walk approximation to fractional Brownian motion where the increments of the fractional random walk are defined as a weighted sum of the past increments of a Bernoulli random walk.
The aim of this paper is to demonstrate the efficacy of using Contrastive Random Walk as a curiosity method to achieve faster convergence to the optimal policy.Contrastive Random Walk defines the transition matrix of a random walk with the…
Finite-precision floating point arithmetic unavoidably introduces rounding errors which are traditionally bounded using a worst-case analysis. However, worst-case analysis might be overly conservative because worst-case errors can be…
We establish an invariance principle for a one-dimensional random walk in a dynamical random environment given by a speed-change exclusion process. The jump probabilities of the walk depend on the configuration of the exclusion in a finite…
We propose an intermediate walk continuously connecting an open quantum random walk and a quantum walk with parameters $M\in \mathbb{N}$ controlling a decoherence effect; if $M=1$, the walk coincides with an open quantum random walk, while…
This paper concerns a random walk that moves on the integer lattice and has zero mean and a finite variance. We obtain first an asymptotic estimate of the transition probability of the walk absorbed at the origin, and then, using the…
We propose a method of estimating the uncertainty of a result obtained through extrapolation to the complete basis set limit. The method is based on an ensemble of random walks which simulate all possible extrapolation outcomes that could…
We study a one-dimensional random walk with memory in which the step lengths to the left and to the right evolve at each step in order to reduce the wandering of the walker. The feedback is quite efficient and lead to a non-diffusive walk.…
Hit-and-Run is known to be one of the best random sampling algorithms, its mixing time is polynomial in dimension. Nevertheless, in practice the number of steps required to achieve uniformly distributed samples is rather high. We propose…
In this paper we consider approximations to the popular Pitman-Yor process obtained by truncating the stick-breaking representation. The truncation is determined by a random stopping rule that achieves an almost sure control on the…
Motivated by the immense success of random walk and Markov chain methods in the design of classical algorithms, we consider_quantum_ walks on graphs. We analyse in detail the behaviour of unbiased quantum walk on the line, with the example…