Related papers: Kendall random walks
We investigate a model of continuous-time simple random walk paths in $\mathbb{Z}^d$ undergoing two competing interactions: an attractive one towards the large values of a random potential, and a self-repellent one in the spirit of the…
In this paper, we quantitative convergence in $W_2$ for a family of Langevin-like stochastic processes that includes stochastic gradient descent and related gradient-based algorithms. Under certain regularity assumptions, we show that the…
This tutorial article showcases the many varieties and uses of quantum walks. Discrete time quantum walks are introduced as counterparts of classical random walks. The emphasis is on the connections and differences between the two types of…
Random walks are ubiquitous in the sciences, and they are interesting from both theoretical and practical perspectives. They are one of the most fundamental types of stochastic processes; can be used to model numerous phenomena, including…
Random walks are used for modeling various dynamics in, for example, physical, biological, and social contexts. Furthermore, their characteristics provide us with useful information on the phase transition and critical phenomena of even…
Kendall transformation is a conversion of an ordered feature into a vector of pairwise order relations between individual values. This way, it preserves ranking of observations and represents it in a categorical form. Such transformation…
We use the martingale convergence method to get the weak convergence theorem on general functionals of partial sums of independent heavy-tailed random variables. The limiting process is the stochastic integral driven by $\alpha-$stable…
We consider a certain sequence of random walks. The state space of the n-th random walk is the set of all strict partitions of n (that is, partitions without equal parts). We prove that, as n goes to infinity, these random walks converge to…
This thesis examines linearly edge-reinforced random walks on infinite trees. In particular, recurrence and transience of such random walks on general (fixed) trees as well as on Galton-Watson trees (i.e. random trees) is characterized, and…
We discuss non-Gaussian random matrices whose elements are random variables with heavy-tailed probability distributions. In probability theory heavy tails of the distributions describe rare but violent events which usually have dominant…
Elephant random walk is a special type of random walk that incorporates the memory of the past to determine its future steps. The probability of this walk taking a particular step (+1 or -1) at a time point, conditioned on the entire…
Random walk on the set of irreducible representations of a finite group is investigated. For the symmetric and general linear groups, a sharp convergence rate bound is obtained and a cutoff phenomenon is proved. As related results, an…
The methodology based on the random walk processes is adapted and applied to a comprehensive analysis of the statistical properties of the probability fluxes. To this aim we define a simple model of the Markovian stochastic dynamics on a…
Classical random walks and Markov processes are easily described by Hopf algebras. It is also known that groups and Hopf algebras (quantum groups) lead to classical and quantum diffusions. We study here the more primitive notion of a…
We give a complete and unified description -- under some stability assumptions -- of the functional scaling limits associated with some persistent random walks for which the recurrent or transient type is studied in [1]. As a result, we…
In this paper we consider a stochastic process that may experience random reset events which bring suddenly the system to the starting value and analyze the relevant statistical magnitudes. We focus our attention on monotonous…
It is a common practice to describe branching random walks in terms of birth, death and walk of particles, which makes it easier to use them in different applications. The main results obtained for the models of symmetric continuous-time…
One class of random walks with infinite memory, so called elephant random walks, are simple models describing anomalous diffusion. We present a surprising connection between these models and bond percolation on random recursive trees. We…
In this paper, we show that a Galton-Watson tree conditioned to have a fixed number of particles in generation $n$ converges in distribution as $n\rightarrow\infty$, and with this tool we study the span and gap statistics of a branching…
In the eighties, A. Connes and E. J. Woods made a connection between hyperfinite von Neumann algebras and Poisson boundaries of time dependent random walks. The present paper explains this connection and gives a detailed proof of two…