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We consider a one-dimensional, transient random walk in a random i.i.d. environment. The asymptotic behaviour of such random walk depends to a large extent on a crucial parameter $\kappa>0$ that determines the fluctuations of the process.…

Probability · Mathematics 2016-06-14 Jonathon Peterson , Gennady Samorodnitsky

Let $N_n=\{1,2,...,n\}$. Elements are drawn from the set $N_n$ with replacement, assuming that each element has probability $1/n$ of being drawn. We determine the limiting distributions for the waiting time until the given portion of pairs…

Statistics Theory · Mathematics 2008-12-18 Pavle Mladenović

In this article we continue the study of the quenched distributions of transient, one-dimensional random walks in a random environment. In a previous article we showed that while the quenched distributions of the hitting times do not…

Probability · Mathematics 2016-06-14 Jonathon Peterson , Gennady Samorodnitsky

We consider a system of independent one-dimensional random walks in a common random environment under the condition that the random walks are transient with positive speed $v_P$. We give upper bounds on the quenched probability that at…

Probability · Mathematics 2016-06-14 Jonathon Peterson

Associated to a random walk on $\mathbb{Z}$ and a positive integer $n$, there is a return probability of the random walk returning to the origin after $n$ steps. An interesting question is when the set of return probabilities uniquely…

Probability · Mathematics 2015-12-15 Max Zhou

We take a fresh look at the classical problem of runs in a sequence of i.i.d.\ coin tosses and derive a general identity/recursion which can be used to compute (joint) distributions of functionals of run types. This generalizes and unifies…

Probability · Mathematics 2014-07-28 Lars Holst , Takis Konstantopoulos

We study the win rate $R_{N_d}/N_d$ of a biased simple random walk $S_n$ on $\mathbb{Z}$ at the first-passage time $N_d=\inf\{n\ge 0:S_n=d\}$, with $p=P[X_1=+1]\in[1/2,1)$. Using generating-function techniques and integral representations,…

Probability · Mathematics 2025-12-29 F. Thomas Bruss , Davy Paindaveine

Discrete-time quantum walks are considered a counterpart of random walks and the study for them has been getting attention since around 2000. In this paper, we focus on a quantum walk which generates a probability distribution splitting to…

Quantum Physics · Physics 2018-05-08 Takuya Machida

The iterated random walk is a random process in which a random walker moves on a one-dimensional random walk which is itself taking place on a one-dimensional random walk, and so on. This process is investigated in the continuum limit using…

Statistical Mechanics · Physics 2007-05-23 L. Turban

We introduce a multi-coin discrete quantum random walk where the amplitude for a coin flip depends upon previous tosses. Although the corresponding classical random walk is unbiased, a bias can be introduced into the quantum walk by varying…

Quantum Physics · Physics 2009-11-10 Adrian P. Flitney , Derek Abbott , Neil F. Johnson

We consider a random walk X_n in non-i.i.d. environment and show that the ratio of log X_n to log n converges in probability to a positive constant.

Probability · Mathematics 2007-05-23 Alexander Roitershtein

When a thick cylindrical coin is tossed in the air and lands without bouncing on an inelastic substrate, it ends up on its face or its side. We account for the rigid body dynamics of spin and precession and calculate the probability…

Classical Physics · Physics 2011-09-20 Ee Hou Yong , L. Mahadevan

We present some new results about the distribution of a random walk whose independent steps follow a $q-$Gaussian distribution with exponent $\frac{1}{1-q}; q \in \mathbb{R}$. In the case $q>1$ we show that a stochastic representation of…

Statistical Mechanics · Physics 2009-11-11 C. Vignat , A. Plastino

Within a special multi-coin quantum walk scheme we analyze the effect of the entanglement of the initial coin state. For states with a special entanglement structure it is shown that this entanglement can be meausured with the mean value of…

Quantum Physics · Physics 2009-11-11 Jochen Endrejat , Helmut Buettner

Central limit theorems for random walks in quenched random environments have attracted plenty of attention in the past years. More recently still, finer local limit theorems -- yielding a Gaussian density multiplied by a highly oscillatory…

Probability · Mathematics 2013-03-07 Mikko Stenlund

A method for the numerical simulation of signed probability distributions for the case of tossing $1/n$-th of a coin is presented and illustrated by examples.

Probability · Mathematics 2026-04-10 Nikolai Leonenko , Igor Podlubny

Quantum walks behave differently from what we expect and their probability distributions have unique structures. They have localization, singularities, a gap, and so on. Those features have been discovered from the view point of mathematics…

Quantum Physics · Physics 2016-04-05 Takuya Machida

We derive a lower bound for the probability that a random walk with i.i.d.\ increments and small negative drift $\mu$ exceeds the value $x>0$ by time $N$. When the moment generating functions are bounded in an interval around the origin,…

Probability · Mathematics 2020-11-12 Ofer Busani , Timo Seppäläinen

A random walk in random scenery $(Y_n)_{n\in\mathbb{N}}$ is given by $Y_n=\xi_{S_n}$ for a random walk $(S_n)_{n\in\mathbb{N}}$ and iid random variables $(\xi_n)_{n\in\mathbb{Z}}$. In this paper, we will show the weak convergence of the…

Probability · Mathematics 2015-11-20 Martin Wendler

In the note we show how the choice of the initial states can influence the evolution of time-averaged probability distribution of the quantum walk on even cycles.

Quantum Physics · Physics 2007-05-23 Malgorzata Bednarska , Andrzej Grudka , Pawel Kurzynski , Tomasz Luczak , Antoni Wojcik
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