Related papers: Kendall random walk, Williamson transform and the …
We consider a fractional counting process with jumps of amplitude $1,2,\ldots,k$, with $k\in \mathbb{N}$, whose probabilities satisfy a suitable system of fractional difference-differential equations. We obtain the moment generating…
We base ourselves on the construction of the two-dimensional random interlacements [12] to define the one-dimensional version of the process. For this constructions we consider simple random walks conditioned on never hitting the origin,…
The problem of constructing an optimal co-adapted coupling for a pair of symmetric random walks on $Z_2^d$ was considered by Connor and Jacka (2008), and the existence of a coupling which is stochastically fastest in the class of all such…
We consider a problem of replication of random vectors by ordinary integrals in the setting when a underlying random variable is generated by a Wiener process. The goal is to find an optimal adapted process such that its cumulative integral…
The quantum walk dynamics obey the laws of quantum mechanics with an extra locality constraint, which demands that the evolution operator is local in the sense that the walker must visit the neighboring locations before endeavoring to…
The analysis of a physical problem simplifies considerably when one uses a suitable coordinate system. We apply this approach to the discrete-time quantum walks with coins given by $2j+1$-dimensional Wigner rotation matrices (Wigner walks),…
We investigate quantum walks in multiple dimensions with different quantum coins. We augment the model by assuming that at each step the amplitudes of the coin state are multiplied by random phases. This model enables us to study in detail…
We propose diffusion-like equations with time and space fractional derivatives of the distributed order for the kinetic description of anomalous diffusion and relaxation phenomena, whose diffusion exponent varies with time and which,…
Basic examples show that coincidence theory is intimately related to central subjects of differential topology and homotopy theory such as Kervaire invariants and divisibility properties of Whitehead products and of Hopf invariants. We…
Recently, several groups have investigated quantum analogues of random walk algorithms, both on a line and on a circle. It has been found that the quantum versions have markedly different features to the classical versions. Namely, the…
There is a property called localization, which is essential for applications of quantum walks. From a mathematical point of view, the occurrence of localization is known to be equivalent to the existence of eigenvalues of the time evolution…
The paper is concerned with a new approach for the recurrence property of the oscillating process on $\mathbb{Z}$ in Kemperman's sense. In the case when the random walk is ascending on $\mathbb{Z}^-$ and descending on $\mathbb{Z}^+$, we…
Let ${\cal T}$ be a rooted Galton-Watson tree with offspring distribution $\{p_k\}$ that has $p_0=0$, mean $m=\sum kp_k>1$ and exponential tails. Consider the $\lambda$-biased random walk $\{X_n\}_{n\geq 0}$ on ${\cal T}$; this is the…
The usual development of the continuous-time random walk (CTRW) proceeds by assuming that the present is one of the jumping times. Under this restrictive assumption integral equations for the propagator and mean escape times have been…
We offer a unified approach to the theory of concave majorants of random walks by providing a path transformation for a walk of finite length that leaves the law of the walk unchanged whilst providing complete information about the concave…
We give an explicit formula for the probability that the convex hull of an $n$-step random walk in $R^d$ does not contain the origin, under the assumption that the distribution of increments of the walk is centrally symmetric and puts no…
The stochastic solutions to the Wigner equation, which explain the nonlocal oscillatory integral operator $\Theta_V$ with an anti-symmetric kernel as {the generator of two branches of jump processes}, are analyzed. All existing branching…
Random walk in a dynamic i.i.d. beta random environment, conditioned to escape at an atypical velocity, converges to a Doob transform of the original walk. The Doob-transformed environment is correlated in time, i.i.d. in space, and its…
Consider a random walk in random environment on a supercritical Galton--Watson tree, and let $\tau_n$ be the hitting time of generation $n$. The paper presents a large deviation principle for $\tau_n/n$, both in quenched and annealed cases.…
One of the most important properties of high dimensional expanders is that high dimensional random walks converge rapidly. This property has proven to be extremely useful in variety of fields in the theory of computer science from agreement…