Related papers: Dyson Ferrari--Spohn diffusions and ordered walks …
We consider the range of a one-parameter family of self-interacting walks on the integers up to the time of exit from an interval. We derive the weak convergence of an appropriately scaled range. We show that the distribution functions of…
Scaling of turbulent wall-bounded flows is revealed in the gradient structures, for each of the Reynolds stress components. Within the dissipation structure, an asymmetrical order exists, that we can deploy to unify the scaling and…
We investigate three aspects of weak* convergence of the $n$-step distributions of random walks on finite volume homogeneous spaces $G/\Gamma$ of semisimple real Lie groups. First, we look into the obvious obstruction to the upgrade from…
The diffusion equation and its time-fractional counterpart can be obtained via the diffusion limit of continuous-time random walks with exponential and heavy-tailed waiting time distributions. The space dependent variable-order…
We prove a quantitative Russo-Seymour-Welsh (RSW) type result for random walks on two natural examples of random planar graphs: the supercritical percolation cluster in the square lattice and the Poisson Voronoi triangulation in the plane.…
Levy walk (LW) process has been used as a simple model for describing anomalous diffusion in which the mean squared displacement of the walker grows non-linearly with time in contrast to the diffusive motion described by simple random walks…
We study XY and dimerized XX spin-1/2 chains with random exchange couplings by analytical and numerical methods and scaling considerations. We extend previous investigations to dynamical properties, to surface quantities and operator…
The Poisson and Martin boundaries for invariant random walks on the dual of the orthogonal quantum groups A_o(F), are identified with higher dimensional Podles spheres that we describe in terms of generators and relations. This provides the…
If the three dimensional self-avoiding walk (SAW) is conformally invariant, then one can compute the hitting densities for the SAW in a half-space and in a sphere. The ensembles of SAW's used to define these hitting densities involve walks…
L\'evy walk process is one of the most effective models to describe superdiffusion, which underlies some important movement patterns and has been widely observed in the micro and macro dynamics. From the perspective of random walk theory,…
Given suitable functions $V, \Psi:[0,\infty) \to [0,\infty)$, we obtain necessary and sufficient conditions on $V,\Psi$ for the existence of a metric measure space and a symmetric diffusion process that satisfies sub-Gaussian heat kernel…
We describe Stochastic Loewner Evolution on arbitrary Riemann surfaces with boundary using Conformal Field Theory methods. We propose in particular a CFT construction for a probability measure on (clouded) paths, and check it against known…
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.…
We present large deviations estimates in the supremum norm for a system of independent random walks superposed with a birth-and-death dynamics evolving on the discrete torus with $N$ sites. The scaling limit considered is the so-called…
We consider a continuous-time random walk which is defined as an interpolation of a random walk on a point process on the real line. The distances between neighboring points of the point process are i.i.d. random variables in the normal…
This paper considers the optimal scaling problem for high-dimensional random walk Metropolis algorithms for densities which are differentiable in Lp mean but which may be irregular at some points (like the Laplace density for example)…
One-parameter family of discrete-time quantum-walk models on the square lattice, which includes the Grover-walk model as a special case, is analytically studied. Convergence in the long-time limit $t \to \infty$ of all joint moments of two…
We study an ensemble of random walkers carrying internal noisy phase oscillators which are synchronized among the walkers by local interactions. Due to individual mobility, the interaction partners of every walker change randomly, hereby…
For a stopped diffusion process in a multidimensional time-dependent domain $\D$, we propose and analyse a new procedure consisting in simulating the process with an Euler scheme with step size $\Delta$ and stopping it at discrete times…
Though classical random walks have been studied for many years, research concerning their quantum analogues, quantum random walks, has only come about recently. Numerous simulations of both types of walks have been run and analyzed, and are…