Related papers: Transition matrix from a random walk
Consider a randomly-oriented two dimensional Manhattan lattice where each horizontal line and each vertical line is assigned, once and for all, a random direction by flipping independent and identically distributed coins. A deterministic…
Random walk on changing graphs is considered. For sequences of finite graphs increasing monotonically towards a limiting infinite graph, we establish transition probability upper bounds. It yields sufficient transience criteria for simple…
Robustness of linear systems with constant coefficients is considered. There exist methods and tools for analyzing the stability of systems with random or deterministic uncertainties. At the same time, there are no approaches for the…
An approach for the description of stochastic systems is derived. Some of the variables in the system are studied forward in time, others backward in time. The approach is based on a perturbation expansion in the strength of the coupling…
A new model that maps a quantum random walk described by a Hadamard operator to a particular case of a random walk is presented. The model is represented by a Markov chain with a stochastic matrix, i.e., all the transition rates are…
For a homogeneous random walk in the quarter plane with nearest-neighbor transitions, starting from some state $(i_0,j_0)$, we study the event that the walk reaches the vertical axis, before reaching the horizontal axis. We derive an exact…
A long noted difficulty when assessing the reliability (or calibration) of forecasting systems is that reliability, in general, is a hypothesis not about a finite dimensional parameter but about an entire functional relationship. A…
Trajectory prediction is a fundamental and challenging task for numerous applications, such as autonomous driving and intelligent robots. Currently, most of existing work treat the pedestrian trajectory as a series of fixed two-dimensional…
A constructive proof is given to the fact that any ergodic Markov chain can be realized as a random walk subject to a synchronizing road coloring. Redundancy (ratio of extra entropy) in such a realization is also studied.
We introduce a model for the emergence of innovations, in which cognitive processes are described as random walks on the network of links among ideas or concepts, and an innovation corresponds to the first visit of a node. The transition…
This paper is concerned with whether or not the preferential gauge can ensure the uniqueness and correctness of results obtained from the standard time-dependent perturbation theory, in which the transition probability is formulated in…
By using the matrix formulation of the two-step approach to distributions of patterns in random sequences, recurrence and explicit formulas for the generating functions of successions in random permutations of arbitrary multisets are…
Monte Carlo simulations are based on the manipulation of random numbers to evaluate probable outcomes, with applicability in a variety of different fields. By assigning probabilities, which can be determined a priori, to various events, it…
We introduce a new class of probabilistic cellular automata that are capable of exhibiting rich dynamics such as synchronization and ergodicity and can be easily inferred from data. The system is a finite-state locally interacting Markov…
Among random sampling methods, Markov Chain Monte Carlo algorithms are foremost. Using a combination of analytical and numerical approaches, we study their convergence properties towards the steady state, within a random walk Metropolis…
The involution walk is the random walk on $S_n$ generated by involutions with a binomially distributed with parameter $1-p$ number of $2$-cycles. This is a parallelization of the transposition walk. The involution walk is shown in this…
A transient stochastic process is considered strongly transient if conditioned on returning to the starting location, the expected time it takes to return the the starting location is finite. We characterize strong transience for a…
In this paper, a time series model with coefficients that take values from random matrix ensembles is proposed. Formal definitions, theoretical solutions, and statistical properties are derived. Estimation and forecast methodologies for…
We prove the trichotomy between transience to the right, transience to the left and recurrence of one-dimensional nearest-neighbour random walks in dynamic random environments under fairly general assumptions, namely: stationarity under…
The random walk to be considered takes place in the d- spherical dual of the group U(n + 1), for a fixed finite dimensional irreducible representation d of U(n). The transition matrix comes from the three term recursion relation satisfied…