Related papers: The continuum P\'olya-like random walk

Simple random walks are a basic staple of the foundation of probability theory and form the building block of many useful and complex stochastic processes. In this paper we study a natural generalization of the random walk to a process in…

This paper proposes a new nonparametric Bayesian bootstrap for a mixture model, by developing the traditional Bayesian bootstrap. We first reinterpret the Bayesian bootstrap, which uses the P\'olya-urn scheme, as a gradient ascent algorithm…

It is known that in an irreducible small P\'olya urn process, the composition of the urn after suitable normalization converges in distribution to a normal distribution. We show that if the urn also is balanced, this normal convergence…

In this paper, we explain the connection between the Elephant Random Walk (ERW) and an urn model \`a la P\'olya and derive functional limit theorems for the former. The ERW model was introduced by Sch\"utz and Trimper [2004] to study memory…

An urn containing specified numbers of balls of distinct ordered colors is considered. A multiple q-Polya urn model is introduced by assuming that the probability of q-drawing a ball of a specific color from the urn varies geometrically,…

We define and prove limit results for a class of dominant P\'olya sequences, which are randomly reinforced urn processes with color-specific random weights and unbounded number of possible colors. Under fairly mild assumptions on the…

Random walks are powerful tools to analyze spatial-temporal patterns produced by living organisms ranging from cells to humans. At the same time, it is evident that these patterns are not completely random but are results of a convolution…

Consider two urns, $A$ and $B$, where initially $A$ contains a large number $n$ of balls and $B$ is empty. At each step, with equal probability, either we pick a ball at random in $A$ and place it in $B$, or vice-versa (provided of course…

Recently, in ["The coin-turning walk and its scaling limit", Electronic Journal of Probability, 25 (2020)], the ``coin-turning walk'' was introduced on ${\mathbb Z}$. It is a non-Markovian process where the steps form a (possibly)…

Recurrence in the classical random walk is well known and described by the P\'olya number. For quantum walks, recurrence is similarly understood in terms of the probability of a localized quantum walker to return to its origin. Under…

We study the behavior of the random walk in a continuum independent long-range percolation model, in which two given vertices $x$ and $y$ are connected with probability that asymptotically behaves like $|x-y|^{-\alpha}$ with $\alpha>d$,…

We introduce an extension of the P\'olya tree approach for constructing distributions on the space of probability measures. By using optional stopping and optional choice of splitting variables, the construction gives rise to random…

The asymptotic behaviour of a generalised P\'olya--Eggenberger urn is well--known to depend on the spectrum of its replacement matrix: If its dominant eigenvalue $r$ is simple and no other eigenvalue is `large' in the sense that its real…

We discuss a partition-valued stochastic process in the logarithmic sector of critical cosmological topologically massive gravity. By applying results obtained in our previous works, we first show that the logarithmic sector can be modelled…

We introduce a continuous-time quantum walk on an ultrametric space corresponding to the set of p-adic integers and compute its time-averaged probability distribution. It is shown that localization occurs for any location of the ultrametric…

We address the theory of records for integrated random walks with finite variance. The long-time continuum limit of these walks is a non-Markov process known as the random acceleration process or the integral of Brownian motion. In this…

We consider a special case of the generalized P\'{o}lya's urn model introduced by Benaim et al (2013). Given a finite connected graph $G$, place a bin at each vertex. Two bins are called a pair if they share an edge of $G$. At discrete…

This paper is devoted to a direct martingale approach for P{\'o}lya urn models asymptotic behaviour. A P{\'o}lya process is said to be small when the ratio of its remplacement matrix eigenvalues is less than or equal to 1/2, otherwise it is…

Jim Propp's P-machine, also known as the "rotor router model" is a simple deterministic process that simulates a random walk on a graph. Instead of distributing chips to randomly chosen neighbors, it serves the neighbors in a fixed order.…

Quantum walks, the quantum mechanical counterpart of classical random walks, is an advanced tool for building quantum algorithms that has been recently shown to constitute a universal model of quantum computation. Quantum walks is now a…