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Related papers: Dynamical properties of random walks

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This work deals with both instantaneous uniform mixing property and temporal standard deviation for continuous-time quantum random walks on circles in order to study their fluctuations comparing with discrete-time quantum random walks, and…

Quantum Physics · Physics 2007-05-23 Norio Inui , Koichiro Kasahara , Yoshinao Konishi , Norio Konno

The paper deals with a certain class of random evolutions. We develop a construction that yields an invariant measure for a continuous-time Markov process with random transitions. The approach is based on a particular way of constructing…

Probability · Mathematics 2015-10-20 Y. Belopolskaya , Y. Suhov

Multifractal properties of the distribution of topological invariants for a model of trajectories randomly entangled with a nonsymmetric lattice of obstacles are investigated. Using the equivalence of the model to random walks on a locally…

Statistical Mechanics · Physics 2009-10-31 R. Voituriez , S. Nechaev

These are lecture notes for a simple minicourse approaching the satistical properties of a dynamical system by the study of the associated transfer operator (considered on a suitable functions or measures spaces). The following questions…

Dynamical Systems · Mathematics 2022-11-15 Stefano Galatolo

Many complex systems exhibit interactions that depend not only on pairwise connections, but also group structures and memory effects. To capture such effects, we develop a unified tensor framework for modeling higher-order Markov chains…

Systems and Control · Electrical Eng. & Systems 2026-04-09 Shaoxuan Cui , Lingfei Wang , Hildeberto Jardon-Kojakhmetov , Karl Henrik Johansson , Ming Cao

We study the recurrence properties of a random walk in a stratified medium.

Dynamical Systems · Mathematics 2016-06-03 Julien Brémont

Let $(X, \cal B, \nu)$ be a probability space and let $\Gamma$ be a countable group of $\nu$-preserving invertible maps of $X$ into itself. To a probability measure $\mu$ on $\Gamma$ corresponds a random walk on $X$ with Markov operator $P$…

Dynamical Systems · Mathematics 2011-06-17 Jean-Pierre Conze , Yves Guivarc'h

We present a recurrence-transience classification for discrete-time Markov chains on manifolds with negative curvature. Our classification depends only on geometric quantities associated to the increments of the chain, defined via the…

Probability · Mathematics 2020-11-10 John Armstrong , Tim King

We suggest a model for data losses in a single node of a packet-switched network (like the Internet) which reduces to one-dimensional discrete random walks with unusual boundary conditions. The model shows critical behavior with an abrupt…

Disordered Systems and Neural Networks · Physics 2009-11-11 I. V. Yurkevich , I. V. Lerner , A. S. Stepanenko , C. C. Constantinou

Markov chains are a class of probabilistic models that have achieved widespread application in the quantitative sciences. This is in part due to their versatility, but is compounded by the ease with which they can be probed analytically.…

Machine Learning · Computer Science 2023-12-18 Eddie Seabrook , Laurenz Wiskott

Motivated by the study of the time evolution of random dynamical systems arising in a vast variety of domains --- ranging from physics to ecology ---, we establish conditions for the occurrence of a non-trivial asymptotic behaviour for…

Probability · Mathematics 2014-07-15 Vladimir Belitsky , Mikhail Menshikov , Dimitri Petritis , Marina Vachkovskaia

In this Chapter, we present some interesting properties of quantum walks on the line. We concentrate our attention in the emergence of invariance and provide some insights into the ultimate origin of the observed behavior. In the first part…

Quantum Physics · Physics 2016-09-02 Miquel Montero

The reciprocal class of a Markov path measure is the set of all mixtures of its bridges. We give characterizations of the reciprocal class of a continuous-time Markov random walk on a graph. Our main result is in terms of some reciprocal…

Probability · Mathematics 2022-09-05 Giovanni Conforti , Christian Léonard

We investigate dynamical properties such as topological transitivity, (sequential) hypercyclicity, and chaos for backward shift operators associated to a Schauder basis on LF-spaces. As an application, we characterize these dynamical…

Functional Analysis · Mathematics 2024-03-08 José Bonet , Thomas Kalmes , Alfred Peris

Random transvections generate a walk on the space of symplectic forms on $\mathbf{F}_q^{2n}$. The main result is establishing cutoff for this Markov chain. After $n+c$ steps, the walk is close to uniform while before $n-c$, it is far from…

Probability · Mathematics 2021-02-15 Jimmy He

In this paper we consider an irreducible random walk on the integer lattice $\mathbb{Z}$ that is in the domain of normal attraction of a strictly stable process with index $\alpha\in (1, 2)$ and obtain the asymptotic form of the…

Probability · Mathematics 2018-08-07 Kohei Uchiyama

This paper contributes an in-depth study of properties of continuous time Markov chains (CTMCs) on non-negative integer lattices $\N_0^d$, with particular interest in one-dimensional CTMCs with polynomial transitions rates. Such stochastic…

Probability · Mathematics 2020-06-22 Chuang Xu , Mads Christian Hansen , Carsten Wiuf

Via operator theoretic methods, we formalize the concentration phenomenon for a given observable `$r$' of a discrete time Markov chain with `$\mu_{\pi}$' as invariant ergodic measure, possibly having support on an unbounded state space. The…

Machine Learning · Computer Science 2023-06-01 Muhammad Abdullah Naeem , Miroslav Pajic

In the proof of the invariance principle for locally perturbed periodic Lorentz process with finite horizon, a lot of delicate results were needed concerning the recurrence properties of its unperturbed version. These were analogous to the…

Probability · Mathematics 2016-03-25 Péter Nándori

This article studies the dynamics of a finite chain with infinite components. The equation which permits us to find the probability distribution of the chain length is constructed and analysed. This research is a continuation of paper…

Probability · Mathematics 2012-07-19 Elena V. Karachanskaya
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