Related papers: Stochastic LU factorizations, Darboux transformati…
Let $G=(V,E)$ be a $d$-regular graph on $n$ vertices and let $\mu_0$ be a probability measure on $V$. The act of moving to a randomly chosen neighbor leads to a sequence of probability measures supported on $V$ given by $\mu_{k+1} = A…
We study the evolution of a random walker on a conservative dynamic random environment composed of independent particles performing simple symmetric random walks, generalizing results of [16] to higher dimensions and more general transition…
We are studying stationary random processes with conditional polynomial moments that allow a continuous path modification. Processes with continuous path modification, are important because they are relatively easy to simulate. One does not…
We solve two long standing open problems, one from probability theory formulated by Malyshev in 1970 and another one from a crossroad of geometry and dynamics, of Darboux from 1879. The Malyshev problem is of finding effective, explicit…
We study coupled random walks in the plane such that, at each step, the walks change direction by a uniform random angle plus an extra deterministic angle \theta. We compute the Hausdorff dimension of the \theta for which the walk has an…
Random walks are a series of up, down, and level steps that enumerate distinct paths from $(0,0)$ to $(2n,0)$, where $n$ is the semi-length of the path. We used these paths to analyze Catalan, Schr\"{o}der, and Motzkin number sequences…
We study the simple random walk on stochastic hyperbolic half planar triangulations constructed in Angel and Ray [3]. We show that almost surely the walker escapes the boundary of the map in positive speed and that the return probability to…
We study random walks with stochastic resetting to the initial position on arbitrary networks. We obtain the stationary probability distribution as well as the mean and global first passage times, which allow us to characterize the effect…
Dual Lukacs type characterizations of random variables in free probability are studied here. First, we develop a freeness property satisfied by Lukacs type transformations of free-Poisson and free-Binomial non-commutative variables which…
Due to wide applications in diverse fields, random walks subject to stochastic resetting have attracted considerable attention in the last decade. In this paper, we study discrete-time random walks on complex network with multiple resetting…
We present a construction of the basic operators of stochastic analysis (gradient and divergence) for a class of discrete-time normal martingales called obtuse random walks. The approach is based on the chaos representation property and…
We study the angular process related to random walks in the Euclidean and in the non-Euclidean space where steps are Cauchy distributed. This leads to different types of non-linear transformations of Cauchy random variables which preserve…
We study analytically the order statistics of a time series generated by the successive positions of a symmetric random walk of n steps with step lengths of finite variance \sigma^2. We show that the statistics of the gap d_{k,n}=M_{k,n}…
We investigate the directed random walk on hierarchic trees. Two cases are investigated: random variables on deterministic trees with a continuous branching, and random variables on the trees constructed trough the random branching process.…
We establish a limit theorem for a new model of 3-dimensional random walk in an inhomogeneous lattice with random orientations. This model can be seen as a 3dimensional version of the Matheron and de Marsily model [12]. This new model leads…
We investigate random minimal factorizations of the $n$-cycle, that is, factorizations of the permutation $(1 \, 2 \cdots n)$ into a product of cycles $\tau_1, \ldots, \tau_k$ whose lengths $\ell(\tau_1), \ldots, \ell(\tau_k)$ verify the…
We construct examples of a random walk with pairwise-independent steps which is almost-surely bounded, and for any $m$ and $k$ a random walk with $k$-wise independent steps which has no stationary distribution modulo $m$.
Random walks are fundamental models of stochastic processes with applications in various fields including physics, biology, and computer science. We study classical and quantum random walks under the influence of stochastic resetting on…
Darboux transformation plays a key role in constructing explicit closed-form solutions of completely integrable systems. This paper provides an algebraic construction of generalized Darboux matrices with the same poles for the $2\times2$…
The Born rule asserts the probability distribution of eigenstates observed in unbiased quantum measurements, but the reason it holds remains elusive. This manuscript discusses how the Born rule might be explained by Schrodinger equation…