Related papers: On Borwein's conjectures for planar uniform random…

In this paper, we define a new type of decoherent quantum random walks with parameter $0\le p\le 1$, which becomes a unitary quantum random walk (UQRW) when $p=0$ and an open quantum random walk (OPRW) when $p=1$ respectively. We call this…

Let {X_n,n\geq0} be a Markov chain on a general state space X with transition probability P and stationary probability \pi. Suppose an additive component S_n takes values in the real line R and is adjoined to the chain such that…

We consider a random walk X_n in Z_+, starting at X_0=x>= 0, with transition probabilities P(X_{n+1}=X_n+1|X_n=y>=1)=1/2-\delta/(4y+2\delta) P(X_{n+1}=X_n+1|X_n=y>=1)=1/2+\delta/(4y+2\delta) and X_{n+1}=1 whenever X_n=0. We prove that the…

We prove for an arbitrary one-dimensional random walk with independent increments that the probability of crossing a level at a given time n has the order of square root of n. Moment or symmetry assumptions are not necessary. In removing…

We present an affine-invariant random walk for drawing uniform random samples from a convex body $\mathcal{K} \subset \mathbb{R}^n$ that uses maximum volume inscribed ellipsoids, known as John's ellipsoids, for the proposal distribution.…

Discrete time random walks, in which a step of random sign but constant length $\delta x$ is performed after each time interval $\delta t$, are widely used models for stochastic processes. In the case of a correlated random walk, the next…

The aim of this paper is to establish the uniform convergence of the densities of a sequence of random variables, which are functionals of an underlying Gaussian process, to a normal density. Precise estimates for the uniform distance are…

We construct a coupling between the random walk composed of L\'evy area increments from a $d$-dimensional Brownian motion and a random walk composed of quadratic polynomials of Gaussian random variables. This coupling construction is used…

We consider a random walk on a homogeneous space $G/\Lambda$ where $G$ is a non-compact simple Lie group and $\Lambda$ is a lattice. The walk is driven by a probability measure $\mu$ on $G$ whose support generates a Zariski-dense subgroup.…

Let $(Y_n)$ be a sequence of i.i.d. $\mathbb Z$-valued random variables with law $\mu$. The reflected random walk $(X_n)$ is defined recursively by $X_0=x \in \mathbb N_0, X_{n+1}=|X_n+Y_{n+1}|$. Under mild hypotheses on the law $\mu$, it…

We prove that the sum of $t$ boolean-valued random variables sampled by a random walk on a regular expander converges in total variation distance to a discrete normal distribution at a rate of $O(\lambda/t^{1/2-o(1)})$, where $\lambda$ is…

In this paper we find an upper bound for the probability that a $3$ dimensional simple random walk covers each point in a nearest neighbor path connecting 0 and the boundary of an $L_1$ ball of radius $N$. For $d\ge 4$, it has been shown in…

For a given one-dimensional random walk $\{S_n\}$ with a subexponential step-size distribution, we present a unifying theory to study the sequences $\{x_n\}$ for which $\mathsf{P}\{S_n>x\}\sim n\mathsf{P}\{S_1>x\}$ as $n\to\infty$ uniformly…

Consider a random walk $S_n=\sum_{i=1}^n X_i$ with independent and identically distributed real-valued increments $X_i$ of zero mean and finite variance. Assume that $X_i$ is non-lattice and has a moment of order $2+\delta$. For any $x\geq…

We consider a state-dependent, time-dependent, discrete random walks $X_t^{\{a_n\}}$ defined on natural numbers $\mathbb{N}$ (bent to a "stair" in $\mathbb{N}^2$) where the random walk depends on input of a positive deterministic sequence…

We consider quantum walks with position dependent coin on 1D lattice $\mathbb{Z}$. The dispersive estimate $\|U^tP_c u_0\|_{l^\infty}\lesssim (1+|t|)^{-1/3} \|u_0\|_{l^1}$ is shown under $l^{1,1}$ perturbation for the generic case and…

The position density of a "particle" performing a continuous-time quantum walk on the integer lattice, viewed on length scales inversely proportional to the time t, converges (as t tends to infinity) to a probability distribution that…

We consider a random walk on Z^d in an i.i.d. balanced random environment, that is a random walk for which the probability to jump from x to nearest neighbor x+e is the same as to nearest neighbor x-e. Assuming that the environment is…

In this article, we generalize the recent Discrete Time Random Walk (DTRW) algorithm, which was introduced for the computation of probability densities of fractional diffusion. Although it has the same computational complexity and shares…

Consider a random polynomial $P_n$ of degree $n$ whose roots are independent random variables sampled according to some probability distribution $\mu_0$ on the complex plane $\mathbb C$. It is natural to conjecture that, for a fixed $t\in…