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In this paper, we analyse a sub-class of two-dimensional homogeneous nearest neighbour (simple) random walk restricted on the lattice using the matrix geometric approach. In particular, we first present an alternative approach for the…

Probability · Mathematics 2017-07-21 Stella Kapodistria , Zbigniew Palmowski

The random order graph streaming model has received significant attention recently, with problems such as matching size estimation, component counting, and the evaluation of bounded degree constant query testable properties shown to admit…

Data Structures and Algorithms · Computer Science 2021-12-15 John Kallaugher , Michael Kapralov , Eric Price

Random walk in random environment (RWRE) is a fundamental model of statistical mechanics, describing the movement of a particle in a highly disordered and inhomogeneous medium as a random walk with random jump probabilities. It has been…

Probability · Mathematics 2013-09-11 Alexander Drewitz , Alejandro F. Ramírez

This paper is concerned with the limit theory of the extreme order statistics derived from random walks. We establish the joint convergence of the order statistics near the minimum of a random walk in terms of the Feller chains. Detailed…

Probability · Mathematics 2021-09-29 Jim Pitman , Wenpin Tang

We consider a certain sequence of random walks. The state space of the n-th random walk is the set of all strict partitions of n (that is, partitions without equal parts). We prove that, as n goes to infinity, these random walks converge to…

Probability · Mathematics 2010-11-16 Leonid Petrov

A random walk-like model is considered to discuss statistical aspects of tournaments. The model is applied to soccer leagues with emphasis on the scores. This competitive system was computationally simulated and the results are compared…

Data Analysis, Statistics and Probability · Physics 2010-04-30 H. V. Ribeiro , R. S. Mendes , L. C. Malacarne , S. Picoli , P. A. Santoro

We study an extension of the generalized excited random walk (GERW) on $\mathbb{Z}^d$ introduced in [Ann. Probab. 40 (5), 2012, [7]] by Menshikov, Popov, Ram\'irez and Vachkovskaia. Our extension consists in studying a version of the GERW…

Probability · Mathematics 2023-03-27 Rodrigo B. Alves , Giulio Iacobelli , Glauco Valle

In this paper we study a random walk in a one-dimensional dynamic random environment consisting of a collection of independent particles performing simple symmetric random walks in a Poisson equilibrium with density $\rho \in (0,\infty)$.…

We consider Kac's random walk on $n$-dimensional rotation matrices, where each step is a random rotation in the plane generated by two randomly picked coordinates. We show that this process converges to the Haar measure on $\mathit{SO}(n)$…

Probability · Mathematics 2009-08-10 Roberto Imbuzeiro Oliveira

A central question in random matrix theory is universality. When an emergent phenomena is observed from a large collection of chosen random variables it is natural to ask if this behavior is specific to the chosen random variable or if the…

Probability · Mathematics 2021-01-13 Jake Koenig , Hoi Nguyen

A kicking sequence of the atom optics kicked rotor at quantum resonance can be interpreted as a quantum random walk in momentum space. We show how to steer such a random walk by applying a random sequence of intensities and phases of the…

We introduce a set of techniques that allow for efficiently generating many independent random walks in the Massive Parallel Computation (MPC) model with space per machine strongly sublinear in the number of vertices. In this…

Data Structures and Algorithms · Computer Science 2019-11-07 Jakub Łącki , Slobodan Mitrović , Krzysztof Onak , Piotr Sankowski

We consider random walks, say $W_n=(M_0, M_1,\dots, M_n)$, of length $n$ starting at 0 and based on the martingale sequence $M_k$ with differences $X_m=M_m-M_{m-1}$. Assuming that the differences are bounded, $|X_m|\leq 1$, we solve the…

Probability · Mathematics 2013-05-30 Dainius Dzindzalieta

We study discrete-time random walks on arbitrary networks with first-passage resetting processes. To the end, a set of nodes are chosen as observable nodes, and the walker is reset instantaneously to a given resetting node whenever it hits…

Statistical Mechanics · Physics 2021-06-30 Feng Huang , Hanshuang Chen

The problem of detecting a few anomalous processes among a large number of data streams is considered. At each time, aggregated observations can be taken from a chosen subset of the processes, where the chosen subset conforms to a given…

Information Theory · Computer Science 2018-08-17 Chao Wang , Kobi Cohen , Qing Zhao

We study whether the probability distribution of a discrete quantum walk can get arbitrarily close to uniform, given that the walk starts with a uniform superposition of the outgoing arcs of some vertex. We establish a characterization of…

Combinatorics · Mathematics 2024-07-03 Hanmeng Zhan

We analyze a class of continuous time random walks in $\mathbb R^d,d\geq 2,$ with uniformly distributed directions. The steps performed by these processes are distributed according to a generalized Dirichlet law. Given the number of changes…

Probability · Mathematics 2015-06-16 Alessandro De Gregorio

We study a discrete random walk on a one-dimensional finite lattice, where each state has different probabilities to move one step forward, backward, staying for a moment or being absorbed. We obtain expected number of arrivals and expected…

Probability · Mathematics 2023-07-26 Theo van Uem

We consider the $N$-particle noncolliding Bernoulli random walk --- a discrete time Markov process in $\mathbb{Z}^{N}$ obtained from a collection of $N$ independent simple random walks with steps $\in\{0,1\}$ by conditioning that they never…

Probability · Mathematics 2018-06-05 Vadim Gorin , Leonid Petrov

We consider a nonlinear random walk which, in each time step, is free to choose its own transition probability within a neighborhood (w.r.t. Wasserstein distance) of the transition probability of a fixed L\'evy process. In analogy to the…

Probability · Mathematics 2021-04-28 Daniel Bartl , Stephan Eckstein , Michael Kupper