Related papers: Connection Coefficients for Higher-order Bernoulli…
Spherically symmetric random walks in arbitrary dimension $D$ can be described in terms of Gegenbauer (ultraspherical) polynomials. For example, Legendre polynomials can be used to represent the special case of two-dimensional spherically…
We present a random walk approximation to fractional Brownian motion where the increments of the fractional random walk are defined as a weighted sum of the past increments of a Bernoulli random walk.
For the supercritical Bernoulli bond percolation on $\mathbb{Z}^d$ ($d \geq 2$), we give a coupling between the random walk on the infinite cluster and its limit Brownian motion, such that the maximum distance between the paths during…
We study random walks on sub-Riemannian manifolds using the framework of retractions, i.e., approximations of normal geodesics. We show that such walks converge to the correct horizontal Brownian motion if normal geodesics are approximated…
We use renormalization group to calculate the reunion and survival exponents of a set of random walkers interacting with a long range $1/r^2$ and a short range interaction. These exponents are used to study the binding-unbinding transition…
The relations between the Bernoulli and Eulerian polynomials of higher order and the complete Bell polynomials are found that lead to new identities for the Bernoulli and Eulerian polynomials and numbers of higher order. General form of…
Cubical complexes are metric spaces constructed by gluing together unit cubes in an analogous way to the construction of simplicial complexes. We construct Brownian motion on such spaces, define random walks, and prove that the transition…
In the present paper, we obtain new interesting relations and identities of the Apostol-Bernoulli polynomials of higher order, which are derived using a Bernoulli polynomial basis. Finally, by utilizing our method, we also derive formulas…
In this paper, we investigate new class of sequences related to fully degenerate Bernoulli numbers and polynomials. From those sequences, we derive some formulae for the degenerate Bernoulli and Euler polynomials.
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…
There is a close connection between intersections of Brownian motion paths and percolation on trees. Recently, ideas from probability on trees were an important component of the multifractal analysis of Brownian occupation measure, in joint…
We establish an invariance principle connecting boundary random walks on $\mathbb N$ with Feller's Brownian motions on $[0,\infty)$. A Feller's Brownian motion is a Feller process on $[0,\infty)$ whose excursions away from the boundary $0$…
By a symbolic method, we introduce multivariate Bernoulli and Euler polynomials as powers of polynomials whose coefficients involve multivariate L\'evy processes. Many properties of these polynomials are stated straightforwardly thanks to…
In this paper we introduce the generalization of Multi Poly-Euler polynomials and we investigate some relationship involving Multi Poly-Euler polynomials. Obtaining a closed formula for generalization of Multi Poly-Euler numbers therefore…
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 study the second order of the number of excursions of a simple random walk with a bias that drives a return toward the origin along the axes introduced by P. Andreoletti and P. Debs \cite{AndDeb3}. This is a crucial step toward deriving…
We use a random walk in the ensemble of impurity configurations to generate a Brownian motion model for energy levels in disordered conductors. Treating arc-length along the random walk as fictitous time, the resulting Langevin equation…
A sequence inverse relationship can be defined by a pair of infinite inverse matrices. If the pair of matrices are the same, they define a dual relationship. Here presented is a unified approach to construct dual relationships via…
The study of several naturally arising "nearest neighbours" random walks benefits from the study of the associated orthogonal polynomials and their orthogonality measure. I consider extensions of this approach to a larger class of random…
In this paper, we consider higher-order Bernoulli and poly-Bernoulli mixed type polynomials and we give some interesting identities of those polynomials arising from umbral calculus.