Related papers: Connection Coefficients for Higher-order Bernoulli…

The joint distribution of maximum increase and decrease for Brownian motion up to an independent exponential time is computed. This is achieved by decomposing the Brownian path at the hitting times of the infimum and the supremum before the…

We define quantization scheme for discrete-time random walks on the half-line consistent with Szegedy's quantization of finite Markov chains. Motivated by the Karlin and McGregor description of discrete-time random walks in terms of…

We investigate invariants for random elements of different hyperbolic groups. We provide a method, using Cayley graphs of groups, to compute the probability distribution of the minimal length of a random word, and explicitly compute the…

For normally reflected Brownian motion and for simple random walk on independently growing in time d-dimensional domains, d>=3, we establish a sharp criterion for recurrence versus transience in terms of the growth rate.

For certain materials science scenarios arising in rubber technology, one-dimensional moving boundary problems (MBPs) with kinetic boundary conditions are capable of unveiling the large-time behavior of the diffusants penetration front,…

We investigate a combinatorial sum that can be interpreted as the moments of a random variate, measuring the absolute distance to the origin in a symmetric Bernoulli random walk. These sums can be characterized by polynomials related to the…

In this paper we study the divisibility and primality properties of the Bernoulli random walk. We improve or extend some of our divisibility results to wide classes of iid or independent non iid random walks. We also obtain new primality…

Connection coefficients between different orthonormal bases satisfy two discrete orthogonal relations themselves. For classical orthogonal polynomials whose weights are invariant under the action of the symmetric group, connection…

In this paper, we characterize a duality relation between Eulerian recurrences and Eulerian recurrence systems, which generalizes and unifies Hermite-Biehler decompositions of several enumerative polynomials, including flag descent…

A construction of new sequences of generalized Bernoulli polynomials of first and second kind is proposed. These sequences share with the classical Bernoulli polynomials many algebraic and number--theoretical properties. A new class of…

Prompted by an example arising in critical percolation, we study some reflected Brownian motions in symmetric planar domains and show that they are intertwined with one-dimensional diffusions. In the case of a wedge, the reflected Brownian…

In this paper we present a new and flexible method to show that, in one dimension, various self-repellent random walks converge to self-repellent Brownian motion in the limit of weak interaction after appropriate space-time scaling. Our…

In the present paper we generalize the Eulerian numbers (also of the second and third orders). The generalization is connected with an autonomous first-order differential equation, solutions of which are used to obtain integral…

According to a version of Donsker's theorem, geodesic random walks on Riemannian manifolds converge to the respective Brownian motion. From a computational perspective, however, evaluating geodesics can be quite costly. We therefore…

We give a series of combinatorial results that can be obtained from any two collections (both indexed by $\Z\times \N$) of left and right pointing arrows that satisfy some natural relationship. When applied to certain self-interacting…

We consider Reinforced Random Walks where transition probabilities are a function of the proportion of times the walk has traversed an edge. We give conditions for recurrence or transience. A phase transition is observed, similar to…

We study a one-dimensional random walk among random conductances, with unbounded jumps. Assuming the ergodicity of the collection of conductances and a few other technical conditions (uniform ellipticity and polynomial bounds on the tails…

We obtain closed form expressions for convolutions of scale transformations within a certain subset of Appell polynomials. This subset contains the Bernoulli, Apostol-Euler, and Cauchy polynomials, as well as various kinds of their…

We establish recurrence criteria for sums of independent random variables which take values in Euclidean lattices of varying dimension. In particular, we describe transient inhomogenous random walks in the plane which interlace two…

We establish the discrete approximation to Brownian motion with varying dimension (BMVD in abbreviation) by random walks. The setting is very similar to that in [11], but here we use a different method allowing us to get rid the…