Related papers: Connection Coefficients for Higher-order Bernoulli…
We consider random walks associated with conductances on Delaunay triangulations, Gabriel graphs and skeletons of Voronoi tilings which are generated by point processes in $\mathbb{R}^d$. Under suitable assumptions on point processes and…
In one-dimensional diffusive processes with discrete steps characterized by geometrically decaying magnitudes, the usual Gaussian broadening familiar from Brownian motion is replaced by bounded probability distributions over particle…
This work deals with the stationary analysis of two-dimensional partially homogeneous nearest-neighbour random walks. Such type of random walks in the quarter plane are characterized by the fact that the one-step transition probabilities…
In this paper we obtain several new identities for Bernoulli and Euler polynomials; some of them extend Miki's and Matiyasevich's identities. Our new method involves differences and derivatives of polynomials.
We investigate the linear statistics of random matrices with purely imaginary Bernoulli entries of the form $H_{pq} = \overline{H}_{qp} = \pm i$, that are either independently distributed or exhibit global correlations imposed by the…
This paper investigates the Einstein relation; the connection between the volume growth, the resistance growth and the expected time a random walk needs to leave a ball on a weighted graph. The Einstein relation is proved under different…
In this work, the probability of return for random walks on $\mathbb{Z}$, whose increment is given by the $k$-bonacci sequence, is determined. Also, the Hausorff, packing and box-counting dimensions of the set of these walks that return an…
We derive a perturbation expansion for general self-interacting random walks, where steps are made on the basis of the history of the path. Examples of models where this expansion applies are reinforced random walk, excited random walk, the…
We present a duality relation between two systems of coalescing random walks and an analogous duality relation between two systems of coalescing Brownian motions. Our results extends previous work in the literature and we apply it to the…
We examine the aggregate behavior of one-dimensional random walks in a model known as (one-dimensional) Internal Diffusion Limited Aggregation. In this model, a sequence of $n$ particles perform random walks on the integers, beginning at…
We derive asymptotics for the probability of the origin to be an extremal point of a random walk in R^n. We show that in order for the probability to be roughly 1/2, the number of steps of the random walk should be between e^{c n / log n}$…
The main purpose of this paper is to study generalized (self-) reciprocal Appell polynomials, which play a certain role in connection with Faulhaber-type polynomials. More precisely, we show for any Appell sequence when satisfying a…
In this paper, we present a probabilistic extension of the Fubini polynomials and numbers associated with a random variable satisfying some appropriate moment conditions. We obtain the exponential generating function and an integral…
We consider a discrete-time random walk on the nodes of an unbounded hexagonal lattice. We determine the probability generating functions, the transition probabilities and the relevant moments. The convergence of the stochastic process to a…
We propose a metric space of coalescing pairs of paths on which we are able to prove (more or less) directly convergence of objects such as the persistence probability in the (one dimensional, nearest neighbor, symmetric) voter model or the…
We introduce multilevel versions of Dyson Brownian motions of arbitrary parameter $\beta>0$, generalizing the interlacing reflected Brownian motions of Warren for $\beta=2$. Such processes unify $\beta$ corners processes and Dyson Brownian…
An estimate of Beurling states that if K is a curve from 0 to the unit circle in the complex plane, then the probability that a Brownian motion starting at -eps reaches the unit circle without hitting the curve is bounded above by c…
In this paper, we consider Hermite and poly-Bernoulli mixed-type polynomials and investigate the properties of those polynomials which are derived from umbral calculus. Finally, we give various identities associated with Stirling numbers,…
Unitary matrix integrals over symmetric polynomials play an important role in a wide variety of applications, including random matrix theory, gauge theory, number theory, and enumerative combinatorics. We derive novel results on such…
In this note - starting from $d$-dimensional (with $d>1$) fuzzy vectors - we prove Donsker's classical invariance principle. We consider a fuzzy random walk ${S^*_n}=X^*_1+\cdots+X^*_n,$ where $\{X^*_i\}_1^{\infty}$ is a sequence of…