Related papers: Variable-step-length algorithms for a random walk:…
We study how to sample paths of a random walk up to the first time it crosses a fixed barrier, in the setting where the step sizes are iid with negative mean and have a regularly varying right tail. We introduce a desirable property for a…
For a homogeneous random walk in the quarter plane with nearest-neighbor transitions, starting from some state $(i_0,j_0)$, we study the event that the walk reaches the vertical axis, before reaching the horizontal axis. We derive an exact…
In this paper, we derive the distribution of a two-dimensional (complex) random walk in which the angle of each step is restricted to a subset of the circle. This setting appears in various domains, such as in over-the-air computation in…
Quantum versions of random walks on the line and the cycle show a quadratic improvement over classical random walks in their spreading rates and mixing times respectively. Non-unitary quantum walks can provide a useful optimisation of these…
We study, in d-dimensions, the random walker with geometrically shrinking step sizes at each hop. We emphasize the integrated quantities such as expectation values, cumulants and moments rather than a direct study of the probability…
We revisit the statistics of extremes and records of symmetric random walks with stochastic resetting, extending earlier studies in several directions. We put forward a diffusive scaling regime (symmetric step length distribution with…
We present a closed-form expression for the survival probability of a biased random walker to first reach a target site on a 1D lattice. The expression holds for any step number $N$ and is computationally faster than non-closed-form results…
We consider random walks in which the walk originates in one set of nodes and then continues until it reaches one or more nodes in a target set. The time required for the walk to reach the target set is of interest in understanding the…
We tackle some fundamental problems in probability theory on corrupted random processes on the integer line. We analyze when a biased random walk is expected to reach its bottommost point and when intervals of integer points can be detected…
A very simple event frequency approximation algorithm that is sensitive to event timeliness is suggested. The algorithm iteratively updates categorical click-distribution, producing (path of) a random walk on a standard $n$-dimensional…
We present a new proof rule for verifying lower bounds on quantities of probabilistic programs. Our proof rule is not confined to almost-surely terminating programs -- as is the case for existing rules -- and can be used to establish…
The random walk process in a nonhomogeneous medium, characterised by a L\'evy stable distribution of jump length, is discussed. The width depends on a position: either before the jump or after that. In the latter case, the density slope is…
Consider a sequence of independent random isometries of Euclidean space with a previously fixed probability law. Apply these isometries successively to the origin and consider the sequence of random points that we obtain this way. We prove…
Recently, Wang and Landau proposed a new random walk algorithm that can be very efficiently applied to many problems. Subsequently, there has been numerous studies on the algorithm itself and many proposals for improvements were put…
Random walk on the set of irreducible representations of a finite group is investigated. For the symmetric and general linear groups, a sharp convergence rate bound is obtained and a cutoff phenomenon is proved. As related results, an…
We describe a method to simulate Hamiltonian evolution on a quantum computer by repeatedly using a superposition of steps of a quantum walk, then applying a correction to the weightings for the numbers of steps of the quantum walk. This…
We present an efficient general method for realizing a quantum walk operator corresponding to an arbitrary sparse classical random walk. Our approach is based on Grover and Rudolph's method for preparing coherent versions of efficiently…
We outline basic properties of a symmetric random walk in one dimension, in which the length of the nth step equals lambda^n, with lambda<1. As the number of steps N-->oo, the probability that the endpoint is at x, P_{lambda}(x;N),…
The continuous time random walk model has been widely applied in various fields, including physics, biology, chemistry, finance, social phenomena, etc. In this work, we present an algorithm that utilizes a subordinate formula to generate…
The career of an employee can be described (under certain circumstances) by a random walk, where the states of the random walk are determined by the level and position of an employee. At each decision moment the state of the employee is…