Related papers: Statistical properties of worm algorithms for two …
We study the asymptotic behavior of a Markov chain on $\mathbb{Z}^2$ that corresponds to the two-dimensional marginals of a reinforcement process on $\mathbb{Z}^{\mathbb{N}}$. Three distinct asymptotic regimes are identified, depending on…
We study the purely relaxational dynamics (model A) at criticality in three-dimensional disordered Ising systems whose static critical behaviour belongs to the randomly diluted Ising universality class. We consider the site-diluted and…
Detailed mean field and Monte Carlo studies of the dynamic magnetization-reversal transition in the Ising model in its ordered phase under a competing external magnetic field of finite duration have been presented here. Approximate…
We study the dynamical localization of discrete time evolution of topological split-step quantum random walk (QRW) on a single-site defect starting from a uniform distribution. Using analytical and numerical calculations, we determine the…
We study the statistical properties of the sum $S_t=\int_{0}^{t}dt' \sigma_{t'}$, that is the difference of time spent positive or negative by the spin $\sigma_{t}$, located at a given site of a $D$-dimensional Ising model evolving under…
We investigate the nonequilibrium dynamics of the nearest-neighbour Ising model subjected to stochastic resetting, where the system is intermittently returned to an initial configuration with magnetisation $m_0$, with the inter-reset times…
Extensive Monte Carlo simulations are performed on a two-dimensional random field Ising model. The purpose of the present work is to study the disorder-induced changes in the properties of disordered spin systems. The time evolution of the…
Mixing properties of discrete-time quantum walks on two-dimensional grids with torus-like boundary conditions are analyzed, focusing on their connection to the complexity of the corresponding abstract search algorithm. In particular, an…
This thesis is devoted to the study of extreme value statistics in stochastic processes and their applications. In the first part, we obtain exact analytical results on the extreme value statistics of both discrete-time and continuous-time…
We consider the random walk Metropolis algorithm on $\mathbb{R}^n$ with Gaussian proposals, and when the target probability measure is the $n$-fold product of a one-dimensional law. In the limit $n\to\infty$, it is well known (see [Ann.…
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…
We study the problem of random search in finite networks with a tree topology, where it is expected that the distribution of the first-passage time F(t) decays exponentially. We show that the slope of the exponential tail is independent of…
Unentangled wormlike micelle solutions relax stress through a dynamic interplay of reversible scission and intrachain relaxation involving a hierarchy of molecular timescales whose relationship to linear viscoelastic response remains…
We study analytically a simple random walk model on a one-dimensional lattice, where at each time step the walker resets to the maximum of the already visited positions (to the rightmost visited site) with a probability $r$, and with…
We study a class of loop models, parameterized by a continuously varying loop fugacity n, on the hydrogen-peroxide lattice, which is a three-dimensional cubic lattice of coordination number 3. For integer n > 0, these loop models provide…
We study the full distribution $P_M(S)$ of the number of distinct sites $S$ visited by a random walker on a $d$-dimensional lattice after $M$ steps. We focus on the case $d \ge 2$, and we are interested in the long-time limit $M \gg 1$. Our…
We have elucidated the dynamic phase transition features and finite-size scaling analysis of the triangular lattice system under the presence of a square-wave magnetic field. It has been found that as the value of half-period of the…
Understanding the low-temperature pure state structure of spin glasses remains an open problem in the field of statistical mechanics of disordered systems. Here we study Monte Carlo dynamics, performing simulations of the growth of…
We perform a Monte Carlo study of $N$-step self-avoiding walks, attached to the corner of an impenetrable wedge in two dimensions ($d=2$), or the tip of an impenetrable cone in $d=3$, of sizes ranging up to $N=10^6$ steps. We find that the…
The Metropolis-Hastings algorithm has been extensively studied in the estimation and simulation literature, with most prior work focusing on convergence behavior and asymptotic theory. However, its covariance structure-an important…