Related papers: Kinetic walks for sampling
We recently demonstrated that standard fixed-time lattice random-walk models cannot be modified to properly represent biased diffusion processes in more than two dimensions. The origin of this fundamental limitation appears to be the fact…
The connection between coined and continuous-time quantum walk models has been addressed in a number of papers. In most of those studies, the continuous-time model is derived from coined quantum walks by employing dimensional reduction and…
We study three different random walk models on several two-dimensional lattices by Monte Carlo simulations. One is the usual nearest neighbor random walk. Another is the nearest neighbor random walk which is not allowed to backtrack. The…
For one-dimensional Jump-Drift and Jump-Diffusion processes converging towards some steady state, the large deviations of a long dynamical trajectory are described from two perspectives. Firstly, the joint probability of the empirical…
Markov jump processes (or continuous-time Markov chains) are a simple and important class of continuous-time dynamical systems. In this paper, we tackle the problem of simulating from the posterior distribution over paths in these models,…
We discuss the question of recurrence for persistent, or Newtonian, random walks in Z^2, i.e., random walks whose transition probabilities depend both on the walker's position and incoming direction. We use results by Toth and Schmidt-Conze…
We consider a random walker whose motion is tethered around a focal point. We use two models that exhibit the same spatial dependence in the steady state but widely different dynamics. In one case, the walker is subject to a deterministic…
We develop a time domain random walk approach for conservative solute transport in heterogeneous media where medium properties vary over a distribution of length scales. The spatial transition lengths are equal to the heterogeneity length…
Consider a one dimensional simple random walk $X=(X_n)_{n\geq0}$. We form a new simple symmetric random walk $Y=(Y_n)_{n\geq0}$ by taking sums of products of the increments of $X$ and study the two-dimensional walk…
We consider a particle moving in continuous time as a Markov jump process; its discrete chain is given by an ordinary random walk on ${\mathbb Z}^d$ , and its jump rate at $({\mathbf x},t)$ is given by a fixed function $\varphi$ of the…
We consider one-dependent random walks on $\mathbb{Z}^d$ in random hypergeometric environment for $d\ge 3$. These are memory-one walks in a large class of environments parameterized by positive weights on directed edges and on pairs of…
The TASEP (totally asymmetric simple exclusion process) is a basic model for an one-dimensional interacting particle system with non-reversible dynamics. Despite the simplicity of the model it shows a very rich and interesting behaviour. In…
We investigate quantum walks in multiple dimensions with different quantum coins. We augment the model by assuming that at each step the amplitudes of the coin state are multiplied by random phases. This model enables us to study in detail…
The zigzag process is a Piecewise Deterministic Markov Process which can be used in a MCMC framework to sample from a given target distribution. We prove the convergence of this process to its target under very weak assumptions, and…
We study a general class of random walks driven by a uniquely ergodic Markovian environment. Under a coupling condition on the environment we obtain strong ergodicity properties and concentration inequalities for the environment as seen…
We study a scenario under which variable step random walks give anomalous statistics. We begin by analyzing the Martingale Central Limit Theorem to find a sufficient condition for the limit distribution to be non-Gaussian. We note that the…
We introduce a continuous-time random walk model on an infinite multilayer structure inspired by transportation networks. Each layer is a copy of $\mathbb{R}^d$, indexed by a non-negative integer. A walker moves within a layer by means of…
We consider a model for random walks on random environments (RWRE) with random subset of Z^d as the vertices, and uniform transition probabilities on 2d points (two "coordinate nearest points" in each of the d coordinate directions). We…
Quantum walks, both discrete (coined) and continuous time, form the basis of several quantum algorithms and have been used to model processes such as transport in spin chains and quantum chemistry. The enhanced spreading and mixing…
The subject of this paper is quantum walks, which are expected to simulate several kinds of quantum dynamical systems. In this paper, we define analyticity for quantum walks on Z. Almost all the quantum walks on $\mathbb{Z}$ which have been…