Related papers: The continuous-time lace expansion
We study the asymptotic behavior of a multidimensional random walk in a general cone. We find the tail asymptotics for the exit time and prove integral and local limit theorems for a random walk conditioned to stay in a cone. The main step…
A spread-out lattice animal is a finite connected set of edges in $\{ \{x,y\} \subset \mathbb{Z}^d:0<||x-y||\le L \}$. A lattice tree is a lattice animal with no loops.The best estimate on the critical point $p_c$ so far was achieved by…
Attributing a positive value \tau_x to each x in Z^d, we investigate a nearest-neighbour random walk which is reversible for the measure with weights (\tau_x), often known as "Bouchaud's trap model". We assume that these weights are…
We consider the $n$-component $|\varphi|^4$ lattice spin model ($n \ge 1$) and the weakly self-avoiding walk ($n=0$) on $\mathbb{Z}^d$, in dimensions $d=1,2,3$. We study long-range models based on the fractional Laplacian, with spin-spin…
We describe a stochastic technique which allows one to compute numerically the coefficients of the weak coupling perturbative expansion of any observable in Lattice Gauge Theory. The idea is to insert the exponential representation of the…
The spatial coverage produced by a single discrete-time random walk, with asymmetric jump probability $p\neq 1/2$ and non-uniform steps, moving on an infinite one-dimensional lattice is investigated. Analytical calculations are complemented…
The linked-cluster expansion technique for the high-temperature expansion of spin model is reviewed. A new algorithm for the computation of three-point and higher Green's functions is presented. Series are computed for all components of…
In this paper, we extend the central limit theorem of the occupation time of the voter model on the lattice $\mathbb{Z}^d$ given in \cite{Cox1983} to the sample path case for $d\geq 3$. The proof of our main result utilizes the resolvent…
This work extends the studies on the minimum and extremal process of a supercritical branching random walk outside the boundary case which cannot be reduced to the boundary case. We study here the situation where the log-generating function…
Localised defect modes generated by a finite line defect composed of several masses, embedded an infinite square cell lattice, are analysed using the linear superposition of Green's function for a single mass defect. Several representations…
Shifted and modulated Gaussian functions play a vital role in the representation of signals. We extend the theory into a quaternionic setting, using two exponential kernels with two complex numbers. As a final result, we show that every…
We prove a quenched local central limit theorem for continuous-time random walks in $\mathbb Z^d, d\ge 2$, in a uniformly-elliptic time-dependent balanced random environment which is ergodic under space-time shifts. We also obtain Gaussian…
Self-avoiding walks are studied on the 3-simplex fractal lattice as a model of linear polymer conformations in a dilute, non-homogeneous solution. A model is supplemented with bending energies and attractive-interaction energies between…
Stochastic treatments of magnetic resonance spectroscopy and optical spectroscopy require evaluations of functions like <exp(i int_0^t Q(s)ds)>, where t is time, Q(s) is the value of a stochastic process at time s, and the angular brackets…
We consider triangular arrays of Markov chains that converge weakly to a diffusion process. Second order Edgeworth type expansions for transition densities are proved. The paper differs from recent results in two respects. We allow…
In a step reinforced random walk, at each integer time and with a fixed probability p $\in$ (0, 1), the walker repeats one of his previous steps chosen uniformly at random, and with complementary probability 1 -- p, the walker makes an…
Random walks on discrete lattices are fundamental models that form the basis for our understanding of transport and diffusion processes. For a single random walker on complex networks, many properties such as the mean first passage time and…
We study numerically the distributions of the length $L$ of the longest increasing subsequence (LIS) for the two cases of random permutations and of one-dimensional random walks. Using sophisticated large-deviation algorithms, we are able…
We deduce the dynamic frequency-domain-lattice Green's function of a linear chain with properties (masses and next-neighbor spring constants) of exponential spatial dependence. We analyze the system as discrete chain as well as the…
We study the critical properties of the spin-continuous $S^{4}$ system on the typical translational invariant triangular lattices by combining the recently-developed generalized Migdal-Kadanoff bond-moving recursion procedures with the…