Related papers: Branching random walk solutions to the Wigner equa…
We propose a novel method to directly learn a stochastic transition operator whose repeated application provides generated samples. Traditional undirected graphical models approach this problem indirectly by learning a Markov chain model…
The Wiener-Khinchin theorem shows how the power spectrum of a stationary random signal $I(t)$ is related to its correlation function $\left\langle I(t)I(t+\tau)\right\rangle$. We consider non-stationary processes with the widely observed…
For the stationary Wigner equation with inflow boundary conditions, its numerical convergence with respect to the velocity mesh size are deteriorated due to the singularity at velocity zero. In this paper, using the fact that the solution…
We explore properties the solution of Langevin equation when stochastic influence is orthogonal to velocity of a particle. Wiener's process can accept unlimited values. But for these equations, the attraction surfaces exist. For these…
This paper introduces in detail a non-variational quantum algorithm designed to solve a wide range of combinatorial optimisation problems, including constrained problems and problems with non-binary variables. The algorithm returns optimal…
Consider $N$ particles performing random walks on the $\epsilon$-grid $(\epsilon Z)^d$, $\epsilon>0$ with branching and density-dependent selection: When one of the particles branches, a particle is removed from the most populated site. The…
We prove a version of Nagaev's theorem for the branching random walk with heavy-tailed associated random walk. For a branching random walk on $\mathbb{R}$ we consider the random measure $Z_n = \sum_{|u|=n} e^{-V_u} \delta_{V_u}$ where…
This paper investigates the asymptotic behavior of Green functions associated to partially homogeneous random walks in the quadrant $Z_+^2$. There are four possible distributions for the jumps of these processes, depending on the location…
We consider a branching random walk initiated by a single particle at location 0 in which particles alternately reproduce according to the law of a Galton-Watson process and disperse according to the law of a driftless random walk on the…
A classical random walk $(S_t, t\in\mathbb{N})$ is defined by $S_t:=\displaystyle\sum_{n=0}^t X_n$, where $(X_n)$ are i.i.d. When the increments $(X_n)_{n\in\mathbb{N}}$ are a one-order Markov chain, a short memory is introduced in the…
A system of $N$ non-canonical dynamically free 3D harmonic oscillators is studied. The position and the momentum operators (PM-operators) of the system do not satisfy the canonical commutation relations (CCRs). Instead they obey the weaker…
The reproduction speed of a continuous-time branching random walk is proportional to a positive parameter $\lambda$. There is a threshold for $\lambda$, which is called $\lambda_w$, that separates almost sure global extinction from global…
It is well known that the behaviour of a branching process is completely described by the generating function of the offspring law and its fixed points. Branching random walks are a natural generalization of branching processes: a branching…
We consider a Markov jump process on a general state space to which we apply a time-dependent weak perturbation over a finite time interval. By martingale-based stochastic calculus, under a suitable exponential moment bound for the…
The random walk is a fundamental stochastic process that underlies many numerical tasks in scientific computing applications. We consider here two neural algorithms that can be used to efficiently implement random walks on spiking…
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 present a Wigner function-based approach for the particle density evolution in fermionic and bosonic open quantum many-body systems, including the effects of dephasing. In particular, we focus on chains of non-interacting particles…
We derive the steady state solution of the Fokker-Planck equation that describes the dynamics of the nondegenerate optical parametric oscillator in the truncated Wigner representation of the density operator. The adiabatic limit of strong…
The vicious random walker problem on a one dimensional lattice is considered. Many walkers take simultaneous steps on the lattice and the configurations in which two of them arrive at the same site are prohibited. It is known that the…
A quantum state can be written in phase space, but the resulting object is not generally the probability density of a positive stochastic process on ordinary phase space. We spell this out for Wigner dynamics. If a positive phase-space…