Related papers: Diophantine Gaussian excursions and random walks
Elephant random walk is a special type of random walk that incorporates the memory of the past to determine its future steps. The probability of this walk taking a particular step (+1 or -1) at a time point, conditioned on the entire…
The spectral dimension $d_s$ of a weighted graph is an exponent associated with the asymptotic behavior of the random walk on the graph. The Ahlfors regular conformal dimension $\dim_\mathrm{ARC}$ of the graph distance is a quasisymmetric…
Suppose that the vertices of the Euclidean lattice Z^d are endowed with a random scenery, obtained by tossing a fair coin at each vertex. A random walker, starting from the origin, replaces the coins along its path by i.i.d. biased coins.…
Studying the geometry generated by Gaussian and Gaussian- related random fields via their excursion sets is now a well developed and well understood subject. The purely non-Gaussian scenario has, however, not been studied at all. In this…
We consider a random walk in random environment in the low disorder regime on $\mathbb Z^d$. That is, the probability that the random walk jumps from a site $x$ to a nearest neighboring site $x+e$ is given by $p(e)+\epsilon \xi(x,e)$, where…
In this paper we study the number of returns to the coordinate hyperplanes for multidimensional nearest-neighbour random walks. While one-dimensional results on returns are classical, much less is known in higher dimensions. We analyse the…
We consider a random walk on a closed manifold $M$ driven by a probability measure $\mu$ on the space of $C^2$ diffeomorphisms. Provided $\mu$ has compact support, satisfies certain gap and pinching conditions, and is weak-$*$ close to a…
This work focuses on the study of quantum stochastic walks, which are a generalization of coherent, i. e. unitary quantum walks. Our main goal is to present a measure of a coherence of the walk. To this end, we utilize the asymptotic…
We prove existence of asymptotic entropy of random walks on regular languages over a finite alphabet and we give formulas for it. Furthermore, we show that the entropy varies real-analytically in terms of probability measures of constant…
Quantum walks on graphs can model physical processes and serve as efficient tools in quantum information theory. Once we admit random variations in the connectivity of the underlying graph, we arrive at the problem of percolation, where the…
The variability of active galactic nuclei (AGNs) is ubiquitous but has not yet been understood. Measuring the optical variation properties of AGNs, such as variation timescale and amplitude, and then correlating them with their fundamental…
We consider a simple random walk on a discrete torus (Z/NZ)^d with dimension d at least 3 and large side length N. For a fixed constant u > 0, we study the percolative properties of the vacant set, consisting of the set of vertices not…
We construct a continuous-time non-commutative random walk on $U(\mathfrak{gl}_N)$ with dilation maps $U(\mathfrak{gl}_N)\rightarrow L^2(U(N))^{\otimes\infty}$. This is an analog of a continuous-time non-commutative random walk on the group…
A damped random walk is a stochastic process, defined by an exponential covariance matrix that behaves as a random walk for short time scales and asymptotically achieves a finite variability amplitude at long time scales. Over the last few…
We tackle the extension to the vector-valued case of consistency results for Stepwise Uncertainty Reduction sequential experimental design strategies established in [Bect et al., A supermartingale approach to Gaussian process based…
We develop a practical framework for distinguishing diffusive stochastic processes from deterministic signals using only a single discrete time series. Our approach is based on classical excursion and crossing theorems for continuous…
We are interested in the random walk in random environment on an infinite tree. Lyons and Pemantle [11] give a precise recurrence/transience criterion. Our paper focuses on the almost sure asymptotic behaviours of a recurrent random walk…
In the present paper, we study an explicit effect of non-symmetry on asymptotics of the $n$-step transition probability as $n\rightarrow \infty$ for a class of non-symmetric random walks on the triangular lattice. Realizing the triangular…
The high frequency behaviour for random eigenfunctions of the spherical Laplacian has been recently the object of considerable interest, also because of strong motivations arising from Physics and Cosmology. In this paper, we are concerned…
Although quantum walks exhibit peculiar properties that distinguish them from random walks, classical behavior can be recovered in the asymptotic limit by destroying the coherence of the pure state associated to the quantum system. Here I…