Related papers: Hypergeometric Multiple Orthogonal Polynomials and…
We obtain non-Gaussian limit laws for one-dimensional random walk in a random environment assuming that the environment is a function of a stationary Markov process. This is an extension of the work of Kesten, M. Kozlov and Spitzer for…
After a general introduction to the field, we describe some recent results concerning disorder effects on both `random walk models', where the random walk is a dynamical process generated by local transition rules, and on `polymer models',…
Uvarov-type perturbations for mixed-type multiple orthogonal polynomials on the step line are investigated within a matrix-analytic framework. The transformations considered involve both rational and additive modifications of a rectangular…
Hypergraph has been selected as a powerful candidate for characterizing higher-order networks and has received increasing attention in recent years. In this article, we study random walks with resetting on hypergraph by utilizing spectral…
Convergence rate analyses of random walk Metropolis-Hastings Markov chains on general state spaces have largely focused on establishing sufficient conditions for geometric ergodicity or on analysis of mixing times. Geometric ergodicity is a…
Quadratic matrix equations of the kind $A_1X^2+A_0X+A_{-1}=X$ are encountered in the analysis of Quasi--Birth-Death stochastic processes where the solution of interest is the minimal nonnegative solution $G$. In many queueing models,…
The treatment of two-dimensional random walks in the quarter plane leads to Markov processes which involve semi-infinite matrices having Toeplitz or block Toeplitz structure plus a low-rank correction. Finding the steady state probability…
Quantum random walks represent a powerful tool for the implementation of various quantum algorithms. We consider a convolution problem for the graphs which provide quantum and classical random walks. We suggest a new method for lattices and…
We continue the analysis of nontrivial examples of quantum Markov processes. This is done by applying the construction of entangled Markov chains obtained from classical Markov chains with infinite state--space. The formula giving the joint…
We study boundaries arising from limits of ratios of transition probabilities for random walks on relatively hyperbolic groups. We extend, as well as determine significant limitations of, a strategy employed by Woess for computing…
In this paper, the authors investigate the case of discrete multiple orthogonal polynomials with two weights on the step line, which satisfy Pearson equations. The discrete multiple orthogonal polynomials in question are expressed in terms…
Random orthogonal matrices play an important role in probability and statistics, arising in multivariate analysis, directional statistics, and models of physical systems, among other areas. Calculations involving random orthogonal matrices…
Connections between the 1-excitation dynamics of spin lattices and quantum walks on graphs will be surveyed. Attention will be paid to perfect state transfer (PST) and fractional revival (FR) as well as to the role played by orthogonal…
We consider the model of random walk on dynamical percolation introduced by Peres, Stauffer and Steif (2015). We obtain comparison results for this model for hitting and mixing times and for the spectral-gap and log-Sobolev constant with…
We consider finite-state time-nonhomogeneous Markov chains where the probability of moving from state $i$ to state $j\neq i$ at time $n$ is $G(i,j)/n^\zeta$ for a ``generator'' matrix $G$ and strength parameter $\zeta>0$. In these chains,…
A recently developed model of random walks on a $D$-dimensional hyperspherical lattice, where $D$ is {\sl not} restricted to integer values, is used to study polymer growth near a $D$-dimensional attractive hyperspherical boundary. The…
We solve two long standing open problems, one from probability theory formulated by Malyshev in 1970 and another one from a crossroad of geometry and dynamics, of Darboux from 1879. The Malyshev problem is of finding effective, explicit…
We discuss a partition-valued stochastic process in the logarithmic sector of critical cosmological topologically massive gravity. By applying results obtained in our previous works, we first show that the logarithmic sector can be modelled…
The aim of this paper is to give an explicit formula of the invariant distribution of a quasi-birth-and-death process in terms of the block entries of the transition probability matrix using a matrix-valued orthogonal polynomials approach.…
We establish a second-order almost sure limit theorem for the minimal position in a one-dimensional super-critical branching random walk, and also prove a martingale convergence theorem which answers a question of Biggins and Kyprianou [9].…