Related papers: Matsumoto-Yor and Dufresne type theorems for a ran…
We study the dynamics of a simple random walk on subshifts defined by the beta transformation and apply it to find concrete formulae for the Hausdorff dimension of digit frequency sets for $\beta>1$ that solves $\beta^{m+1}-\beta^m-1=0$…
Given a random walk $(S_n)$ with typical step distributed according to some fixed law and a fixed parameter $p \in (0,1)$, the associated positively step-reinforced random walk is a discrete-time process which performs at each step, with…
A second-order random walk on a graph or network is a random walk where transition probabilities depend not only on the present node but also on the previous one. A notable example is the non-backtracking random walk, where the walker is…
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…
In this note, we compute the Mellin transform of a Poissonian exponential functional, the underlying process being a simple continuous time random walk. It shows that the Poissonian functional can be expressed in term of the inverse of a…
A theorem of Bayer and Teichmann implies that if a finite real multisequence \beta = \beta^(2d) has a representing measure, then the associated moment matrix M_d admits positive, recursively generated moment matrix extensions M_(d+1),…
Let $(Y_n)$ be a sequence of i.i.d. $\mathbb Z$-valued random variables with law $\mu$. The reflected random walk $(X_n)$ is defined recursively by $X_0=x \in \mathbb N_0, X_{n+1}=|X_n+Y_{n+1}|$. Under mild hypotheses on the law $\mu$, it…
A step-reinforced random walk is a discrete-time non-Markovian process with long range memory. At each step, with a fixed probability p, the positively step-reinforced random walk repeats one of its preceding steps chosen uniformly at…
We define Letac-Wesolowski-Matsumoto-Yor (LWMY) functions as decreasing functions from $(0,\infty)$ onto $(0,\infty)$ with the following property: there exist independent, positive random variables $X$ and $Y$ such that the variables…
We show that the averaged characteristic polynomial and the averaged inverse characteristic polynomial, associated with Hermitian matrices whose elements perform a random walk in the space of complex numbers, satisfy certain partial…
In his seminal 1962 paper on the ``threefold way'', Freeman Dyson classified the spaces of matrices that support the random matrix ensembles deemed relevant from the point of view of classical quantum mechanics. Recently, Heinzner,…
Planar run-and-tumble walks with orthogonal directions of motion are considered. After formulating the problem with generic transition probabilities among the orientational states, we focus on the symmetric case, giving general expressions…
The present paper extends the earlier results obtained by Abramov [`Conditions for recurrence and transience for time-inhomogeneous birth-and-death processes' \emph{Bull. Aust. Math. Soc.} \textbf{109} (2024), 393--402] for the case of…
In this paper we study a Matsumoto-Yor type property for the gamma and Kummer inde- pendent variables discovered in Koudou and Vallois (2012). We prove that constancy of regressions of U = (1 + 1/(X + Y ))=(1 + 1/X) given V = X + Y and of…
We consider the distribution of the binomial probability mass function (pmf) among arithmetic progressions and obtain an average-type theorem. As applications, we consider the possible visits to a kind of sieved sets of integers or lattice…
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…
Quantum random walks are constructed on operator spaces with the aid of matrix-space lifting, a type of ampliation intermediate between those provided by spatial and ultraweak tensor products. Using a form of Wiener-Ito decomposition, a…
The foundational work of Karlin and McGregor established a powerful connection between random walks with tridiagonal transition matrices and the theory of orthogonal polynomials. We consider a particular extension of this framework, where…
We develop a theory of the field of double Laurent series, iterated Laurent series, and Malcev-Neumann series that applies to most constant term evaluation problems. These include (i) MacMahon's partition analysis, counting solutions of…
Famously, a $d$-dimensional, spatially homogeneous random walk whose increments are non-degenerate, have finite second moments, and have zero mean is recurrent if $d \in \{1,2\}$ but transient if $d \geq 3$. Once spatial homogeneity is…