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We study general nonlinear models for time series networks of integer and continuous valued data. The vector of high dimensional responses, measured on the nodes of a known network, is regressed non-linearly on its lagged value and on…

Methodology · Statistics 2023-12-25 Mirko Armillotta , Konstantinos Fokianos

This paper studies the on- and off-diagonal upper estimate and the two-sided transition probability estimate of random walks on weighted graphs.

Probability · Mathematics 2008-01-16 Andras Telcs

We study an inverse problem on a finite connected graph G = (X, E), on whose vertices a conductivity {\gamma} is defined. Our data consists in a sequence of partial observations of a fractional random walk on G. The observations are partial…

Analysis of PDEs · Mathematics 2026-04-13 Giovanni Covi , Matti Lassas

We study the simple random walk on the $n$-dimensional hypercube, in particular its hitting times of large (possibly random) sets. We give simple conditions on these sets ensuring that the properly-rescaled hitting time is asymptotically…

Probability · Mathematics 2007-05-23 Jiri Cerny , Veronique Gayrard

A correlated random walk approach to diffusion is applied to the disordered nonoverlapping Lorentz gas. By invoking the Lu-Torquato theory for chord-length distributions in random media [J. Chem. Phys. 98, 6472 (1993)], an analytic…

Statistical Mechanics · Physics 2008-02-16 Artur B. Adib

We investigate the eigenvalue statistics of random Bernoulli matrices, where the matrix elements are chosen independently from a binary set with equal probability. This is achieved by initiating a discrete random walk process over the space…

Mathematical Physics · Physics 2015-01-21 Christopher H. Joyner , Uzy Smilansky

We study once-reinforced random walk (ORRW) on $\mathbb Z$. For this model, we derive limit results on all moments of its range using Tauberian theory.

Probability · Mathematics 2019-03-14 Peter Pfaffelhuber , Jakob Stiefel

Based on studies on four specific networks, we conjecture a general relation between the walk dimensions $d_{w}$ of discrete-time random walks and quantum walks with the (self-inverse) Grover coin. In each case, we find that $d_{w}$ of the…

Statistical Mechanics · Physics 2015-06-03 Stefan Boettcher , Stefan Falkner , Renato Portugal

A longstanding challenge for the Machine Learning community is the one of developing models that are capable of processing and learning from very long sequences of data. The outstanding results of Transformers-based networks (e.g., Large…

Machine Learning · Computer Science 2024-02-15 Matteo Tiezzi , Michele Casoni , Alessandro Betti , Tommaso Guidi , Marco Gori , Stefano Melacci

We focus on two models of nearest-neighbour random walks on d-dimensional regular hyper-cubic lattices that are usually assumed to be identical - the discrete-time Polya walk, in which the walker steps at each integer moment of time, and…

Statistical Mechanics · Physics 2015-06-15 O. Benichou , K. Lindenberg , G. Oshanin

We introduce a class of generative network models that insert edges by connecting the starting and terminal vertices of a random walk on the network graph. Within the taxonomy of statistical network models, this class is distinguished by…

Methodology · Statistics 2018-07-11 Benjamin Bloem-Reddy , Peter Orbanz

Non-relativistic quantum mechanical scattering from an inverse square potential in two spatial dimensions leads to a novel representation of the Bernoulli numbers.

Mathematical Physics · Physics 2024-10-25 Thomas L. Curtright

We consider a weighted random walk on the backbone of an oriented percolation cluster. We determine necessary conditions on the weights for Brownian scaling limits under the annealed and the quenched law. This model is a random walk in…

Probability · Mathematics 2017-07-03 Katja Miller

We introduce a new method for studying large scale properties of random walks. The new concepts of transience and recurrence on the average are compared with the ones introduced by R.Burioni, D.Cassi and A.Vezzani and with the usual ones;…

Probability · Mathematics 2007-05-23 Daniela Bertacchi , Fabio Zucca

Random flights (also called run-and-tumble walks or transport processes) represent finite velocity random motions changing direction at any Poissonian time. These models in d-dimension, can be studied giving a general formulation of the…

Statistical Mechanics · Physics 2024-10-16 Luca Angelani , Alessandro De Gregorio , Roberto Garra , Francesco Iafrate

This paper investigates L\'evy walks with random velocities, extending classical models beyond constant speed assumptions. We derive scaling limits, demonstrating that diffusion depends on interplay between heavy-tailed duration and…

Probability · Mathematics 2026-04-28 Hubert Woszczek , Marek A. Teuerle , Agnieszka Wyłomańska

We investigate the quantum versions of a one-dimensional random walk, whose corresponding Markov Chain is of order 2. This corresponds to the walk having a memory of up to two previous steps. We derive the amplitudes and probabilities for…

Quantum Physics · Physics 2010-05-02 Michael McGettrick

We compute the average shape of trajectories of some one--dimensional stochastic processes x(t) in the (t,x) plane during an excursion, i.e. between two successive returns to a reference value, finding that it obeys a scaling form. For…

Statistical Mechanics · Physics 2009-11-10 Francesca Colaiori , Andrea Baldassarri , Claudio Castellano

In this paper the multi-dimensional random walk models governed by distributed fractional order differential equations and multi-term fractional order differential equations are constructed. The scaling limits of these random walks to a…

Classical Analysis and ODEs · Mathematics 2007-05-23 Sabir Umarov , Stanly Steinberg

We show that almost any one-dimensional projection of a suitably scaled random walk on a hypercube, inscribed in a hypersphere, converges weakly to an Ornstein-Uhlenbeck process as the dimension of the sphere tends to infinity. We also…

Probability · Mathematics 2009-08-26 Max Skipper
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