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We study arithmetic properties of short uniform random walks in arbitrary dimensions, with a focus on explicit (hypergeometric) evaluations of the moment functions and probability densities in the case of up to five steps. Somewhat to our…

Classical Analysis and ODEs · Mathematics 2015-08-20 Jonathan M. Borwein , Armin Straub , Christophe Vignat

A new class of probability distributions closely connected to generalized hyperbolic distributions is introduced. It is more adapted to study the distributions of sums of random number of random variables. The properties of these…

Probability · Mathematics 2015-02-10 Lev B. Klebanov , Svetlozar T. Rachev

Distribution of loops in a one-dimensional random walk (RW), or, equivalently, neutral segments in a sequence of positive and negative charges is important for understanding the low energy states of randomly charged polymers. We investigate…

Soft Condensed Matter · Physics 2009-10-31 Shay Wolfling , Yacov Kantor

The random walk with hyperbolic probabilities that we are introducing is an example of stochastic diffusion in a one-dimensional heterogeneous media. Although driven by site-dependent one-step transition probabilities, the process retains…

Statistical Mechanics · Physics 2021-06-03 Miquel Montero

We introduce and study a non-oriented first passage percolation model having a property of statistical invariance by time reversal. This model is defined in a graph having directed edges and the passage times associated with each set of…

Probability · Mathematics 2023-10-27 Alejandro F. Ramírez , Santiago Saglietti , Lingyun Shao

This work introduces a novel, simple, and flexible method to quantify irreversibility in generic high-dimensional time series based on the well-known mapping to a binary classification problem. Our approach utilizes gradient boosting for…

Statistical Mechanics · Physics 2025-01-09 Michele Vodret , Cristiano Pacini , Christian Bongiorno

Lecture notes of a master course given at Orsay between 2019-2024. Topics covered include Part I: One-dimensional random walks, cycle lemma and Bienaym\'e--Galton--Watson random trees. Part II: Erd\"os--R\'enyi random graphs, three proofs…

Probability · Mathematics 2024-12-30 Nicolas Curien

Using a connection between the $q$-oscillator algebra and the coefficients of the high temperature expansion of the frustrated Gaussian spin model, we derive an exact formula for the number of closed random walks of given length and area,…

Statistical Mechanics · Physics 2008-11-26 Filippo Colomo

We study a random walk in random environment on the non-negative integers. The random environment is not homogeneous in law, but is a mixture of two kinds of site, one in asymptotically vanishing proportion. The two kinds of site are (i)…

Probability · Mathematics 2014-04-28 Ostap Hryniv , Mikhail V. Menshikov , Andrew R. Wade

We introduce a general class of random walks on the $N$-hypercube, study cut-off for the mixing time, and provide several types of representation for the transition probabilities. We observe that for a sub-class of these processes with long…

Probability · Mathematics 2020-02-24 Andrea Collevecchio , Robert Griffiths

We study a dependent site percolation model on the $n$-dimensional Euclidean lattice where, instead of single sites, entire hyperplanes are removed independently at random. We extend the results about Bernoulli line percolation showing that…

Probability · Mathematics 2020-07-13 Marco Aymone , Marcelo R. Hilário , Bernardo N. B. de Lima , Vladas Sidoravicius

It is shown that a random binary process with impulse-like autocorrelation can be generated by randomizing the length of symbols occurring in a random Bernoulli process. Such randomization is achieved by random (or judiciously designed…

Signal Processing · Electrical Eng. & Systems 2020-06-30 W. J. Szajnowski

Random Walks in Dirichlet Environment (RWDE) correspond to Random Walks in Random Environment (RWRE) on $\Bbb{Z}^d$ where the transition probabilities are i.i.d. at each site with a Dirichlet distribution. Hence, the model is parametrized…

Probability · Mathematics 2016-02-01 Christophe Sabot , Laurent Tournier

In this note, we try to analyze and clarify the intriguing interplay between some counting problems related to specific thermalized weighted graphs and random walks consistent with such graphs.

Statistical Mechanics · Physics 2015-05-13 Thierry Huillet

We study the asymptotic behavior of the sums of divisors when the integers are modelled with the Bernoulli random walk; We prealably study the correlation properties of the corresponding system.

Probability · Mathematics 2008-02-22 Michel Weber

In this paper, we investigate new class of sequences related to fully degenerate Bernoulli numbers and polynomials. From those sequences, we derive some formulae for the degenerate Bernoulli and Euler polynomials.

Number Theory · Mathematics 2022-03-09 Taekyun Kim , Dae san Kim

We discuss recurrence and ergodicity properties of random walks and associated skew products for large classes of locally compact groups and homogeneous spaces. In particular we show that a closed subgroup of a product of finitely many…

Dynamical Systems · Mathematics 2009-08-06 Y. Guivarc'h , C. R. E. Raja

Let $\mu_1,... \mu_k$ be $d$-dimensional probability measures in $\R^d$ with mean 0. At each step we choose one of the measures based on the history of the process and take a step according to that measure. We give conditions for transience…

Probability · Mathematics 2012-03-16 Yuval Peres , Serguei Popov , Perla Sousi

We investigate quantum walks in multiple dimensions with different quantum coins. We augment the model by assuming that at each step the amplitudes of the coin state are multiplied by random phases. This model enables us to study in detail…

Quantum Physics · Physics 2009-11-13 Jozef Kosik , Vladimir Buzek , Mark Hillery

Our paper gives bounds for the rate of convergence for a class of random walks on the d-dimensional torus generated by a set of n vectors in R^d/Z^d. We give bounds on the discrepancy distance from Haar measure; our lower bound holds for…

Probability · Mathematics 2007-05-23 Timothy Prescott , Francis Edward Su