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Fractional Brownian motion and the fractional Langevin equation are models of anomalous diffusion processes characterized by long-range power-law correlations in time. We employ large-scale computer simulations to study these models in two…

Statistical Mechanics · Physics 2021-04-22 Thomas Vojta , Alex Warhover

We introduce a natural family of random walks on the set of integers that scale to fractional Brownian motion. The increments X_n have the property that given {X_k: k < n}, the conditional law of X_n is that of X_{n-k_n}, where k_n is…

Probability · Mathematics 2011-07-12 Alan Hammond , Scott Sheffield

In this paper the Bayesian analysis is applied to assign a probability density to the value of a quantity having a definite sign. This analysis is logically consistent with the results, positive or negative, of repeated measurements.…

Methodology · Statistics 2009-11-13 D Calonico , F Levi , L Lorini , G Mana

We investigate a tight binding quantum walk on a graph. Repeated stroboscopic measurements of the position of the particle yield a measured "trajectory", and a combination of classical and quantum mechanical properties for the walk are…

Statistical Mechanics · Physics 2022-05-18 A. Didi , E. Barkai

First, we prove a \emph{local almost sure central limit theorem} for lattice random walks in the plane. The corresponding version for random walks in the line was considered by the author in \cite{5}. This gives us a quantitative version of…

Probability · Mathematics 2014-05-13 Nuno Luzia

The given article example of physical analogies to be entered information space-time. The opportunity of Poincare group use is shown for transition from one frame in another, for this purpose is entered invariant velocity of transition of…

General Physics · Physics 2009-03-31 O. I. Shro

For a generalized step reinforced random walk, starting from the origin, the first step is taken according to the first element of an innovation sequence. Then in subsequent epochs, it recalls a past epoch with probability proportional to a…

Probability · Mathematics 2025-05-12 Aritra Majumdar , Krishanu Maulik

We study, in d-dimensions, the random walker with geometrically shrinking step sizes at each hop. We emphasize the integrated quantities such as expectation values, cumulants and moments rather than a direct study of the probability…

Statistical Mechanics · Physics 2009-11-11 Tonguc Rador

We discuss spreading estimates for dynamical systems given by the iteration of an extended CMV matrix. Using a connection due to Cantero--Gr\"unbaum--Moral--Vel\'azquez, this enables us to study spreading rates for quantum walks in one…

Mathematical Physics · Physics 2016-03-04 David Damanik , Jake Fillman , Darren C. Ong

We obtain a structure theorem of the positive support of the $n$-th power of the Grover walk on $k$-regular graph whose girth is greater than $2(n-1)$. This structure theorem is provided by the parity of the amplitude of another quantum…

Mathematical Physics · Physics 2018-11-20 Norio Konno , Iwao Sato , Etsuo Segawa

We consider an obliquely reflected Brownian motion $Z$ with positive drift in a quadrant stopped at time $T$, where $T:=\inf \{ t>0 : Z(t)=(0,0) \}$ is the first hitting time of the origin. Such a process can be defined even in the…

Probability · Mathematics 2021-06-25 Philip Ernst , Sandro Franceschi , Dongzhou Huang

We prove an uncertainty relation for energy and arrival time, where the arrival of a particle at a detector is modeled by an absorbing term added to the Hamiltonian. In this well-known scheme the probability for the particle's arrival at…

Quantum Physics · Physics 2015-05-30 Jukka Kiukas , Andreas Ruschhaupt , Piet O. Schmidt , Reinhard F. Werner

Quantum walks constitute important tools in different applications, especially in quantum algorithms. To a great extent their usefulness is due to unusual diffusive features, allowing much faster spreading than their classical counterparts.…

Quantum Physics · Physics 2012-10-09 F. M. Andrade , M. G. E. da Luz

We solve an open problem by constructing quantum walks that not only detect but also find marked vertices in a graph. In the case when the marked set $M$ consists of a single vertex, the number of steps of the quantum walk is quadratically…

Quantum Physics · Physics 2016-03-01 Hari Krovi , Frédéric Magniez , Maris Ozols , Jérémie Roland

Following the renewed interest in the topic [1], we revisit the problem of assigning probabilities to classes of Feynman paths passing through specified space-time regions. We show that by assigning of probabilities to interfering…

Quantum Physics · Physics 2015-06-12 Dmitri Sokolovski

Quantum walks are well-known for their ballistic dispersion, traveling $\Theta(t)$ away in $t$ steps, which is quadratically faster than a classical random walk's diffusive spreading. In physical implementations of the walk, however, the…

Quantum Physics · Physics 2016-01-25 Thomas G. Wong

In a recent paper [e-print quant-ph/0101012], Hardy has given a derivation of "quantum theory from five reasonable axioms." Here we show that Hardy's first axiom, which identifies probability with limiting frequency in an ensemble, is not…

Quantum Physics · Physics 2022-10-12 Ruediger Schack

The usual conjectures of quantum measurements approaches, inspired from the traditional interpretation of Heisenberg's ("uncertainty") relations, are proved as being incorrect. A group of reconsidered conjectures and a corresponding new…

Quantum Physics · Physics 2007-05-23 Spiridon Dumitru

We consider a random walk X_n in Z_+, starting at X_0=x>= 0, with transition probabilities P(X_{n+1}=X_n+1|X_n=y>=1)=1/2-\delta/(4y+2\delta) P(X_{n+1}=X_n+1|X_n=y>=1)=1/2+\delta/(4y+2\delta) and X_{n+1}=1 whenever X_n=0. We prove that the…

Probability · Mathematics 2009-11-13 Joël De Coninck , François Dunlop , Thierry Huillet

We present an affine-invariant random walk for drawing uniform random samples from a convex body $\mathcal{K} \subset \mathbb{R}^n$ that uses maximum volume inscribed ellipsoids, known as John's ellipsoids, for the proposal distribution.…

Machine Learning · Statistics 2020-07-24 Adam Gustafson , Hariharan Narayanan