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Let {X_n,n\geq0} be a Markov chain on a general state space X with transition probability P and stationary probability \pi. Suppose an additive component S_n takes values in the real line R and is adjoined to the chain such that…

Probability · Mathematics 2016-09-07 Cheng-Der Fuh

We consider random walks on discrete state spaces, such as general undirected graphs, where the random walkers are designed to approximate a target quantity over the network topology via sampling and neighborhood exploration in the form of…

Probability · Mathematics 2024-01-30 Vishwaraj Doshi , Jie Hu , Do Young Eun

We study the average probability that a discrete-time quantum walk finds a marked vertex on a graph. We first show that, for a regular graph, the spectrum of the transition matrix is determined by the weighted adjacency matrix of an…

Combinatorics · Mathematics 2021-08-24 Hanmeng Zhan

We study the asymptotic position distribution of general quantum walks on a lattice, including walks with a random coin, which is chosen from step to step by a general Markov chain. In the unitary (i.e., non-random) case, we allow any…

Quantum Physics · Physics 2011-04-21 Andre Ahlbrecht , Holger Vogts , Albert H. Werner , Reinhard F. Werner

We define the probability structure of a continuous-time time-homogeneous Markov jump process, on a finite graph, that represents the continuous-time counterpart of the so-called Ruelle-Bowen discrete-time random walk. It constitutes the…

Optimization and Control · Mathematics 2018-02-14 Yongxin Chen , Tryphon T. Georgiou , Michele Pavon

We propose a family of lagged random walk sampling methods in simple undirected graphs, where transition to the next state (i.e. node) depends on both the current and previous states -- hence, lagged. The existing random walk sampling…

Statistics Theory · Mathematics 2022-05-16 Li-Chun Zhang

Quantum walks on graphs are ubiquitous in quantum computing finding a myriad of applications. Likewise, random walks on graphs are a fundamental building block for a large number of algorithms with diverse applications. While the…

Quantum Physics · Physics 2020-12-09 Matheus G. Andrade , Franklin Marquezino , Daniel R. Figueiredo

Deterministic equilibrium flows in transport networks can be investigated by means of Markov's processes defined on the dual graph representations of the network. Sustained movement patterns are generated by a subset of automorphisms of the…

Physics and Society · Physics 2007-10-30 D. Volchenkov , Ph. Blanchard

A self-repelling random walk of a token on a graph is one in which at each step, the token moves to a neighbor that has been visited least often (with ties broken randomly). The properties of self-repelling random walks have been analyzed…

Networking and Internet Architecture · Computer Science 2017-08-24 Vinod Kulathumani , Masahiro Nakagawa , Anish Arora

We obtain expected number of arrivals, absorption probabilities and expected time until absorption for an asymmetric discrete random walk on a graph in the presence of multiple function barriers. On each edge of the graph and in each vertex…

Probability · Mathematics 2023-07-26 Theo van Uem

We introduce a single generative mechanism with which it is able to describe diverse non-stationary diffusions. A non-stationary Markovian replication process for steps is considered, for which we analytically derive time-evolution of the…

Statistical Mechanics · Physics 2017-10-25 Yichul Choi , Hyun-Joo Kim

The first-passage time (FPT), defined as the time a random walker takes to reach a target point in a confining domain, is a key quantity in the theory of stochastic processes. Its importance comes from its crucial role to quantify the…

Statistical Mechanics · Physics 2017-02-01 T. Guérin , N. Levernier , O. Bénichou , R. Voituriez

In this work, we focus on the stationary analysis of a specific class of continuous time Markov-modulated reflected random walks in the quarter plane with applications in the modelling of two-node Markov-modulated queueing networks with…

Probability · Mathematics 2020-06-02 Ioannis Dimitriou

The random walk with choice is a well known variation to the random walk that first selects a subset of $d$ neighbours nodes and then decides to move to the node which maximizes the value of a certain metric; this metric captures the number…

Data Structures and Algorithms · Computer Science 2010-07-20 John Alexandris , Gregory Karagiorgos 'and' Ioannis Stavrakakis

In the last twenty years network science has proven its strength in modelling many real-world interacting systems as generic agents, the nodes, connected by pairwise edges. Yet, in many relevant cases, interactions are not pairwise but…

Physics and Society · Physics 2020-02-26 Timoteo Carletti , Federico Battiston , Giulia Cencetti , Duccio Fanelli

We investigate the large deviation probabilities of first passage times (FPT) of discrete-time supercritical non-lattice branching random walks (BRWs) in $\mathbb{R}^d$ where $d\geq 1$. The FPT refers to the first time the BRW enters a ball…

Probability · Mathematics 2025-08-21 Jose Blanchet , Wei Cai , Shaswat Mohanty , Zhenyuan Zhang

Motivated by a connection to the infinite Ginibre point process, decoupled random walks were introduced in a recent article Alsmeyer, Iksanov and Kabluchko (2025). The decoupled random walk is a sequence of independent random variables, in…

Probability · Mathematics 2026-01-07 Alexander Iksanov , Zakhar Kabluchko , Vitali Wachtel

In this paper we present a model exhibiting a new type of continuous-time quantum walk (as a quantum mechanical transport process) on networks, which is described by a non-Hermitian Hamiltonian possessing a real spectrum. We call it…

Quantum Physics · Physics 2015-05-13 S. Salimi , A. Sorouri

The evolution of many stochastic systems is accurately described by random walks on graphs. We here explore the close connection between local steady-state fluctuations of random walks and the global structure of the underlying graph.…

Statistical Mechanics · Physics 2022-10-25 M. Bruderer

In this paper, we study random walks on a small-world scale-free network, also called as pseudofractal scale-free web (PSFW), and analyze the volatilities of first passage time (FPT) and first return time (FRT) by using the variance and the…

Statistical Mechanics · Physics 2016-04-21 Junhao Peng