Related papers: Harmonic measure in a multidimensional gambler's p…
We construct harmonic functions in the quarter plane for discrete Laplace operators. In particular, the functions are conditioned to vanish on the boundary and the Laplacians admit coefficients associated with transition probabilities of…
We develop an asymptotic analysis of target fluxes in the three-dimensional (3D) narrow capture problem. The latter concerns a diffusive search process in which the targets are much smaller than the size of the search domain. The small…
We study the dynamics of a version of the batch minority game, with random external information and with different types of inhomogeneous decision noise (additive and multiplicative), using generating functional techniques \`{a} la De…
We study entanglement growth in a harmonic oscillator chain subjected to the weak measurement of observables which have been smeared-out over a length scale $R$. We find that entanglement grows diffusively ($S \sim t^{1/2}$) for a large…
Given a probability measure $\mu$ on a finitely generated group $\Gamma$, the Green function $G(x,y|r)$ encodes many properties of the random walk associated with $\mu$. Finding asymptotics of $G(x,y|r)$ as $y$ goes to infinity is a common…
Consider a two-player game repeated N times. Player 1 can choose between two styles (for interpretability, offensive and defensive), whereas Player 2 uses a single fixed style. Let X N\,:= \#wins -\#losses for Player 1 after N games, and…
Two specialized algorithms for the numerical integration of the equations of motion of a Brownian walker obeying detailed balance are introduced. The algorithms become symplectic in the appropriate limits, and reproduce the equilibrium…
The influential work of Bravo et al. 2018 shows that derivative free play in strongly monotone games has complexity $O(d^2/\varepsilon^3)$, where $\varepsilon$ is the target accuracy on the expected squared distance to the solution. This…
We study a one-dimensional random walk among random conductances, with unbounded jumps. Assuming the ergodicity of the collection of conductances and a few other technical conditions (uniform ellipticity and polynomial bounds on the tails…
We study the two-player coupon-collector competition in which two independent collectors draw one coupon each per round from a set of $d$ equally likely coupon types. Myers and Wilf gave finite formulae for several two-player events and…
We study the regularity of the Green currents and of the equilibrium measure associated to a horizontal-like map in C^k, under a natural assumption on the dynamical degrees. We estimate the speed of convergence towards the Green currents,…
We study independent and identically distributed random iterations of continuous maps defined on a connected closed subset $S$ of the Euclidean space $\mathbb{R}^{k}$. We assume the maps are monotone (with respect to a suitable partial…
We introduce and analyze a one-dimensional quantum walk with two time-independent rotations on the coin. We study the influence on the property of quantum walk due to the second rotation on the coin. Based on the asymptotic solution in the…
We use a random walk in the ensemble of impurity configurations to generate a Brownian motion model for energy levels in disordered conductors. Treating arc-length along the random walk as fictitous time, the resulting Langevin equation…
From a context of evolutionary dynamics, social games can be studied as complex systems that may converge to a Nash equilibrium. Nonetheless, they can behave in an unpredictable manner when looking at the spatial patterns formed by the…
We consider a class of games with continuum of players where equilibria can be obtained by the minimization of a certain functional related to optimal transport as emphasized in [7]. We then use the powerful entropic regularization…
Consider a discrete uniformly elliptic divergence form equation on the $d$ dimensional lattice $\Z^d$ with random coefficients. In [3] rate of convergence results in homogenization and estimates on the difference between the averaged…
This paper treats of a kind of a gambler's ruin problem, which seeks the probability that a random walker first hits the origin at a certain time. In addition to a usual random walk which hops either rightwards or leftwards, the present…
We used the random walk to model the problem of reserves. The classic case of a stochastic process is the example of random walks, which are used to study a set of phenomena and, particularly, as in this article, models of reserves…
This paper considers linear quadratic (LQ) mean field games with a major player and analyzes an asymptotic solvability problem. It starts with a large-scale system of coupled dynamic programming equations and applies a re-scaling technique…