Related papers: Quantitative stochastic homogenization for random …
We consider the transition probabilities for random walks in $1+1$ dimensional space-time random environments (RWRE). For critically tuned weak disorder we prove a sharp large deviation result: after appropriate rescaling, the transition…
This paper deals with the homogenization problem of one-dimensional pseudo-elliptic equations with a rapidly varying random potential. The main purpose is to characterize the homogenization error (random fluctuations), i.e., the difference…
In the context of countable groups of polynomial volume growth, we consider a large class of random walks that are allowed to take long jumps along multiple subgroups according to power law distributions. For such a random walk, we study…
It is known that a random walk on $\Z^d$ among i.i.d. uniformly elliptic random bond conductances verifies a central limit theorem. It is also known that approximations of the covariance matrix can be obtained by considering periodic…
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…
It is often asserted in the literature that one should expect positive autocorrelation for random walk Metropolis-Hastings (RWMH), especially if the typical proposal step-size is small relative to the variability in the target density. In…
Divergence-form operators with random coefficients homogenize over large scales. Over the last decade, an intensive research effort focused on turning this asymptotic statement into quantitative estimates. The goal of this note is to review…
This article analyzes several different homogenization approaches to the long-term properties of multiphase lattice random walks, recently introduced by Giona and Cocco, and characterized by different values of the hopping times and of the…
In this paper we study homogenization of a class of control problems in a stationary and ergodic random environment. This problem has been mostly studied in the calculus of variations setting in connection to the homogenization of the…
We consider random walks in a uniformly elliptic, balanced, i.i.d. random environment in the integer lattice $Z^d$ for $d\geq 2$ and the corresponding problem of stochastic homogenization of non-divergence form difference operators. We…
We consider the random walk among random conductances on Z^d. We assume that the conductances are independent, identically distributed and uniformly bounded away from 0 and infinity. We obtain a quantitative version of the central limit…
Our model is a constrained homogeneous random walk in a nonnegative orthant Z_+^d. The convergence to stationarity for such a random walk can often be checked by constructing a Lyapunov function. The same Lyapunov function can also be used…
We consider a random walk on a random graph $(V,E)$, where $V$ is the set of open sites under i.i.d. Bernoulli site percolation on the multi-dimensional integer set $\mathbf{Z}^d$, and the transition probabilities of the walk are generated…
We study random homogenization of second-order, degenerate and quasilinear Hamilton-Jacobi equations which are positively homogeneous in the gradient. Included are the equations of forced mean curvature motion and others describing…
It is shown in this paper that the transition kernel corresponding to a spatially inhomogeneous random walk on ${\mathbf{Z}}^d$ admits upper and lower Gaussian estimates.
To deal with stochastic hybrid systems with general state-dependent switching, we propose an approximation method by a sequence of stochastic hybrid systems with piecewise constant type switching. The convergence rate in the Wasserstein…
As random operations for quantum systems are intensively used in various quantum information tasks, a trustworthy measure of the randomness in quantum operations is highly demanded. The Haar measure of randomness is a useful tool with wide…
We define quantization scheme for discrete-time random walks on the half-line consistent with Szegedy's quantization of finite Markov chains. Motivated by the Karlin and McGregor description of discrete-time random walks in terms of…
Discrete time random walks, in which a step of random sign but constant length $\delta x$ is performed after each time interval $\delta t$, are widely used models for stochastic processes. In the case of a correlated random walk, the next…
We adapt and study a variance reduction approach for the homogenization of elliptic equations in divergence form. The approach, borrowed from atomistic simulations and solid-state science [von Pezold et al, Physical Review B 2010; Wei et…