Related papers: Quantitative stochastic homogenization for random …
In this paper we consider a stochastic process that may experience random reset events which bring suddenly the system to the starting value and analyze the relevant statistical magnitudes. We focus our attention on monotonous…
This work focuses on quantitative representation of transport in systems with quenched disorder. Explicit mapping of the quenched trap model to continuous time random walk is presented. Linear temporal transformation: $t\to…
Random walks are fundamental models of stochastic processes with applications in various fields including physics, biology, and computer science. We study classical and quantum random walks under the influence of stochastic resetting on…
We give an explicit stochastic Hamiltonian model of discontinuous unitary evolution for quantum spontaneous jumps like in a system of atoms in quantum optics, or in a system of quantum particles that interacts singularly with "bubbles"…
We introduce a method for studying monotonicity of the speed of excited random walks in high dimensions, based on a formula for the speed obtained via cut-times and Girsanov's transform. While the method gives rise to similar results as…
We have derived an analytical expression for variance of homogeneous-position decoherent quantum walk (HPDQW) with general form of noise on its position, and have shown that, while the quadratic ($t^2$) term of variance never changes by…
We consider a ballistic random walk in an i.i.d. random environment that does not allow retreating in a certain fixed direction. Homogenization and regeneration techniques combine to prove a law of large numbers and an averaged invariance…
Among random sampling methods, Markov Chain Monte Carlo algorithms are foremost. Using a combination of analytical and numerical approaches, we study their convergence properties towards the steady state, within a random walk Metropolis…
We consider a random walk in $\mathbb Z^d$ which jumps from a site $x$ to a nearest neighboring site $x+e$ (where $e\in V:=\{x\in\mathbb Z^d: |x|_1=1\}$) with probability $p_0(e)+\epsilon\xi(x,e)$. Here $\sum_e p_0(e)=1$, $p_0(e)> 0$,…
We develop a quantitative theory of stochastic homogenization for linear, uniformly parabolic equations with coefficients depending on space and time. Inspired by recent works in the elliptic setting, our analysis is focused on certain…
The limiting stability of invariant probability measures of time homogeneous transition semigroups for autonomous stochastic systems has been extensively discussed in the literature. In this paper we initially initiate a program to study…
This work focuses on the study of quantum stochastic walks, which are a generalization of coherent, i. e. unitary quantum walks. Our main goal is to present a measure of a coherence of the walk. To this end, we utilize the asymptotic…
The probability that a one dimensional excited random walk in stationary ergodic and elliptic cookie environment is transient to the right (left) is either zero or one. This solves a problem posed by Kosygina and Zerner [8].
Spatially homogeneous random walks in $(\mathbb{Z}_{+})^{2}$ with non-zero jump probabilities at distance at most 1, with non-zero drift in the interior of the quadrant and absorbed when reaching the axes are studied. Absorption…
A random walk in a sparse random environment is a model introduced by Matzavinos et al. [Electron. J. Probab. 21, paper no. 72: 2016] as a generalization of both a simple symmetric random walk and a classical random walk in a random…
This paper focuses on the performance and the robustness analysis of stochastic jump linear systems. The state trajectory under stochastic jump process becomes random variables, which brings forth the probability distributions in the system…
A class of stochastic individual-based models, written in terms of coupled velocity jump processes, is presented and analysed. This modelling approach incorporates recent experimental findings on behaviour of locusts. It exhibits nontrivial…
We study random walks evolving in continuous time on a one-dimensional lattice where each site $x$ hosts a quenched random potential $U_x$. The potentials on different sites are independent, identically distributed Gaussian random…
We establish via a probabilistic approach the quenched invariance principle for a class of long range random walks in independent (but not necessarily identically distributed) balanced random environments, with the transition probability…
We consider a linear Fermi-Pasta-Ulam-Tsingou lattice with random spatially varying material coefficients. Using the methods of stochastic homogenization we show that solutions with long wave initial data converge in an appropriate sense to…