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Starting from the model of continuous time random walk, we focus our interest on random walks in which the probability distributions of the waiting times and jumps have fat tails characterized by power laws with exponent between 0 and 1 for…

Probability · Mathematics 2008-01-03 Rudolf Gorenflo , Entsar A. A. Abdel-Rehim

Given the final ranking of a competition, how should the total prize endowment be allocated among the competitors? We study consistent prize allocation rules satisfying elementary solidarity and fairness principles. In particular, we…

Computer Science and Game Theory · Computer Science 2022-09-09 Bas J. Dietzenbacher , Aleksei Y. Kondratev

We study a discrete time self interacting random process on graphs, which we call Greedy Random Walk. The walker is located initially at some vertex. As time evolves, each vertex maintains the set of adjacent edges touching it that have not…

Probability · Mathematics 2019-02-20 Tal Orenshtein , Igor Shinkar

We consider random walks, say $W_n=(M_0, M_1,\dots, M_n)$, of length $n$ starting at 0 and based on the martingale sequence $M_k$ with differences $X_m=M_m-M_{m-1}$. Assuming that the differences are bounded, $|X_m|\leq 1$, we solve the…

Probability · Mathematics 2013-05-30 Dainius Dzindzalieta

We consider stochastic systems involving general -- non-Gaussian and asymmetric -- stable processes. The random quantities, either a stochastic force or a waiting time in a random walk process, explicitly depend on the position. A…

Statistical Mechanics · Physics 2015-06-18 Tomasz Srokowski

The graph obtained from the integer grid Z x Z by the removal of all horizontal edges that do not belong to the x-axis is called a comb. In a random walk on a graph, whenever a walker is at a vertex v, in the next step it will visit one of…

Probability · Mathematics 2013-09-26 János Pach , Gábor Tardos

We establish a general version of the strong KPZ universality conjecture near the axis for random walks in a random environment (RWRE) on $\mathbb{Z}^2$. For an i.i.d. elliptic random environment, we consider the quenched large deviations…

In two-player games on graphs, the players move a token through a graph to produce an infinite path, which determines the winner or payoff of the game. We study {\em bidding games} in which the players bid for the right to move the token.…

Computer Science and Game Theory · Computer Science 2019-05-13 Guy Avni , Thomas A. Henzinger , Đorđe Žikelić

We study whether the probability distribution of a discrete quantum walk can get arbitrarily close to uniform, given that the walk starts with a uniform superposition of the outgoing arcs of some vertex. We establish a characterization of…

Combinatorics · Mathematics 2024-07-03 Hanmeng Zhan

We consider a one-dimensional random walk (RW) with a continuous and symmetric jump distribution, $f(\eta)$, characterized by a L\'evy index $\mu \in (0,2]$, which includes standard random walks ($\mu=2$) and L\'evy flights ($0<\mu<2$). We…

Statistical Mechanics · Physics 2017-11-22 Satya N. Majumdar , Philippe Mounaix , Gregory Schehr

Random walks in random scenery are processes defined by $Z_n:=\sum_{k=1}^n\xi_{X_1+...+X_k}$, where $(X_k,k\ge 1)$ and $(\xi_y,y\in\mathbb Z)$ are two independent sequences of i.i.d. random variables. We assume here that their distributions…

Probability · Mathematics 2010-02-10 Fabienne Castell , Nadine Guillotin-Plantard , Françoise Pène , Bruno Schapira

We investigate the time evolution of lead changes within individual games of competitive team sports. Exploiting ideas from the theory of random walks, the number of lead changes within a single game follows a Gaussian distribution. We show…

Data Analysis, Statistics and Probability · Physics 2015-07-01 A. Clauset , M. Kogan , S. Redner

Gameplay under various forms of uncertainty has been widely studied. Feldman et al. (2010) studied a particularly low-information setting in which one observes the opponent's actions but no payoffs, not even one's own, and introduced an…

Computer Science and Game Theory · Computer Science 2024-04-02 Avrim Blum , Melissa Dutz

We consider a model of space-continuous one-dimensional random walk with simple correlation between the steps: the probability that two consecutive steps have same sign is $q$ with $0\leq q\leq 1$. The parameter $q$ allows thus to control…

Statistical Mechanics · Physics 2021-03-19 Bertrand Lacroix-A-Chez-Toine , Francesco Mori

The L\'evy walk process with rests is discussed. The jumping time is governed by an $\alpha$-stable distribution with $\alpha>1$ while a waiting time distribution is Poissonian and involves a position-dependent rate which reflects a…

Statistical Mechanics · Physics 2017-10-11 A. Kamińska , T. Srokowski

Consider the time T_oz when the random walk on a weighted graph started at the vertex o first hits the vertex set z. We present lower bounds for T_oz in terms of the volume of z and the graph distance between o and z. The bounds are for…

Probability · Mathematics 2011-11-10 Balint Virag

In a general simulation of random walking (with the angle of motion picked uniformly), it can be seen that the probability of crossing a WiFi TX-RX link is directly proportional to the per-step distance and inversely proportional to the…

History and Overview · Mathematics 2019-12-25 Anurag Pallaprolu

We introduce a discrete-time search game, in which two players compete to find an object first. The object moves according to a time-varying Markov chain on finitely many states. The players know the Markov chain and the initial probability…

Computer Science and Game Theory · Computer Science 2020-08-28 Benoit Duvocelle , János Flesch , Mathias Staudigl , Dries Vermeulen

This paper considers a variation of the full-information secretary problem where the random variables to be observed are independent but not necessary identically distributed. The main result is a sharp lower bound for the optimal win…

Probability · Mathematics 2018-12-12 Pieter C. Allaart , Jose A. Islas

Following the risk-taking model of Seel and Strack, $n$ players decide when to stop privately observed Brownian motions with drift and absorption at zero. They are then ranked according to their level of stopping and paid a rank-dependent…

Optimization and Control · Mathematics 2021-11-09 Marcel Nutz , Yuchong Zhang
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