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We revisit a simple model class for machine learning on graphs, where a random walk on a graph produces a machine-readable record, and this record is processed by a deep neural network to directly make vertex-level or graph-level…

Machine Learning · Computer Science 2025-03-06 Jinwoo Kim , Olga Zaghen , Ayhan Suleymanzade , Youngmin Ryou , Seunghoon Hong

We derive a quenched invariance principle for random walks in random environments whose transition probabilities are defined in terms of weighted cycles of bounded length. To this end, we adapt the proof for random walks among random…

Probability · Mathematics 2008-12-18 Jean-Dominique Deuschel , Holger Kösters

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…

Mathematical Physics · Physics 2013-01-21 Miquel Montero , Javier Villarroel

Let $G$ be a finitely generated group equipped with a finite symmetric generating set and the associated word length function $|\cdot |$. We study the behavior of the probability of return for random walks driven by symmetric measures $\mu$…

Probability · Mathematics 2015-01-26 Laurent Saloff-Coste , Tianyi Zheng

We consider random walks in dynamic random environments, with an environment generated by the time-reversal of a Markov process from the oriented percolation universality class. If the influence of the random medium on the walk is small in…

Probability · Mathematics 2016-06-02 Matthias Birkner , Jiří Černý , Andrej Depperschmidt

We present a novel quasi-Monte Carlo mechanism to improve graph-based sampling, coined repelling random walks. By inducing correlations between the trajectories of an interacting ensemble such that their marginal transition probabilities…

Machine Learning · Statistics 2024-05-27 Isaac Reid , Eli Berger , Krzysztof Choromanski , Adrian Weller

Modeling of polymer chains has received a lot of attention in mathematics. In fact, probabilistic models that naturally arise in statistical mechanics have been widely studied by mathematicians for the very challenging and novel problems…

Probability · Mathematics 2007-05-23 Francesco Caravenna

Applied to statistical physics models, the random cost algorithm enforces a Random Walk (RW) in energy (or possibly other thermodynamic quantities). The dynamics of this procedure is distinct from fixed weight updates. The probability for a…

Statistical Mechanics · Physics 2009-10-31 Bernd A. Berg , Ulrich H. E. Hansmann

Random walks and related spatial stochastic models have been used in a range of application areas including animal and plant ecology, infectious disease epidemiology, developmental biology, wound healing, and oncology. Classical random walk…

Populations and Evolution · Quantitative Biology 2025-08-22 Michael J. Plank , Matthew J. Simpson , Ruth E. Baker

We study simple random walk on the class of random planar maps which can be encoded by a two-dimensional random walk with i.i.d. increments or a two-dimensional Brownian motion via a "mating-of-trees" type bijection. This class includes the…

Probability · Mathematics 2020-08-27 Ewain Gwynne , Jason Miller

A matrix random walk is a stochastic process of the form $B_k = (I+A_1)\cdots(I+A_k)$ where $A_j$ are independent ``step'' matrices in $\mathrm{M}_N(\mathbb{C})$. With the right entry-covariance, a rescaled matrix random walk converges to…

We consider a state-dependent, time-dependent, discrete random walks $X_t^{\{a_n\}}$ defined on natural numbers $\mathbb{N}$ (bent to a "stair" in $\mathbb{N}^2$) where the random walk depends on input of a positive deterministic sequence…

Statistics Theory · Mathematics 2019-10-01 Yufan Li , Jeffery Rosenthal

For a generalized step reinforced random walk, starting from the origin, the first step is taken according to the first element of an innovation sequence. Then in subsequent epochs, it recalls a past epoch with probability proportional to a…

Probability · Mathematics 2025-05-12 Aritra Majumdar , Krishanu Maulik

Permutation entropy has become a standard tool for time series analysis that exploits the temporal properties of these data sets. Many current applications use an approach based on Shannon entropy, which implicitly assumes an underlying…

Methodology · Statistics 2018-02-14 Daryl DeFord , Katherine Moore

The problem of a restricted random walk on graphs which keeps track of the number of immediate reversal steps is considered by using a transfer matrix formulation. A closed-form expression is obtained for the generating function of the…

Statistical Mechanics · Physics 2007-05-23 F. Y. Wu , H. Kunz

We establish an invariance principle for a one-dimensional random walk in a dynamical random environment given by a speed-change exclusion process. The jump probabilities of the walk depend on the configuration of the exclusion in a finite…

Probability · Mathematics 2018-07-17 Milton Jara , Otávio Menezes

The random walk in Dirichlet environment is a random walk in random environment where the transition probabilities are independent Dirichlet random variables. This random walk exhibits a property of statistical invariance by time-reversal…

Probability · Mathematics 2019-11-07 Rémy Poudevigne

In this paper the multi-dimensional random walk models governed by distributed fractional order differential equations and multi-term fractional order differential equations are constructed. The scaling limits of these random walks to a…

Classical Analysis and ODEs · Mathematics 2007-05-23 Sabir Umarov , Stanly Steinberg

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 present a new method to compute the first crossing distribution in excursion set theory for the case of correlated random walks. We use a combination of the path integral formalism of Maggiore & Riotto, and the integral equation solution…

Cosmology and Nongalactic Astrophysics · Physics 2014-02-18 Arya Farahi , Andrew J. Benson