Related papers: Simulation of the continuous-time random walk usin…
We introduce random walks in a sparse random environment on $\mathbb Z$ and investigate basic asymptotic properties of this model, such as recurrence-transience, asymptotic speed, and limit theorems in both the transient and recurrent…
We introduce $\varepsilon$-projectors, using which we can sample from limiting distributions of continuous-time quantum walks. The standard algorithm for sampling from a distribution that is close to the limiting distribution of a given…
A novel version of the Continuous-Time Random Walk (CTRW) model with memory is developed. This memory means the dependence between arbitrary number of successive jumps of the process, while waiting times between jumps are considered as…
Simulation-based planning with rollouts is a widely-deployed technique for decision making in stochastic environments. The primary instrument of simulation-based planning is a sampling model, which is repeatedly called to generate…
A continuous time random walk (CTRW) is a random walk in which both spatial changes represented by jumps and waiting times between the jumps are random. The CTRW is coupled if a jump and its preceding or following waiting time are dependent…
This article presents a new continuous-time modelling framework for multivariate time series of counts which have an infinitely divisible marginal distribution. The model is based on a mixed moving average process driven by L\'{e}vy noise -…
Randomized algorithms for deciding satisfiability were shown to be effective in solving problems with thousands of variables. However, these algorithms are not complete. That is, they provide no guarantee that a satisfying assignment, if…
There are presently two models for quantum walks on graphs. The "coined" walk uses discrete time steps, and contains, besides the particle making the walk, a second quantum system, the coin, that determines the direction in which the…
We give refined estimates for the discrete time and continuous time versions of some basic random walks on the symmetric and alternating groups $S_n$ and $A_n$. We consider the following models: random transposition, transpose top with…
We consider quantum walks defined on arbitrary infinite graphs, parameterized by a family of scattering matrices attached to the vertices. Multiplying each scattering matrix by an i.i.d. random phase, we obtain a random scattering quantum…
We study continuous time Markov processes on graphs. The notion of frequency is introduced, which serves well as a scaling factor between any Markov time of a continuous time Markov process and that of its jump chain. As an application, we…
By exploiting the link between time-independent Hamiltonians and thermalisation, heuristic predictions on the performance of continuous-time quantum walks for MAX-CUT are made. The resulting predictions depend on the number of triangles in…
Random walk based distributed algorithms make use of a token that circulates in the system according to a random walk scheme to achieve their goal. To study their efficiency and compare it to one of the deterministic solutions, one is led…
We derive an exact closed-form analytical expression for the distribution of the cover time for a random walk over an arbitrary graph. In special case, we derive simplified exact expressions for the distributions of cover time for a…
The quantum walk formalism is a widely used and highly successful framework for modeling quantum systems, such as simulations of the Dirac equation, different dynamics in both the low and high energy regime, and for developing a wide range…
Simple random walks are a basic staple of the foundation of probability theory and form the building block of many useful and complex stochastic processes. In this paper we study a natural generalization of the random walk to a process in…
To assess whether a given time series can be modeled by a stochastic process possessing long range correlation one usually applies one of two types of analysis methods: the spectral method and the random walk analysis. The first objective…
This paper presents a simple model that mimics quantum mechanics (QM) results in terms of probability fields of free particles subject to self-interference, without using Schr\"{o}dinger equation or wavefunctions. Unlike the standard QM…
The concept of continuous-time random walks (CTRW) is a generalization of ordinary random walk models, and it is a powerful tool for investigating a broad spectrum of phenomena in natural, engineering, social and economic sciences.…
We study random walk on complex networks with transition probabilities which depend on the current and previously visited nodes. By using an absorbing Markov chain we derive an exact expression for the mean first passage time between pairs…