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In general, obtaining the exact steady-state distribution of queue lengths is not feasible. Therefore, we establish bounds for the tail probabilities of queue lengths. Specifically, we examine queueing systems under Heavy-Traffic (HT)…

Probability · Mathematics 2023-06-21 Prakirt Raj Jhunjhunwala , Daniela Hurtado-Lange , Siva Theja Maguluri

We consider a periodic quantum graph in the form of a rectangular lattice with the $\delta$-coupling of strength $\gamma$ in the vertices perturbed by changing the latter at an infinite straight array of vertices to a…

Spectral Theory · Mathematics 2024-12-31 Marzieh Baradaran , Pavel Exner , Andrii Khrabustovskyi

Estimating extreme quantiles is an important task in many applications, including financial risk management and climatology. More important than estimating the quantile itself is to insure zero coverage error, which implies the quantile…

Applications · Statistics 2025-05-08 Douglas E. Johnston

We derive exponential bounds for tail of distribution for natural, i.e. under ordinary logarithm, normalized sums of arrays of random variables, not necessarily independent.

A catalytic branching random walk on a multidimensional lattice, with arbitrary finite number of catalysts, is studied in supercritical regime. The dynamics of spatial spread of the particles population is examined, upon normalization. The…

Probability · Mathematics 2020-07-14 Ekaterina Vl. Bulinskaya

The decay of a quasiparticle in an isolated quantum dot is considered. At relatively small time the probability to find the system in the initial state decays exponentially: $P(t)\sim \exp(-\Gamma t)$, in accordance with the golden rule.…

Mesoscale and Nanoscale Physics · Physics 2007-05-23 P. G. Silvestrov

A straightforward analytical scheme is proposed for computing the long-time, asymptotic mean velocity and dispersivity (effective diffusivity) of a particle undergoing a discrete biased random walk on a periodic lattice amongst an array of…

Soft Condensed Matter · Physics 2009-11-10 Kevin D. Dorfman

The position density of a "particle" performing a continuous-time quantum walk on the integer lattice, viewed on length scales inversely proportional to the time t, converges (as t tends to infinity) to a probability distribution that…

Quantum Physics · Physics 2013-05-29 Alex D. Gottlieb

In this paper we consider the Toda lattice $(\boldsymbol{p}(t); \boldsymbol{q}(t))$ at thermal equilibrium, meaning that its variables $(p_i)$ and $(e^{q_i-q_{i+1}})$ are independent Gaussian and Gamma random variables, respectively. This…

Mathematical Physics · Physics 2026-03-31 Amol Aggarwal

We study the asymptotic position distribution of general quantum walks on a lattice, including walks with a random coin, which is chosen from step to step by a general Markov chain. In the unitary (i.e., non-random) case, we allow any…

Quantum Physics · Physics 2011-04-21 Andre Ahlbrecht , Holger Vogts , Albert H. Werner , Reinhard F. Werner

A quantum random walk model is established on a one-dimensional periodic lattice that fluctuates between two possible states. This model is defined by Lindblad rate equations that incorporate the transition rates between the two lattice…

Quantum Physics · Physics 2024-05-28 Luis Octavio Castaños-Cervantes , Jesús Casado-Pascual

This paper presents a realistic, stochastic, and local model that reproduces nonrelativistic quantum mechanics (QM) results without using its mathematical formulation. The proposed model only uses integer-valued quantities and operations on…

Quantum Physics · Physics 2018-01-17 Antonio Sciarretta

We investigate quantum persistence by analyzing amplitude and phase fluctuations of the wave function governed by the time-dependent free-particle Schr\"odinger equation. The quantum system is initialized with local random uncorrelated…

Statistical Mechanics · Physics 2025-05-09 Cheng Ma , Omar Malik , G. Korniss

One of the key performance measures in queueing systems is the exponential decay rate of the steady-state tail probabilities of the queue lengths. It is known that if a corresponding fluid model is stable and the stochastic primitives have…

Probability · Mathematics 2007-05-23 David Gamarnik , Sean Meyn

Quantum dynamics of a particle in the vicinity of a hyperbolic point is considered. Expectation values of dynamical variables are calculated, and the singular behavior is analyzed. Exponentially fast extension of quantum dynamics is…

Quantum Physics · Physics 2015-06-12 A. Iomin

We study the convergence rate of translation-invariant discrete-time quantum dynamics on a one-dimensional lattice. We prove that the cumulative distributions function of the ballistically scaled position $X(n)/{n}$ after $n$ steps…

Mathematical Physics · Physics 2026-01-27 Benjamin Hinrichs , Pascal Mittenbühler

There is accumulating evidence in the literature that stability of learning algorithms is a key characteristic that permits a learning algorithm to generalize. Despite various insightful results in this direction, there seems to be an…

Machine Learning · Statistics 2019-05-10 Karim Abou-Moustafa , Csaba Szepesvari

We deal with a discrete-time two-dimensional quasi-birth-and-death process (2d-QBD process for short) on $\mathbb{Z}_+^2\times S_0$, where $S_0$ is a finite set, and give a complete expression for the asymptotic decay function of the…

Probability · Mathematics 2023-02-28 Toshihisa Ozawa

We study the one-dimensional branching random walk in the case when the step size distribution has a stretched exponential tail, and, in particular, no finite exponential moments. The tail of the step size $X$ decays as $\mathbb{P}[X \geq…

Probability · Mathematics 2022-04-12 Piotr Dyszewski , Nina Gantert , Thomas Höfelsauer

We investigate quantum dynamics of a quantum walker on a finite bipartite non-Hermitian lattice, in which the particle can leak out with certain rate whenever it visits one of the two sublattices. Quantum walker initially located on one of…

Quantum Physics · Physics 2021-05-13 Li Wang , Qing Liu , Yunbo Zhang
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