Related papers: Sylvester's problem for random walks and bridges
Let $S_n$ be the simple random walk on the integer lattice $\mathbb{Z}^d$. For a Bernstein function $\phi$ we consider a random walk $S^\phi_n$ which is subordinated to $S_n$. Under a certain assumption on the behaviour of $\phi$ at zero we…
When random walks on a square lattice are biased horizontally to move solely to the right, the probability distribution of their algebraic area can be exactly obtained. We explicitly map this biased classical random system on a non…
The Schr\"odinger bridge problem (SBP) finds the most likely stochastic evolution between two probability distributions given a prior stochastic evolution. As well as applications in the natural sciences, problems of this kind have…
In this paper we prove an analogue of the Koml\'os-Major-Tusn\'ady (KMT) embedding theorem for random walk bridges. The random bridges we consider are constructed through random walks with i.i.d jumps that are conditioned on the locations…
We propose a method for zeroth order stochastic convex optimization that attains the suboptimality rate of $\tilde{\mathcal{O}}(n^{7}T^{-1/2})$ after $T$ queries for a convex bounded function $f:{\mathbb R}^n\to{\mathbb R}$. The method is…
The Sparre-Andersen theorem is a remarkable result in one-dimensional random walk theory concerning the universality of the ubiquitous first-passage-time distribution. It states that the probability distribution $\rho_n$ of the number of…
Consider the problem of matching two independent i.i.d. samples of size $N$ from two distributions $P$ and $Q$ in $\mathbb{R}^d$. For an arbitrary continuous cost function, the optimal assignment problem looks for the matching that…
For the perimeter length and the area of the convex hull of the first $n$ steps of a planar random walk, we study $n \to \infty$ mean and variance asymptotics and establish non-Gaussian distributional limits. Our results apply to random…
We focus on the algebraic area probability distribution of planar random walks on a square lattice with $m_1$, $m_2$, $l_1$ and $l_2$ steps right, left, up and down. We aim, in particular, at the algebraic area generating function…
This work presents global random walk approximations of solutions to one-dimensional Stefan-type moving-boundary problems. We are particularly interested in the case when the moving boundary is driven by an explicit representation of its…
A simple symmetric random walk is considered on a spider that is a collection of half lines (we call them legs) joined at the origin. We establish a strong approximation of this random walk by the so-called Brownian spider. Transition…
We consider a discrete random walk on a diagonal lattice in two and three dimensions and obtain explicit solutions of absorption probabilities and probabilities of return in several domains. In three dimensions we consider both the cube and…
Conditions are provided under which an endomorphism on quasisymmetric functions gives rise to a left random walk on the descent algebra which is also a lumping of a left random walk on permutations. Spectral results are also obtained.…
Erwin Schroedinger posed, and to a large extent solved in 1931/32 the problem of finding the most likely random evolution between two continuous probability distributions. This article considers this problem in the case when only samples of…
This paper investigates the large deviation problem in the sample path space of the nearest-neighbor random walks on regular trees. We establish the sample path large deviation principle for the law of the distance from a nearest random…
In this work we investigate the dynamics of random walk processes on scale-free networks in a short to moderate time scale. We perform extensive simulations for the calculation of the mean squared displacement, the network coverage and the…
In this paper, we introduce random walks with absorbing states on simplicial complexes. Given a simplicial complex of dimension $d$, a random walk with an absorbing state is defined which relates to the spectrum of the $k$-dimensional…
We study a random walk in random environment on the non-negative integers. The random environment is not homogeneous in law, but is a mixture of two kinds of site, one in asymptotically vanishing proportion. The two kinds of site are (i)…
A well known connection between first-passage probability of random walk and distribution of electrical potential described by Laplace equation is studied. We simulate random walk in the plane numerically as a discrete time process with…
Motivated by the central limit problem for convex bodies, we study normal approximation of linear functionals of high-dimensional random vectors with various types of symmetries. In particular, we obtain results for distributions which are…