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In the eighties, A. Connes and E. J. Woods made a connection between hyperfinite von Neumann algebras and Poisson boundaries of time dependent random walks. The present paper explains this connection and gives a detailed proof of two…

Operator Algebras · Mathematics 2017-04-25 Jean Renault

We survey the properties of the log-correlated Gaussian field (LGF), which is a centered Gaussian random distribution (generalized function) $h$ on $\mathbb R^d$, defined up to a global additive constant. Its law is determined by the…

Probability · Mathematics 2014-07-22 Bertrand Duplantier , Rémi Rhodes , Scott Sheffield , Vincent Vargas

Random walks in random scenery are processes defined by $$Z_n:=\sum_{k=1}^n\omega_{S_k}$$ where $S:=(S_k,k\ge 0)$ is a random walk evolving in $\mathbb{Z}^d$ and $\omega:=(\omega_x, x\in{\mathbb Z}^d)$ is a sequence of i.i.d. real random…

Probability · Mathematics 2014-09-29 Nadine Guillotin-Plantard , Julien Poisat

We prove empirical central limit theorems for the distribution of levels of various random fields defined on high-dimensional discrete structures as the dimension of the structure goes to $\infty$. The random fields considered include costs…

Probability · Mathematics 2012-03-08 Zakhar Kabluchko

The limit theorems of discrete- and continuous-time quantum walks on the line have been intensively studied. We show a relation among limit distributions of quantum walks, Heun differential equations and Gauss differential equations.…

Quantum Physics · Physics 2013-04-26 Norio Konno , Takuya Machida , Tohru Wakasa

An approach to field theory is studied in which fields are comprised of $N$ constituent random neurons. Gaussian theories arise in the infinite-$N$ limit when neurons are independently distributed, via the Central Limit Theorem, while…

High Energy Physics - Theory · Physics 2021-12-10 James Halverson

Modelling spatio-temporal processes has become an important issue in current research. Since Gaussian processes are essentially determined by their second order structure, broad classes of covariance functions are of interest. Here, a new…

Statistics Theory · Mathematics 2011-02-28 Martin Schlather

We investigate the dynamic scaling properties of stochastic particle systems on a non-deterministic scale-free network. It has been known that the dynamic scaling behavior depends on the degree distribution exponent of the underlying…

Statistical Mechanics · Physics 2007-05-23 Jae Dong Noh , Sang-Woo Kim

The behaviour of random quantum walks is known to be diffusive. Here we study discrete time quantum walks in weak stochastic gauge fields. In the case of position and spin dependent gauge field, we observe a transition from ballistic to…

Quantum Physics · Physics 2024-06-21 Jan Wójcik

This paper investigates the asymptotic behavior of Green functions associated to partially homogeneous random walks in the quadrant $Z_+^2$. There are four possible distributions for the jumps of these processes, depending on the location…

Probability · Mathematics 2023-11-14 Irina Ignatiouk-Robert

In this note we show that the area of the partitions making up an oscillating tableaux is described by a random walk on the first quadrant of $\mathbb{Z}^2$ with certain position dependent weights. We are able to recursively calculate the…

Combinatorics · Mathematics 2020-10-21 David Keating

Random fields are useful mathematical tools for representing natural phenomena with complex dependence structures in space and/or time. In particular, the Gaussian random field is commonly used due to its attractive properties and…

Sample path properties of random processes are an interesting and extensively studied topic, especially in the case of Gaussian processes. In this article, we study the continuity properties of hypercontractive fields, providing natural…

Probability · Mathematics 2023-11-02 Patrik Nummi , Lauri Viitasaari

We investigate the fluctuations around the average density profile in the weakly asymmetric exclusion process with open boundaries in the steady state. We show that these fluctuations are given, in the macroscopic limit, by a centered…

Other Condensed Matter · Physics 2009-11-11 B. Derrida , C. Enaud , C. Landim , S. Olla

The average node-to-node distance of scale-free graphs depends logarithmically on N, the number of nodes, while the probability distribution function (pdf) of the distances may take various forms. Here we analyze these by considering…

Statistical Mechanics · Physics 2009-11-07 Gabor Szabo , Mikko Alava , Janos Kertesz

We consider random walk on a finite group $G$ as follows. We can consider $G$ as a group of substitutions. Randomly (i.e. with probability $U(g)=|G|^{-1}$ ) we choose a substitution $g \in G$ and execute it twice in a row, i.e. execute a…

Representation Theory · Mathematics 2023-07-11 Olexandr Vyshnevetskiy , Alexander Bendikov

Random walk is an explainable approach for modeling natural processes at the molecular level. The Random Permutation Set Theory (RPST) serves as a framework for uncertainty reasoning, extending the applicability of Dempster-Shafer Theory.…

Artificial Intelligence · Computer Science 2024-09-27 Jiefeng Zhou , Zhen Li , Yong Deng

We consider the Gaussian free field $\varphi$ on $\mathbb{Z}^2$ at large spatial scales $N$ and give sharp bounds on the probability $\theta(a,N)$ that the radius of a finite cluster in the excursion set $\{\varphi \geq a\}$ on the…

Probability · Mathematics 2025-12-12 Pierre-François Rodriguez , Wen Zhang

We show that for any infinite tree of finite cone type satisfying a mild expansion condition, the only typical process on its vertices with covariance induced by the Green's function is the Gaussian wave. This generalizes a result of…

Probability · Mathematics 2026-03-05 Amir Dembo , Theo McKenzie

We relate the Gaussian free field on a planar domain to the variational formula of Hadamard which explains the change of the Green function under a perturbation of the domain. This is accomplished by means of a natural integral operator…

Probability · Mathematics 2015-03-16 Haakan Hedenmalm , Pekka J. Nieminen
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