Related papers: Quantitative homogenization on time-dependent rand…

We study the time evolution of velocity and pressure gradients in isotropic turbulence, by quantifying their decorrelation time scales as one follows fluid particles in the flow. The Lagrangian analysis uses data in a public database…

This work is concerned with the stability properties of linear stochastic differential equations with random (drift and diffusion) coefficient matrices, and the stability of a corresponding random transition matrix (or exponential…

The paper studies homogenization problem for a non-autonomous parabolic equation with a large random rapidly oscillating potential in the case of one dimensional spatial variable. We show that if the potential is a statistically homogeneous…

We study long time dynamics of combustive processes in random media, modeled by reaction-diffusion equations with random ignition reactions. One expects that under reasonable hypotheses on the randomness, large space-time scale dynamics of…

We have derived an analytical expression for variance of homogeneous-position decoherent quantum walk (HPDQW) with general form of noise on its position, and have shown that, while the quadratic ($t^2$) term of variance never changes by…

Random walks on the circle group $\mathbb{R}/\mathbb{Z}$ whose elementary steps are lattice variables with span $\alpha \not\in \mathbb{Q}$ or $p/q \in \mathbb{Q}$ taken mod $\mathbb{Z}$ exhibit delicate behavior. In the rational case we…

Many classical randomized algorithms (e.g., approximation algorithms for #P-complete problems) utilize the following random walk algorithm for {\em almost uniform sampling} from a state space $S$ of cardinality $N$: run a symmetric ergodic…

We study sample covariance matrices arising from rectangular random matrices with i.i.d. columns. It was previously known that the resolvent of these matrices admits a deterministic equivalent when the spectral parameter stays bounded away…

Let $\tau = (\tau_i : i \in {\Bbb Z})$ denote i.i.d.~positive random variables with common distribution $F$ and (conditional on $\tau$) let $X = (X_t : t\geq0, X_0=0)$, be a continuous-time simple symmetric random walk on ${\Bbb Z}$ with…

We study a continuous-time random walk, $X$, on $\mathbb{Z}^d$ in an environment of dynamic random conductances taking values in $(0, \infty)$. We assume that the law of the conductances is ergodic with respect to space-time shifts. We…

This study in centered on models accounting for stochastic deformations of sample paths of random walks, embedded either in $\mathbb{Z}^2$ or in $\mathbb{Z}^3$. These models are immersed in multi-type particle systems with exclusion.…

We study time-inhomogeneous random walks on finite groups in the case where each random walk step need not be supported on a generating set of the group. When the supports of the random walk steps satisfy a natural condition involving…

The appearance of topological effects in systems exhibiting a non-trivial topological band structure strongly relies on the coherent wave nature of the equations of motion. Here, we reveal topological dynamics in a classical stochastic…

In this paper we can solve a Wheeler-DeWitt equation of the some inhomogeneous spacetime models as a local solution. From the previous study of up-to-down method we derived the static restriction relating the problem of the time. Although…

We derive an exact solution of an explicitly time-dependent multichannel model of quantum mechanical nonadiabatic transitions. Our model corresponds to the case of a single linear diabatic energy level interacting with a band of an…

We treat three types of measures of the quantum walk (QW) with the spatial perturbation at the origin, which was introduced by [1]: time averaged limit measure, weak limit measure, and stationary measure. From the first two measures, we see…

In the present work, we explore homogenization techniques for a class of switching diffusion processes whose drift and diffusion coefficients, and jump intensities are smooth, spatially periodic functions; we assume full coupling between…

The paper studies an improved estimate for the rate of convergence for nonlinear homogeneous discrete-time Markov chains. These processes are nonlinear in terms of the distribution law. Hence, the transition kernels are dependent on the…

We analyse the mixing profile of a random walk on a dynamic random permutation, focusing on the regime where the walk evolves much faster than the permutation. Two types of dynamics generated by random transpositions are considered: one…

What can one say on convergence to stationarity of a finite state Markov chain that behaves "locally" like a nearest neighbor random walk on ${\mathbb Z}$ ? The model we consider is a version of nearest neighbor lazy random walk on the…