Related papers: Fluctuations of Discrete-Time Random Walks
We survey recent results on some one- and two-dimensional patterns generated by random permutations of natural numbers. In the first part, we discuss properties of random walks, evolving on a one-dimensional regular lattice in discrete time…
We formulate and prove a general weak limit theorem for quantum random walks in one and more dimensions. With $X_n$ denoting position at time $n$, we show that $X_n/n$ converges weakly as $n \to \infty$ to a certain distribution which is…
The theory of diffusion seeks to describe the motion of particles in a chaotic environment. Classical theory models individual particles as independent random walkers, effectively forgetting that particles evolve together in the same…
Many diffusive systems involve correlated random walkers due to a shared environment. Such systems can be modeled as random walks in random environments (RWRE). These models differ from classical diffusion in the behavior of the extremes --…
The first passage time (FPT) for random walks is a key indicator of how fast information diffuses in a given system. Despite the role of FPT as a fundamental feature in transport phenomena, its behavior, particularly in heterogeneous…
In arbitrary spatial dimension $d\ge 1$, we study a generalized model of random walks in a time-varying random environment (RWRE) defined by a stochastic flow of kernels. We consider the quenched probability distribution of the random…
We study quantum walks on general graphs from the point of view of scattering theory. For a general finite graph we choose two vertices and attach one half line to each. We are interested in walks that proceed from one half line, through…
The territory explored by a random walk is a key property that may be quantified by the number of distinct sites that the random walk visits up to a given time. The extent of this spatial exploration characterizes many important physical,…
Representations based on random walks can exploit discrete data distributions for clustering and classification. We extend such representations from discrete to continuous distributions. Transition probabilities are now calculated using a…
Recently, quantized versions of random walks have been explored as effective elements for quantum algorithms. In the simplest case of one dimension, the theory has remained divided into the discrete-time quantum walk and the continuous-time…
We study a one-dimensional random walk with memory in which the step lengths to the left and to the right evolve at each step in order to reduce the wandering of the walker. The feedback is quite efficient and lead to a non-diffusive walk.…
Random walks provide a simple conventional model to describe various transport processes, for example propagation of heat or diffusion of matter through a medium. However, in many practical cases the medium is highly irregular due to…
Classical random walks and Markov processes are easily described by Hopf algebras. It is also known that groups and Hopf algebras (quantum groups) lead to classical and quantum diffusions. We study here the more primitive notion of a…
We perform simulations for one dimensional continuous-time random walks in two dynamic random environments with fast (independent spin-flips) and slow (simple symmetric exclusion) decay of space-time correlations, respectively. We focus on…
A random walk-based method is proposed to efficiently compute the solution of a large class of fractional in time linear systems of differential equations (linear F-ODE systems), along with the derivatives with respect to the system…
Although the theoretical behavior of one-dimensional random walks in random environments is well understood, the numerical evaluation of various characteristics of such processes has received relatively little attention. This paper develops…
We study discrete-time random walks on arbitrary networks with first-passage resetting processes. To the end, a set of nodes are chosen as observable nodes, and the walker is reset instantaneously to a given resetting node whenever it hits…
Two-dimensional (random) walks in cones are very natural both in combinatorics and probability theory: they are interesting for themselves and also because they are strongly related to other discrete structures. While walks restricted to…
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.…
In this article, we generalize the recent Discrete Time Random Walk (DTRW) algorithm, which was introduced for the computation of probability densities of fractional diffusion. Although it has the same computational complexity and shares…