Related papers: Quantitative stochastic homogenization for long-ra…
Using quantum parallelism on random walks as original seed, we introduce new quantum stochastic processes, the open quantum Brownian motions. They describe the behaviors of quantum walkers -- with internal degrees of freedom which serve as…
Although quantum walks exhibit peculiar properties that distinguish them from random walks, classical behavior can be recovered in the asymptotic limit by destroying the coherence of the pure state associated to the quantum system. Here I…
We study the first passage time properties of an integrated Brownian curve both in homogeneous and disordered environments. In a disordered medium we relate the scaling properties of this center of mass persistence of a random walker to the…
This work focuses on the study of quantum stochastic walks, which are a generalization of coherent, i. e. unitary quantum walks. Our main goal is to present a measure of a coherence of the walk. To this end, we utilize the asymptotic…
In this paper, we study the homogenization of a diffusion process with jumps, that is, Feller process generated by an integro-differential operator. This problem is closely related to the problem of homogenization of boundary value problems…
We characterize a close connection between the continuous-time quantum-walk model and a discrete-time quantum-walk version, based on the staggered model with Hamiltonians in a class of Cayley graphs, which can be considered as a…
We study the problem of parameter estimation for the homogenization limit of multiscale systems involving fractional dynamics. In the case of stochastic multiscale systems driven by Brownian motion, it has been shown that in order for the…
We study random homogenization of second-order, degenerate and quasilinear Hamilton-Jacobi equations which are positively homogeneous in the gradient. Included are the equations of forced mean curvature motion and others describing…
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…
We consider correlated L\'evy walks on a class of two- and three-dimensional deterministic self-similar structures, with correlation between steps induced by the geometrical distribution of regions, featuring different diffusion properties.…
We study a non-reversible random walk advected by the symmetric simple exclusion process, so that the walk has a local drift of opposite sign when sitting atop an occupied or an empty site. We prove that the back-tracking probability of the…
This work deals with the stationary analysis of two-dimensional partially homogeneous nearest-neighbour random walks. Such type of random walks are characterized by the fact that the one-step transition probabilities are functions of the…
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…
The continuous-time random walk is defined as a Poissonization of discrete-time random walk. We study the noncolliding system of continuous-time simple and symmetric random walks on ${\mathbb{Z}}$. We show that the system is determinantal…
A matrix random walk is a stochastic process of the form $B_k = (I+A_1)\cdots(I+A_k)$ where $A_j$ are independent ``step'' matrices in $\mathrm{M}_N(\mathbb{C})$. With the right entry-covariance, a rescaled matrix random walk converges to…
The staggered quantum walk is a type of discrete-time quantum walk model without a coin which can be generated on a graph using particular partitions of the graph nodes. We design Hamiltonians for potential realization of the staggered…
For a homogeneous random walk in the quarter plane with nearest-neighbor transitions, starting from some state $(i_0,j_0)$, we study the event that the walk reaches the vertical axis, before reaching the horizontal axis. We derive an exact…
We consider the scaling behavior of the range and $p$-multiple range, that is the number of points visited and the number of points visited exactly $p\geq 1$ times, of simple random walk on ${\mathbb Z}^d$, for dimensions $d\geq 2$, up to…
We establish an invariance principle for a one-dimensional random walk in a dynamical random environment given by a speed-change exclusion process. The jump probabilities of the walk depend on the configuration of the exclusion in a finite…
We consider a random walk on the first quadrant of the square lattice, whose increment law is, roughly speaking, homogeneous along a finite number of half-lines near each of the two boundaries, and hence essentially specified by…