Related papers: Discrepancy and Fisher information
A random walk with counterbalanced steps is a process of partial sums $\check S(n)=\check X_1+ \cdots + \check X_n$ whose steps $\check X_n$ are given recursively as follows. For each $n\geq 2$, with a fixed probability $p$, $\check X_n$ is…
We combine random walks, growth and decay, and convection, in a Monte Carlo simulation to model 1D interface dynamics with fluctuations. The continuum limit corresponds to the deterministic Fisher equation with convection. We find…
In this paper, we derive the distribution of a two-dimensional (complex) random walk in which the angle of each step is restricted to a subset of the circle. This setting appears in various domains, such as in over-the-air computation in…
The pivot algorithm -- we also call it the pivot chain -- is an algorithm for approximately uniform sampling from $\Omega _{N},$ the set of $N$-step self-avoiding walks on $\mathbb{Z}^{d}$ ($N,$ $d\geq 1$). Based on this algorithm and the…
Consider a sequence of independent random isometries of Euclidean space with a previously fixed probability law. Apply these isometries successively to the origin and consider the sequence of random points that we obtain this way. We prove…
The minimum achievable statistical uncertainty in the estimation of physical parameters is determined by the quantum Fisher information. Its computation for noisy systems is still a challenging problem. Using a variational approach, we…
Fisher information is a lower bound on the uncertainty in the statistical estimation of classical and quantum mechanical parameters. While some deterministic dynamical systems are not subject to random fluctuations, they do still have a…
An Edgeworth-type expansion is established for the relative Fisher information distance to the class of normal distributions of sums of i.i.d. random variables, satisfying moment conditions. The validity of the central limit theorem is…
The Fisher information matrix is a quantity of fundamental importance for information geometry and asymptotic statistics. In practice, it is widely used to quickly estimate the expected information available in a data set and guide…
We show that the mathematical form of the information measure of Fisher's I for a Gibbs' canonical probability distribution (the most important one in statistical mechanics) incorporates important features of the intrinsic structure of…
We consider a discrete time simple symmetric random walk on Z^d, d>=1, where the path of the walk is perturbed by inserting deterministic jumps. We show that for any time n and any deterministic jumps that we insert, the expected number of…
We consider a random walk in the plane which takes steps uniformly distributed on the unit circle centered around the walker's current position but avoids the convex hull of its past positions. This model has been introduced by Angel,…
We analyze the drunkard's walk on the unit sphere with step size theta and show that the walk converges in order constant/sin^2(theta) steps in the discrepancy metric. This is an application of techniques we develop for bounding the…
We address the scattering of a quantum particle by a one-dimensional barrier potential over a set of discrete positions. We formalize the problem as a continuous-time quantum walk on a lattice with an impurity, and use the quantum Fisher…
The iterated random walk is a random process in which a random walker moves on a one-dimensional random walk which is itself taking place on a one-dimensional random walk, and so on. This process is investigated in the continuum limit using…
In the context of the usual calibration model, we consider the case in which the independent variable is unobservable, but a pre-fixed value on its surrogate is available. Thus, considering controlled variables and assuming that the…
We investigate hide-and-seek games on complex networks using a random walk framework. Specifically, we investigate the efficiency of various degree-biased random walk search strategies to locate items that are randomly hidden on a subset of…
We study the angular process related to random walks in the Euclidean and in the non-Euclidean space where steps are Cauchy distributed. This leads to different types of non-linear transformations of Cauchy random variables which preserve…
In recent years there has been substantial development in algorithms for quantum phase estimation. In this work we provide a new approach to online Bayesian phase estimation that achieves Heisenberg limited scaling that requires…
A constrained diffusive random walk of n steps and a random flight in Rd, which can be expressed in the same terms, were investigated independently in recent papers. The n steps of the walk are identically and independently distributed…