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We prove large deviations principles (LDPs) for the perimeter and the area of the convex hull of a planar random walk with finite Laplace transform of its increments. We give explicit upper and lower bounds for the rate function of the…

Probability · Mathematics 2021-04-05 Arseniy Akopyan , Vladislav Vysotsky

We consider a generalization of the vicious walker model. Using a bijection map between the path configuration of the non-intersecting random walkers and the hook Young diagram, we compute the probability concerning the number of walker's…

Statistical Mechanics · Physics 2009-11-07 Kazuhiro Hikami , Takashi Imamura

We study the random walk in random environment on {0,1,2,...}, where the environment is subject to a vanishing (random) perturbation. The two particular cases we consider are: (i) random walk in random environment perturbed from Sinai's…

Probability · Mathematics 2008-05-13 M. V. Menshikov , Andrew R. Wade

The random walk process in a nonhomogeneous medium, characterised by a L\'evy stable distribution of jump length, is discussed. The width depends on a position: either before the jump or after that. In the latter case, the density slope is…

Statistical Mechanics · Physics 2017-03-29 Tomasz Srokowski

We describe random loop models and their relations to a family of quantum spin systems on finite graphs. The family includes spin 1/2 Heisenberg models with possibly anisotropic spin interactions and certain spin 1 models with…

Mathematical Physics · Physics 2013-08-23 Daniel Ueltschi

We propose a twisted Szegedy walk for estimating the limit behavior of a discrete-time quantum walk on a crystal lattice, an infinite abelian covering graph, whose notion was introduced by [14]. First, we show that the spectrum of the…

Probability · Mathematics 2014-10-23 Yusuke Higuchi , Norio Konno , Iwao Sato , Etsuo Segawa

We study, on a $d$ dimensional hypercubic lattice, a random walk which is homogeneous except for one site. Instead of visiting this site, the walker hops over it with arbitrary rates. The probability distribution of this walk and the…

Statistical Mechanics · Physics 2009-10-31 R. K. P. Zia , Z. Toroczkai

Quantum walks subject to decoherence generically suffer the loss of their genuine quantum feature, a quadratically faster spreading compared to classical random walks. This intuitive statement has been verified analytically for certain…

We consider a semiclassical random walk with respect to a probability measure associated to a potential with a finite number of critical points. We recover the spectral results from [1] on the corresponding operator in a more general…

Analysis of PDEs · Mathematics 2024-01-24 Thomas Normand

In \cite{SzT}, D. Sz\'asz and A. Telcs have shown that for the diffusively scaled, simple symmetric random walk, weak convergence to the Brownian motion holds even in the case of local impurities if $d \ge 2$. The extension of their result…

Probability · Mathematics 2015-05-20 Daniel Paulin , Domokos Szász

We consider a random walk of $n$ steps starting at $x_0=0$ with a double exponential (Laplace) jump distribution. We compute exactly the distribution $p_{k,n}(\Delta)$ of the gap $d_{k,n}$ between the $k^{\rm th}$ and $(k+1)^{\rm th}$…

Statistical Mechanics · Physics 2019-09-09 Bertrand Lacroix-A-Chez-Toine , Satya N. Majumdar , Grégory Schehr

We study the evolution of a random walker on a conservative dynamic random environment composed of independent particles performing simple symmetric random walks, generalizing results of [16] to higher dimensions and more general transition…

We introduce a new self-interacting random walk on the integers in a dynamic random environment and show that it converges to a pure diffusion in the scaling limit. We also find a lower bound on the diffusion coefficient in some special…

Probability · Mathematics 2007-05-23 Majid Hosseini , Krishnamurthi Ravishankar

We have studied the probability distribution of the perimeter and the area of the k-th largest erased-loop in loop-erased random walks in two-dimensions for k = 1 to 3. For a random walk of N steps, for large N, the average value of the…

Statistical Mechanics · Physics 2009-11-07 Himanshu Agrawal , Deepak Dhar

The classical random walk isomorphism theorems relate the local times of a continuous-time random walk to the square of a Gaussian free field. A Gaussian free field is a spin system that takes values in Euclidean space, and this article…

Probability · Mathematics 2023-10-12 Roland Bauerschmidt , Tyler Helmuth , Andrew Swan

We discuss spreading estimates for dynamical systems given by the iteration of an extended CMV matrix. Using a connection due to Cantero--Gr\"unbaum--Moral--Vel\'azquez, this enables us to study spreading rates for quantum walks in one…

Mathematical Physics · Physics 2016-03-04 David Damanik , Jake Fillman , Darren C. Ong

We consider a random walk in a random potential on a square lattice of arbitrary dimension. The potential is a function of an ergodic environment and some steps of the walk. The potential can be unbounded, but it is subject to a moment…

Probability · Mathematics 2013-02-12 Firas Rassoul-Agha , Timo Seppäläinen

It has been proved that the distribution of the point where the Smart Kinetic Walk (SKW) exits a domain converges in distribution to harmonic measure on the hexagonal lattice. For other lattices, it is believed that this result still holds,…

Probability · Mathematics 2017-03-24 Yan Dai

Nowadays, quantum simulation schemes come in two flavours. Either they are continuous-time discrete-space models (a.k.a Hamiltonian-based), pertaining to non-relativistic quantum mechanics. Or they are discrete-spacetime models (a.k.a…

Quantum Physics · Physics 2019-10-18 Giuseppe Di Molfetta , Pablo Arrighi

This paper considers the asymptotic behaviour of volumes of excursion sets of subordinated Gaussian random fields with (possibly) infinite variance. Actually, we consider integral functionals of such fields and obtain their limiting…

Probability · Mathematics 2021-04-30 Vitalii Makogin , Evgeny Spodarev
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