Related papers: SPHERICALLY SYMMETRIC RANDOM WALKS I. REPRESENTATI…
A previous paper (hep-lat/9311011) proposed a new kind of random walk on a spherically-symmetric lattice in arbitrary noninteger dimension $D$. Such a lattice avoids the problems associated with a hypercubic lattice in noninteger dimension.…
The random walk to be considered takes place in the d- spherical dual of the group U(n + 1), for a fixed finite dimensional irreducible representation d of U(n). The transition matrix comes from the three term recursion relation satisfied…
One can define a random walk on a hypercubic lattice in a space of integer dimension $D$. For such a process formulas can be derived that express the probability of certain events, such as the chance of returning to the origin after a given…
We study a symmetric random walk (RW) in one spatial dimension in environment, formed by several zones of finite width, where the probability of transition between two neighboring points and corresponding diffusion coefficient are…
The involution walk is the random walk on $S_n$ generated by involutions with a binomially distributed with parameter $1-p$ number of $2$-cycles. This is a parallelization of the transposition walk. The involution walk is shown in this…
We define quantization scheme for discrete-time random walks on the half-line consistent with Szegedy's quantization of finite Markov chains. Motivated by the Karlin and McGregor description of discrete-time random walks in terms of…
Below is a method for relating a mixed volume computation for polytopes sharing many facet directions to a symmetric random walk. The example of permutahedra and particularly hypersimplices is expanded upon.
A recently developed model of random walks on a $D$-dimensional hyperspherical lattice, where $D$ is {\sl not} restricted to integer values, is extended to include the possibility of creating and annihilating random walkers. Steady-state…
The analysis of the return probability is one of the most essential and fundamental topics in the study of classical random walks. In this paper, we study the return probability of quantum and correlated random walks in the one-dimensional…
We consider random walks on the surface of the sphere $S_{n-1}$ ($n \geq 2$) of the $n$-dimensional Euclidean space $E_n$, in short a hypersphere. By solving the diffusion equation in $S_{n-1}$ we show that the usual law $<r^2 > \varpropto…
The spherical functions of the noncompact Grassmann manifolds over the real or complex numbers or the quaternions with rank q and dimension parameter p can be seen as Heckman-Opdam hypergeometric functions of type BC, when the double coset…
We consider a random walk on a homogeneous space $G/\Lambda$ where $G$ is a non-compact simple Lie group and $\Lambda$ is a lattice. The walk is driven by a probability measure $\mu$ on $G$ whose support generates a Zariski-dense subgroup.…
We consider (random) walks in a multidimensional orthant. Using the idea of universality in probability theory, one can associate a unique polyhedral domain to any given walk model. We use this connection to prove two sets of new results.…
We establish recurrence criteria for sums of independent random variables which take values in Euclidean lattices of varying dimension. In particular, we describe transient inhomogenous random walks in the plane which interlace two…
Spherical symmetry arguments are used to produce a general device to convert identities and inequalities for the $p$th absolute moments of real-valued random variables into the corresponding identities and inequalities for the $p$th moments…
Conditions are provided under which an endomorphism on quasisymmetric functions gives rise to a left random walk on the descent algebra which is also a lumping of a left random walk on permutations. Spectral results are also obtained.…
Skew orthogonal polynomials arise in the calculation of the $n$-point distribution function for the eigenvalues of ensembles of random matrices with orthogonal or symplectic symmetry. In particular, the distribution functions are completely…
We establish a central limit theorem, a local limit theorem, and a law of large numbers for a natural random walk on a symmetric space $M$ of non-compact type and rank one. This class of spaces, which includes the complex and quaternionic…
Persistent random walks are intermediate transport processes between a uniform rectilinear motion and a Brownian motion. They are formed by successive steps of random finite lengths and directions travelled at a fixed speed. The isotropic…
We consider a discrete random walk on a diagonal lattice in two and three dimensions and obtain explicit solutions of absorption probabilities and probabilities of return in several domains. In three dimensions we consider both the cube and…