Related papers: An asymptotic expansion for the discrete harmonic …

We consider admissible random walks on hyperbolic graphs. For a given harmonic function on such a graph, we prove that asymptotic properties of non-tangential boundedness and non-tangential convergence are almost everywhere equivalent. The…

We study the asymptotic behavior of a multidimensional random walk in a general cone. We find the tail asymptotics for the exit time and prove integral and local limit theorems for a random walk conditioned to stay in a cone. The main step…

In this paper, we derive new asymptotic expansions for the solutions of higher order elliptic equations in the presence of small inclusions. As a byproduct, we derive a topological derivative based algorithm for the reconstruction of…

We consider a two dimensional skip-free reflecting random walk on a nonnegative integer quadrant. We are interested in the tail asymptotics of its stationary distribution, provided its existence is assumed. We derive exact tail asymptotics…

Random walk has wide applications in many fields, such as machine learning, biology, physics, and chemistry. Random walk can be discrete or continuous in time and space. Asymmetric random walk could be described by drift-diffusion equation.…

We consider discrete (time and space) random walks confined to the quarter plane, with jumps only in directions $(i,j)$ with $i+j \geq 0$ and small negative jumps, i.e., $i,j \geq -1$. These walks are called singular, and were recently…

We prove that there exist infinitely many asymptotics of drift for random walks on finitely generated groups.

We calculate asymptotic expansions for the moments of number of comparisons used by the randomized quick sort algorithm using the singularity analysis of certain generating functions.

In this paper, we study random walks evolving with a directional bias in a two-dimensional random environment with correlations that vanish polynomially. Using renormalization methods first employed for one-dimensional dynamic environments…

Asymptotic expansions are derived for solutions of the parabolic cylinder and Weber differential equations. In addition the inhomogeneous versions of the equations are considered, for the case of polynomial forcing terms. The expansions…

We obtain expected number of arrivals, absorption probabilities and expected time until absorption for an asymmetric discrete random walk on a graph in the presence of multiple function barriers. On each edge of the graph and in each vertex…

In this paper we consider finitary symmetric random walks on groups. We construct new possible asymptotics for the drift. We show that the drift can be very close to linear ant yet sublinear. We also give estimates for entropy growth of…

In this paper, we investigate the asymptotic error distributions of symplectic methods for stochastic Hamiltonian systems and further provide Hamiltonian-specific analysis that clarifies the superiority of symplectic methods. Our…

We generalize the Metropolis et al. random walk algorithm to the situation where the energy is noisy and can only be estimated. Two possible applications are for long range potentials and for mixed quantum-classical simulations. If the…

We show that the Dirac quantum cellular automaton [Ann. Phys. 354 (2015) 244] shares many properties in common with the discrete-time quantum walk. These similarities can be exploited to study the automaton as a unitary process that takes…

The paper deals with the asymptotic properties of a symmetric random walk in a high contrast periodic medium in $\mathbb Z^d$, $d\geq 1$. We show that under proper diffusive scaling the random walk exhibits a non-standard limit behaviour.…

Spatially homogeneous random walks in $(\mathbb{Z}_{+})^{2}$ with non-zero jump probabilities at distance at most 1, with non-zero drift in the interior of the quadrant and absorbed when reaching the axes are studied. Absorption…

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 study the asymptotic probability that a random walk with heavy-tailed increments crosses a high boundary on a random time interval. We use new techniques to extend results of Asmussen [Ann. Appl. Probab. 8 (1998) 354-374] to completely…

Using a variational approach, two new series representations for the incomplete Gamma function are derived: the first is an asymptotic series, which contains and improves over the standard asymptotic expansion; the second is a uniformly…