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The analysis of a physical problem simplifies considerably when one uses a suitable coordinate system. We apply this approach to the discrete-time quantum walks with coins given by $2j+1$-dimensional Wigner rotation matrices (Wigner walks),…

Quantum Physics · Physics 2015-09-04 Iva Bezdekova , Martin Stefanak , Igor Jex

For the pedestrian observer, financial markets look completely random with erratic and uncontrollable behavior. To a large extend, this is correct. At first approximation the difference between real price changes and the random walk model…

Statistical Finance · Quantitative Finance 2011-08-22 Laurent Schoeffel

We consider a simple dice game, which leads to an intriguing study of multinomial walks, with surprising and seemingly paradoxical properties. The winning and losing probabilities of a general version of the game are investigated via…

Probability · Mathematics 2026-05-21 Gunther Leobacher , Alexander Steinicke

We consider a system of asymmetric independent random walks on $\mathbb{Z}^d$, denoted by $\{\eta_t,t\in{\mathbb{R}}\}$, stationary under the product Poisson measure $\nu_{\rho}$ of marginal density $\rho>0$. We fix a pattern $\mathcal{A}$,…

Probability · Mathematics 2007-05-23 Amine Asselah , Pablo A. Ferrari

We consider random walks with finite second moment which drifts to $-\infty$ and have heavy tail. We focus on the events when the minimum and the final value of this walk belong to some compact set. We first specify the associated…

Probability · Mathematics 2013-12-12 Vincent Bansaye , Vladimir Vatutin

Random walks on graphs can be slow. To speed them up, imagine that at each step instead of choosing the neighbor at random, there is a small probability $\varepsilon>0$ that we can choose it. We show that in this case, at least for graphs…

Probability · Mathematics 2026-05-19 Boris Bukh , Quentin Dubroff

Finding a counterfeit coin with the different weight from a set of visually identical coin using a balance, usually a two-armed balance, known as the balance question, is an intersting and inspiring question. Its variants involve…

Information Theory · Computer Science 2020-07-28 Fangqi Li

Consider the extreme value of a Bernoulli random walk on the one-dimensional integer lattice, with reflection at 0, over a finite discrete time interval. Only the asymmetric (biased) case is discussed. Asymptotic mean/variance results are…

History and Overview · Mathematics 2018-08-27 Steven R. Finch

We consider a walker that at each step keeps the same direction with a probabilitythat depends on the time already spent in the direction the walker is currently moving. In this paper, we study some asymptotic properties of this persistent…

Probability · Mathematics 2015-09-15 Peggy Cénac , Basile De Loynes , Arnaud Le Ny , Yoann Offret

In this paper we present closed-form expressions for the wave function that governs the evolution of the discrete-time quantum walk on a line when the coin operator is arbitrary. The formulas were derived assuming that the walker can either…

Quantum Physics · Physics 2015-02-18 Miquel Montero

We introduce and study the problem of detecting whether an agent is updating their prior beliefs given new evidence in an optimal way that is Bayesian, or whether they are biased towards their own prior. In our model, biased agents form…

Computer Science and Game Theory · Computer Science 2024-10-31 Yiling Chen , Tao Lin , Ariel D. Procaccia , Aaditya Ramdas , Itai Shapira

Random walks have been intensively studied on regular and complex networks, which are used to represent pairwise interactions. Nonetheless, recent works have demonstrated that many real-world processes are better captured by higher-order…

Physics and Society · Physics 2023-06-19 Pietro Traversa , Guilherme Ferraz de Arruda , Yamir Moreno

Consider $a$ particles performing simple, symmetric, non-intersecting random walks, starting at points $2(j-1)$, $1\le j\le a$ at time 0 and ending at $2(j-1)+c-b$ at time $b+c$. This can also be interpreted as a random rhombus tiling of an…

Probability · Mathematics 2007-05-23 Kurt Johansson

We construct a quantum random walk algorithm, based on the Dirac operator instead of the Laplacian. The algorithm explores multiple evolutionary branches by superposition of states, and does not require the coin toss instruction of…

Quantum Physics · Physics 2007-05-23 Apoorva Patel , K. S. Raghunathan , Pranaw Rungta

We introduce the concept of a deterministic walk in a deterministic environment on a countable state space (DWDE). For the deterministic walk in a fixed environment we establish properties analogous to those found in Markov chain theory,…

Dynamical Systems · Mathematics 2013-01-16 Colin M. W. Little

Decoherence transforms a ballistic quantum walk into a diffusive classical random walk. After each step the environment measures the particle's path and the outside world gets to know the which-way information. The relation between the…

Quantum Physics · Physics 2018-12-04 Mikolaj Lewandowski , Tomasz Kopyciuk , Pawel Kurzynski

Consider a graph with a set of vertices and oriented edges connecting pairs of vertices. Each vertex is associated with a random variable and these are assumed to be independent. In this setting, suppose we wish to solve the following…

Statistics Theory · Mathematics 2008-08-18 Ery Arias-Castro , Emmanuel J. Candès , Hannes Helgason , Ofer Zeitouni

Under investigation in this paper is the dynamics and probability of heads in the toss of a coin with symmetric inhomogeneous density. Such coins are assumed to have diagonal inertia matrix. The rotational motion of the coin is determined…

Probability · Mathematics 2023-10-05 Shilun Li

A random walk on Z^d is excited if the first time it visits a vertex there is a bias in one direction, but on subsequent visits to that vertex the walker picks a neighbor uniformly at random. We show that excited random walk on Z^d, is…

Probability · Mathematics 2012-06-26 Itai Benjamini , David B. Wilson

We prove an almost sure invariance principle for a random walker among i.i.d. conductances in $\Z^d$, $d\geq 2$. We assume conductances are bounded from above but we dot require they are bounded from below.

Probability · Mathematics 2012-09-11 P. Mathieu