Related papers: Random walks and orthogonal polynomials: some chal…
We consider a one dimensional random walk in random environment that is uniformly biased to one direction. In addition to the transition probability, the jump rate of the random walk is assumed to be spatially inhomogeneous and random. We…
A popular account of the connection between random walks and electric networks.
The statistics of meander and related problems are studied as particular realizations of compact polymer chain foldings. This paper presents a general discussion of these topics, with a particular emphasis on three points: (i) the use of a…
We extend the close interplay between continued fractions, orthogonal polynomials, and Gaussian quadrature rules to several variables in a special but natural setting which we characterize in terms of moment sequences. The crucial condition…
We consider random walk polynomial sequences $(P_n(x))_{n\in\mathbb{N}_0}\subseteq\mathbb{R}[x]$ given by recurrence relations of the form $P_0(x)=1$, $P_1(x)=x$ and $x P_n(x)=a_n P_{n+1}(x)+c_n P_{n-1}(x)\;(n\in\mathbb{N})$, where $a_n$…
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…
In this report, the explicit probability density functions of the random Euclidean distances associated with regular hexagons are given, when the two endpoints of a link are randomly distributed in the same hexagon, and two adjacent…
The theory of polynomials orthogonal with respect to one inner product is classical. We discuss the extension of this theory to multiple inner products. Examples include the Lam\'e and Heine-Stieltjes polynomials.
Random walks in random environments (RWRE's) have been a source of surprising phenomena and challenging problems since they began to be studied in the 70's. Hitting times and, more recently, certain regeneration structures, have played a…
We give the asymptotic behavior of the ratio of two neighboring multiple orthogonal polynomials under the condition that the recurrence coefficients in the nearest neighbor recurrence relations converge.
The entropy of the random walk on the discrete contable group could be used for comparison of the system of the generators. Fundamental inequality between growth, entropy and escape gives the possibility to define "the best" system of the…
We study the winding behavior of random walks on two oriented square lattices. One common feature of these walks is that they are bound to revolve clockwise. We also obtain quantitative results of transience/recurrence for each walk.
We study high order random walks in high dimensional expanders; namely, in complexes which are local spectral expanders. Recent works have studied the spectrum of high order walks and deduced fast mixing. However, the spectral gap of high…
The random walk with hyperbolic probabilities that we are introducing is an example of stochastic diffusion in a one-dimensional heterogeneous media. Although driven by site-dependent one-step transition probabilities, the process retains…
This paper works out the rate of convergence of two "natural" random walks on the dicyclic group.
The lectures review the state of affairs in modern branch of mathematical physics called probabilistic topology. In particular we consider the following problems: (i) We estimate the probability of a trivial knot formation on the lattice…
In this article, we study special points of a simple random walk and a Gaussian free field, such as (nearly) favorite points, late points and high points. In section $2$, we extend results of [19] and suggest open problems for $d=2$. In…
We explore some of the connections between the local picture left by the trace of simple random walk on a discrete cylinder with base a d-dimensional torus, d at least 2, of side-length N running for times of order N^{2d} and the model of…
This paper studies a new family of Angelesco multiple orthogonal polynomials with shared orthogonality conditions with respect to a system of weight functions, which are complex analogues of Pascal distributions on a legged star-like set.…
We announce numerous new results in the theory of orthogonal polynomials on the unit circle.