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The analysis of logarithmic return distributions defined over large time scales is crucial for understanding the long-term dynamics of asset price movements. For large time scales of the order of two trading years, the anticipated Gaussian…

Statistical Finance · Quantitative Finance 2026-04-16 Stijn De Backer , Luis E. C. Rocha , Jan Ryckebusch , Koen Schoors

Control and characterization of networks is a paramount step for the development of many quantum technologies. Even for moderate-sized networks, this amounts to explore an extremely vast parameters space in search for the couplings defining…

Quantum Physics · Physics 2024-05-30 Claudia Benedetti , Ilaria Gianani

We consider 2-state quantum walks (QWs) on the line, which are defined by two matrices. One of the matrices operates the walk in certain intervals. In the usual QWs starting from the origin, localization does not occur at all. However, our…

Quantum Physics · Physics 2013-07-23 Takuya Machida

Discrete-time quantum walks are considered a counterpart of random walks and the study for them has been getting attention since around 2000. In this paper, we focus on a quantum walk which generates a probability distribution splitting to…

Quantum Physics · Physics 2018-05-08 Takuya Machida

In the present paper, we study the continuous-time quantum walk on quotient graphs. On such graphs, there is a straightforward reduction of problem to a subspace that can be considerably smaller than the original one. Along the lines of…

Quantum Physics · Physics 2008-11-23 S. Salimi

This paper investigates continuous-time quantum walks on directed bipartite graphs based on a graph's adjacency matrix. We prove that on bipartite graphs, probability transport between the two node partitions can be completely suppressed by…

Quantum Physics · Physics 2016-12-07 Beat Tödtli , Monika Laner , Jouri Semenov , Beatrice Paoli , Marcel Blattner , Jérôme Kunegis

We propose a general framework for quantum walks on d-dimensional spaces. We investigate asymptotic behavior of these walks. Among them, existence of limit distribution of homogeneous walks is proved. In this theorem, the support of the…

Mathematical Physics · Physics 2021-05-19 Hiroki Sako

We discuss a particular kind of quantum walk on a general graph. We affix two semi-infinite lines to a general finite graph, which we call tails. On the tails, the particle making the walk simply advances one unit at each time step, so that…

Quantum Physics · Physics 2009-07-15 Edgar Feldman , Mark Hillery

We study the coherent transport modeled by continuous-time quantum walks, focussing on hierarchical structures. For these we use Husimi cacti, lattices dual to the dendrimers. We find that the transport depends strongly on the initial site…

Statistical Mechanics · Physics 2009-11-11 Alexander Blumen , Veronika Bierbaum , Oliver Muelken

In this Chapter, we present some interesting properties of quantum walks on the line. We concentrate our attention in the emergence of invariance and provide some insights into the ultimate origin of the observed behavior. In the first part…

Quantum Physics · Physics 2016-09-02 Miquel Montero

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.…

Statistical Mechanics · Physics 2024-03-01 Guoxing Lin , Shaokun Zheng

We study quantum walks on general graphs from the point of view of scattering theory. For a general finite graph we choose two vertices and attach one half line to each. We are interested in walks that proceed from one half line, through…

Quantum Physics · Physics 2009-11-10 Edgar Feldman , Mark Hillery

In this theoretical study, we analyze quantum walks on complex networks, which model network-based processes ranging from quantum computing to biology and even sociology. Specifically, we analytically relate the average long time…

Quantum Physics · Physics 2014-02-26 Mauro Faccin , Tomi Johnson , Jacob Biamonte , Sabre Kais , Piotr Migdał

When random walks on a square lattice are biased horizontally to move solely to the right, the probability distribution of their algebraic area can be exactly obtained. We explicitly map this biased classical random system on a non…

Statistical Mechanics · Physics 2015-06-17 Sergey Matveenko , Stephane Ouvry

We make and generalize the observation that summing of probability amplitudes of a discrete-time quantum walk over partitions of the walking graph consistent with the step operator results in a unitary evolution on the reduced graph which…

Quantum Physics · Physics 2020-04-06 Václav Potoček

In this paper, we work on a quantum walk whose system is manipulated by a five-diagonal unitary matrix, and present long-time limit distributions. The quantum walk launches off a location and delocalizes in distribution as its system is…

Quantum Physics · Physics 2021-02-11 Takuya Machida

Complex numbers define the relationship between entities in many situations. A canonical example would be the off-diagonal terms in a Hamiltonian matrix in quantum physics. Recent years have seen an increasing interest to extend the tools…

Social and Information Networks · Computer Science 2023-07-06 Yu Tian , Renaud Lambiotte

The quantum walk was originally proposed as a quantum mechanical analogue of the classical random walk, and has since become a powerful tool in quantum information science. In this paper, we show that discrete time quantum walks provide a…

Mesoscale and Nanoscale Physics · Physics 2010-09-30 Takuya Kitagawa , Mark S. Rudner , Erez Berg , Eugene Demler

Multilayer network is a potent platform which paves a way to study the interactions among entities in various networks with multiple types of relationships. In this study, the dynamics of discrete-time quantum walk on a multilayer network…

Quantum Physics · Physics 2023-10-05 M. N. Jayakody , Priodyuti Pradhan , Dana Ben Porath , E. Cohen

Quantum walks and random walks bear similarities and divergences. One of the most remarkable disparities affects the probability of finding the particle at a given location: typically, almost a flat function in the first case and a…

Quantum Physics · Physics 2017-06-21 Miquel Montero