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One-parameter family of discrete-time quantum-walk models on the square lattice, which includes the Grover-walk model as a special case, is analytically studied. Convergence in the long-time limit $t \to \infty$ of all joint moments of two…

量子物理 · 物理学 2008-06-20 Kyohei Watabe , Naoki Kobayashi , Makoto Katori , Norio Konno

In this paper, we derive the distribution of a two-dimensional (complex) random walk in which the angle of each step is restricted to a subset of the circle. This setting appears in various domains, such as in over-the-air computation in…

信号处理 · 电气工程与系统科学 2026-05-18 Karl-Ludwig Besser

For any graph having a suitable uniform Poincare inequality and volume growth regularity, we establish two-sided Gaussian transition density estimates and parabolic Harnack inequality, for constant speed continuous time random walks…

概率论 · 数学 2018-12-04 Amir Dembo , Ruojun Huang , Tianyi Zheng

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…

概率论 · 数学 2021-07-15 T. J. van Uem

In this paper we consider an irreducible random walk on the integer lattice $\mathbb{Z}$ that is in the domain of normal attraction of a strictly stable process with index $\alpha\in (1, 2)$ and obtain the asymptotic form of the…

概率论 · 数学 2018-08-07 Kohei Uchiyama

We study the problem of site recurrence of discrete time nearest neighbor open quantum random walks (OQWs) on the integer line, proving basic properties and some of its relations with the corresponding problem for unitary (coined) quantum…

数学物理 · 物理学 2017-11-13 Silas L. Carvalho , Leonardo F. Guidi , Carlos F. Lardizabal

Consider a stochastic process that behaves as a $d$-dimensional simple and symmetric random walk, except that, with a certain fixed probability, at each step, it chooses instead to jump to a given site with probability proportional to the…

概率论 · 数学 2020-08-26 Cécile Mailler , Gerónimo Uribe Bravo

Branching random walks are key to the description of several physical and biological systems, such as neutron multiplication, genetics and population dynamics. For a broad class of such processes, in this Letter we derive the discrete…

统计力学 · 物理学 2012-07-10 Andrea Zoia , Eric Dumonteil , Alain Mazzolo

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…

统计力学 · 物理学 2021-06-03 Miquel Montero

Expected urban population doubling calls for a compelling theory of the city. Random walks and diffusions defined on spatial city graphs spot hidden areas of geographical isolation in the urban landscape going downhill. First--passage time…

物理与社会 · 物理学 2010-03-02 Ph. Blanchard , D. Volchenkov

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…

高能物理 - 格点 · 物理学 2010-11-19 Carl M. Bender , Peter N. Meisinger , Stefan Boettcher

It is a celebrated fact that a simple random walk on an infinite $k$-ary tree for $k \geq 2$ returns to the initial vertex at most finitely many times during infinitely many transitions; it is called transient. This work points out the fact…

概率论 · 数学 2024-05-16 Shuma Kumamoto , Shuji Kijima , Tomoyuki Shirai

We study continuous-time (variable speed) random walks in random environments on $\mathbb{Z}^d$, $d\ge2$, where, at time $t$, the walk at $x$ jumps across edge $(x,y)$ at time-dependent rate $a_t(x,y)$. The rates, which we assume stationary…

概率论 · 数学 2020-01-06 Marek Biskup , Pierre-François Rodriguez

In this paper we consider a stochastic process that may experience random reset events which bring suddenly the system to the starting value and analyze the relevant statistical magnitudes. We focus our attention on monotonous…

数学物理 · 物理学 2013-01-21 Miquel Montero , Javier Villarroel

We discuss selected topics of current research interest in the theory of dynamical systems, with emphasis on dimension theory, multifractal analysis, and quantitative recurrence. The topics include the quantitative versus the qualitative…

动力系统 · 数学 2007-05-23 Luis Barreira

The appropriate selection of recurrence thresholds is a key problem in applications of recurrence quantification analysis (RQA) and related methods across disciplines. Here, we discuss the distribution of pairwise distances between state…

数据分析、统计与概率 · 物理学 2018-04-11 K. Hauke Krämer , Reik V. Donner , Jobst Heitzig , Norbert Marwan

We consider estimation procedures which are recursive in the sense that each successive estimator is obtained from the previous one by a simple adjustment. We study rate of convergence of recursive estimation procedures for the general…

统计理论 · 数学 2007-05-23 Teo Sharia

For a continuous-time quantum walk on a line the variance of the position observable grows quadratically in time, whereas, for its classical counterpart on the same graph, it exhibits a linear, diffusive, behaviour. A quantum walk, thus,…

量子物理 · 物理学 2008-01-30 Diego de Falco , Dario Tamascelli

We compute the average shape of trajectories of some one--dimensional stochastic processes x(t) in the (t,x) plane during an excursion, i.e. between two successive returns to a reference value, finding that it obeys a scaling form. For…

统计力学 · 物理学 2009-11-10 Francesca Colaiori , Andrea Baldassarri , Claudio Castellano

We investigate recurrence phenomena in coupled two degrees of freedom systems. It is shown that an initial well localized wave packet displays recurrences even in the presence of coupling in these systems. We discuss the interdependence of…

量子物理 · 物理学 2009-11-13 Farhan Saif