相关论文: From the long jump random walk to the fractional L…

The short note here is to give a few heuristic arguments on the weird looking fractional Laplacian operator. This is certainly going to expand the vision of a reader who is looking to develope a taste for research in this direction.

We present a random walk approximation to fractional Brownian motion where the increments of the fractional random walk are defined as a weighted sum of the past increments of a Bernoulli random walk.

We review statistical properties of models generated by the application of a (positive and negative order) fractional derivative operator to a standard random walk and show that the resulting stochastic walks display slowly-decaying…

We analyze time-discrete and continuous `fractional' random walks on undirected regular networks with special focus on cubic periodic lattices in $n=1,2,3,..$ dimensions. The fractional random walk dynamics is governed by a master equation…

We study a general class of discrete $p$-Laplace operators in the random conductance model with long-range jumps and ergodic weights. Using a variational formulation of the problem, we show that under the assumption of bounded first moments…

In this paper, we introduce random walks with absorbing states on simplicial complexes. Given a simplicial complex of dimension $d$, a random walk with an absorbing state is defined which relates to the spectrum of the $k$-dimensional…

Levy walks are random processes with an underlying spatiotemporal coupling. This coupling penalizes long jumps, and therefore Levy walks give a proper stochastic description for a particle's motion with broad jump length distribution. We…

The aim of this short article is to generalize, with a slighthly different point of view, some new results concerning the fractional powers of the Laplace operator to the setting of Nilpotent Lie Groups and to study its relationship with…

In this work we introduce correlated random walks on $\Z$. When picking suitably at random the coefficient of correlation, and taking the average over a large number of walks, we obtain a discrete Gaussian process, whose scaling limit is…

In this note, we consider random walks in the quarter plane with arbitrary big jumps. We announce the extension to that class of models of the analytic approach of [G. Fayolle, R. Iasnogorodski, and V. Malyshev, Random walks in the quarter…

We analyze a random walk strategy on undirected regular networks involving power matrix functions of the type $L^{\frac{\alpha}{2}}$ where $L$ indicates a `simple' Laplacian matrix. We refer such walks to as `Fractional Random Walks' with…

A well known connection between first-passage probability of random walk and distribution of electrical potential described by Laplace equation is studied. We simulate random walk in the plane numerically as a discrete time process with…

In this paper, we consider a type of continuous time random walk model where the jump length is correlated with the waiting time. The asymptotic behaviors of the coupled jump probability density function in the Fourier-Laplace domain are…

In this article we derive the fractional porous medium equation for any power of the fractional Laplacian as the hydrodynamic limit of a microscopic dynamics of random particles with long range interactions, but the jump rate highly depends…

The analytic properties of the Markov operator associated to a random walk are common tools in the study of the behaviour and some probabilistic features related to the walk. In this paper we consider a class of Markov operators which…

A natural extension of a right-continuous integer-valued random walk is one which can jump to the right by one or two units. First passage times above a given fixed level then admit a tractable Laplace transform (probability generating…

We derive a probabilistic representation for the Fourier symbols of the generators of some stable processes.

In this note we give a glimpse of the fractional Laplacian. In particular, we bring several definitions of this non-local operator and series of proofs of its properties. It is structured in a way as to show that several of those properties…

In this paper, we explore different Markovian random walk strategies on networks with transition probabilities between nodes defined in terms of functions of the Laplacian matrix. We generalize random walk strategies with local information…

In continuum one-dimensional space, a coupled directed continuous time random walk model is proposed, where the random walker jumps toward one direction and the waiting time between jumps affects the subsequent jump. In the proposed model,…