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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…

概率论 · 数学 2012-05-16 Irina Kurkova , Kilian Raschel

For a homogeneous random walk in the quarter plane with nearest-neighbor transitions, starting from some state $(i_0,j_0)$, we study the event that the walk reaches the vertical axis, before reaching the horizontal axis. We derive an exact…

概率论 · 数学 2013-06-18 Johan S. H. van Leeuwaarden , Kilian Raschel

This paper concerns a random walk that moves on the integer lattice and has zero mean and a finite variance. We obtain first an asymptotic estimate of the transition probability of the walk absorbed at the origin, and then, using the…

概率论 · 数学 2011-03-31 Kohei Uchiyama

We investigate reflected random walks in the quarter plane, with particular emphasis on the time spent along the reflection boundary axes. Assuming the drift of the random walk lies within the cone, the local time converges -- without the…

概率论 · 数学 2025-07-08 Viet Hung Hoang , Kilian Raschel

A random walk in $Z_+^2$ spatially homogeneous in the interior, absorbed at the axes, starting from an arbitrary point $(i_0,j_0)$ and with step probabilities drawn on Figure 1 is considered. The trivariate generating function of…

概率论 · 数学 2013-07-04 Irina Kurkova , Kilian Raschel

We study a discrete-time random walk on the non-negative integers, such that when 0 is reached a jump occurs to an arbitrary location, with given probabilities. We obtain an asymptotic formula for the expected position at large times, in…

概率论 · 数学 2011-09-01 Guy Katriel

We study an unbiased, discrete time random walk on the nonnegative integers, with the origin absorbing. The process has a history-dependent step length: the walker takes steps of length v while in a region which has been visited before, and…

统计力学 · 物理学 2012-08-27 Ronald Dickman , Francisco Fontenele Araujo, , Daniel ben-Avraham

We consider the approximation of the performance of random walks in the quarter-plane. The approximation is in terms of a random walk with a product-form stationary distribution, which is obtained by perturbing the transition probabilities…

概率论 · 数学 2014-09-15 Jasper Goseling , Richard J. Boucherie , Jan-Kees van Ommeren

It has been recently suggested that a totally asymmetric exclusion process with two species on an open chain could exhibit spontaneous symmetry breaking in some range of the parameters defining its dynamics. The symmetry breaking is…

凝聚态物理 · 物理学 2009-10-28 C. Godreche , J. M. Luck , M. R. Evans , D. Mukamel , S. Sandow , E. R. Speer

We obtain expected number of arrivals, absorption probabilities and expected time until absorption for an asymmetric discrete random walk on a graph in the presence of multiple function barriers. On each edge of the graph and in each vertex…

概率论 · 数学 2023-07-26 Theo van Uem

This paper investigates the asymptotic behavior of Green functions associated to partially homogeneous random walks in the quadrant $Z_+^2$. There are four possible distributions for the jumps of these processes, depending on the location…

概率论 · 数学 2023-11-14 Irina Ignatiouk-Robert

Quantum walks are known to have nontrivial interactions with absorbing boundaries. In particular it has been shown that an absorbing boundary in the one dimensional quantum walk partially reflects information, as observed by absorption…

量子物理 · 物理学 2020-03-11 Parker Kuklinski

We consider a discrete random walk (RW) in n dimensions . The RW is adapted with a geometric absorption process: at any discrete time there is a constant probability that absorption occurs in the current state. To model the RW with…

概率论 · 数学 2013-09-05 Theo van Uem

We consider a process of noncolliding $q$-exchangeable random walks on $\mathbb{Z}$ making steps $0$ (straight) and $-1$ (down). A single random walk is called $q$-exchangeable if under an elementary transposition of the neighboring steps…

概率论 · 数学 2023-03-07 Leonid Petrov , Mikhail Tikhonov

We consider a centered random walk with finite variance and investigate the asymptotic behaviour of the probability that the area under this walk remains positive up to a large time $n$. Assuming that the moment of order $2+\delta$ is…

概率论 · 数学 2012-07-11 Denis Denisov , Vitali Wachtel

We derive a local limit theorem for normal, moderate, and large deviations for symmetric simple random walk on the square lattice in dimensions one and two that is an improvement of existing results for points that are particularly distant…

概率论 · 数学 2020-05-12 Christian Beneš

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

This work deals with the stationary analysis of two-dimensional partially homogeneous nearest-neighbour random walks. Such type of random walks in the quarter plane are characterized by the fact that the one-step transition probabilities…

网络与互联网体系结构 · 计算机科学 2019-07-11 Ioannis Dimitriou

This paper gives various asymptotic formulae for the transition probability associated with discrete time quantum walks on the real line. The formulae depend heavily on the `normalized' position of the walk. When the position is in the…

概率论 · 数学 2017-11-15 Toshikazu Sunada , Tatsuya Tate

Enumeration of planar lattice walks is a classical topic in combinatorics, at the cross-roads of several domains (e.g., probability, statistical physics, computer science). The aim of this paper is to propose a new approach to obtain some…

概率论 · 数学 2013-01-15 Guy Fayolle , Kilian Raschel
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