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Consider $a$ particles performing simple, symmetric, non-intersecting random walks, starting at points $2(j-1)$, $1\le j\le a$ at time 0 and ending at $2(j-1)+c-b$ at time $b+c$. This can also be interpreted as a random rhombus tiling of an…

概率论 · 数学 2007-05-23 Kurt Johansson

Random walkers characterized by random positions and random velocities lead to normal diffusion. A random walk was originally proposed by Einstein to model Brownian motion and to demonstrate the existence of atoms and molecules. Such a…

统计力学 · 物理学 2018-08-01 Daniel Escaff , Raul Toral , Christian Van den Broeck , Katja Lindenberg

We study random walks on the integers driven by a sample of time-dependent nearest-neighbor conductances that are bounded but are permitted to vanish over time intervals of positive Lebesgue-length. Assuming only ergodicity of the…

概率论 · 数学 2024-03-05 Marek Biskup , Minghao Pan

We consider a random object that is associated with both random walks and random media, specifically, the superposition of a configuration of subcritical Bernoulli percolation on an infinite connected graph and the trace of the simple…

概率论 · 数学 2019-09-10 Kazuki Okamura

We consider random walks perturbed at zero which behave like (possibly different) random walks with i.i.d. increments on each half lines and restarts at $0$ whenever they cross that point. We show that the perturbed random walk, after being…

概率论 · 数学 2019-06-04 Hoang-Long Ngo , Marc Peigne

A quantum walker moves on the integers with four extra degrees of freedom, performing a coin-shift operation to alter its internal state and position at discrete units of time. The time evolution is described by a unitary process. We focus…

量子物理 · 物理学 2018-08-16 Takuya Machida , F. Alberto Grunbaum

We prove an estimate for the probability that a simple random walk in a simply connected subset A of Z^2 starting on the boundary exits A at another specified boundary point. The estimates are uniform over all domains of a given inradius.…

概率论 · 数学 2009-05-15 Michael J. Kozdron , Gregory F. Lawler

A random walk in a sparse random environment is a model introduced by Matzavinos et al. [Electron. J. Probab. 21, paper no. 72: 2016] as a generalization of both a simple symmetric random walk and a classical random walk in a random…

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

This elementary treatment first summarizes extreme values of a Bernoulli random walk on the one-dimensional integer lattice over a finite discrete time interval. Both the symmetric (unbiased) and asymmetric (biased) cases are discussed.…

历史与综述 · 数学 2018-02-14 Steven R. Finch

We investigate the long-term behavior of a random walker evolving on top of the simple symmetric exclusion process (SSEP) at equilibrium, in dimension one. At each jump, the random walker is subject to a drift that depends on whether it is…

概率论 · 数学 2020-10-28 Marcelo R. Hilário , Daniel Kious , Augusto Teixeira

We present a continuous time generalization of a random walk with complete memory of its history [Phys. Rev. E 70, 045101(R) (2004)] and derive exact expressions for the first four moments of the distribution of displacement when the number…

统计力学 · 物理学 2007-05-23 Francis N. C. Paraan , J. P. Esguerra

In the past decade, the use of ordinal patterns in the analysis of time series and dynamical systems has become an important and rich tool. Ordinal patterns (otherwise known as a permutation patterns) are found in time series by taking $n$…

组合数学 · 数学 2014-12-03 Sergi Elizalde , Megan Martinez

We consider random variables observed at arrival times of a renewal process, which possibly depends on those observations and has regularly varying steps with infinite mean. Due to the dependence and heavy tailed steps, the limiting…

概率论 · 数学 2016-08-08 Bojan Basrak , Drago Špoljarić

We introduce the Peierls substitution to a two-dimensional discrete-time quantum walk on a square lattice to examine the spreading dynamics and the coin-position entanglement in the presence of an artificial gauge field. We use the ratio of…

量子物理 · 物理学 2015-10-28 İ. Yalçınkaya , Z. Gedik

The present paper extends the earlier results obtained by Abramov [`Conditions for recurrence and transience for time-inhomogeneous birth-and-death processes' \emph{Bull. Aust. Math. Soc.} \textbf{109} (2024), 393--402] for the case of…

概率论 · 数学 2024-04-24 Vyacheslav M. Abramov

We propose a new algorithm to generate a fractional Brownian motion, with a given Hurst parameter, 1/2<H<1 using the correlated Bernoulli random variables with parameter p; having a certain density. This density is constructed using the…

统计计算 · 统计学 2019-05-15 Buket Coskun , Ceren Vardar-Acar , Hakan Demirtas

The balanced excited random walk, introduced by Benjamini, Kozma and Schapira in $2011$, is defined as a discrete time stochastic process in $\mathbb Z^d$, depending on two integer parameters $1\le d_1,d_2\le d$, which whenever it is at a…

概率论 · 数学 2020-05-05 Daniel Camarena , Gonzalo Panizo , Alejandro F. Ramírez

For the supercritical Bernoulli bond percolation on $\mathbb{Z}^d$ ($d \geq 2$), we give a coupling between the random walk on the infinite cluster and its limit Brownian motion, such that the maximum distance between the paths during…

概率论 · 数学 2025-08-05 Chenlin Gu , Zhonggen Su , Ruizhe Xu

Given a random walk $(S_n)$ with typical step distributed according to some fixed law and a fixed parameter $p \in (0,1)$, the associated positively step-reinforced random walk is a discrete-time process which performs at each step, with…

概率论 · 数学 2022-10-19 Marco Bertenghi , Alejandro Rosales-Ortiz