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相关论文: Local time for lattice paths and the associated li…

200 篇论文

Given a sequence of lattice approximations $D_N\subset\mathbb Z^2$ of a bounded continuum domain $D\subset\mathbb R^2$ with the vertices outside $D_N$ fused together into one boundary vertex $\varrho$, we consider discrete-time simple…

概率论 · 数学 2024-03-05 Yoshihiro Abe , Marek Biskup , Sangchul Lee

Consider a randomly-oriented two dimensional Manhattan lattice where each horizontal line and each vertical line is assigned, once and for all, a random direction by flipping independent and identically distributed coins. A deterministic…

概率论 · 数学 2019-04-30 Andrea Collevecchio , Kais Hamza , Laurent Tournier

Three concepts of local times for deterministic c{\`a}dl{\`a}g paths are developed and the corresponding pathwise Tanaka--Meyer formulae are provided. For semimartingales, it is shown that their sample paths a.s. satisfy all three pathwise…

概率论 · 数学 2021-06-03 Rafał M. Łochowski , Jan Obłój , David J. Prömel , Pietro Siorpaes

We establish and generalise several bounds for various random walk quantities including the mixing time and the maximum hitting time. Unlike previous analyses, our derivations are based on rather intuitive notions of local expansion…

概率论 · 数学 2019-03-05 Thomas Sauerwald , Luca Zanetti

We prove new results on lazy random walks on finite graphs. To start, we obtain new estimates on return probabilities $P^t(x,x)$ and the maximum expected hitting time $t_{\rm hit}$, both in terms of the relaxation time. We also prove a…

概率论 · 数学 2018-07-19 Roberto I. Oliveira , Yuval Peres

We study downward deviations of the maximum local time of the discrete-time simple random walk on $\mathbb{Z}^d$, $d\ge 3$. In our previous paper \cite{li2026ldmaxlocal}, the corresponding upper bound was established, while the matching…

概率论 · 数学 2026-05-26 Xinyi Li , Yushu Zheng

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

Random walks in random scenery are processes defined by $Z_n:=\sum_{k=1}^n\xi_{X_1+...+X_k}$, where $(X_k,k\ge 1)$ and $(\xi_y,y\in\mathbb Z)$ are two independent sequences of i.i.d. random variables. We assume here that their distributions…

We present a novel computational method of first-passage times between a starting site and a target site of regular bounded lattices. We derive accurate expressions for all the moments of this first-passage time, validated by numerical…

统计力学 · 物理学 2009-11-11 S Condamin , O. Benichou , M. Moreau

In this note we first consider local times of random walks killed at leaving positive half-axis. We prove that the distribution of the properly rescaled local time at point $N$ conditioned on being positive converges towards an exponential…

概率论 · 数学 2014-12-22 Denis Denisov , Vitali Wachtel

The aim of this paper is to represent any continuous local martingale as an almost sure limit of a nested sequence of simple, symmetric random walks, time changed by a discrete quadratic variation process. One basis of this is a similar…

概率论 · 数学 2010-08-10 Balazs Szekely , Tamas Szabados

We study an extended dynamical system on the non-negative real line with piecewise linear non-uniformly expanding local dynamics. With a uniformly distributed initial state, the distribution of successive states coincides with that of a…

动力系统 · 数学 2026-01-09 Juho Leppänen

We investigate the local times of a continuous-time Markov chain on an arbitrary discrete state space. For fixed finite range of the Markov chain, we derive an explicit formula for the joint density of all local times on the range, at any…

概率论 · 数学 2009-09-29 David Brydges , Remco van der Hofstad , Wolfgang König

We consider a null recurrent random walk $\mathbb{X}$ on a super-critical Galton Watson marked tree $\mathbb{T}$ in the (sub-)diffusive regime. We are interested in the asymptotic behaviour of the local time of its root at $n$, which is the…

概率论 · 数学 2023-12-27 Alexis Kagan

We consider homogeneous open quantum random walks on a lattice with finite dimensional local Hilbert space and we study in particular the position process of the quantum trajectories of the walk. We prove that the properly rescaled position…

We derive a local-time path-integral representation for a generic one-dimensional time-independent system. In particular, we show how to rephrase the matrix elements of the Bloch density matrix as a path integral over x-dependent local-time…

数学物理 · 物理学 2015-12-24 Petr Jizba , Vaclav Zatloukal

We study the distributions of the continuous-time quantum walk on a one-dimensional lattice. In particular we will consider walks on unbounded lattices, walks with one and two boundaries and Dirichlet boundary conditions, and walks with…

量子物理 · 物理学 2007-05-23 Arvid J. Bessen

Consider compound Poisson processes with negative drift and no negative jumps, which converge to some spectrally positive L\'evy process with non-zero L\'evy measure. In this paper we study the asymptotic behavior of the local time process,…

概率论 · 数学 2013-05-24 Amaury Lambert , Florian Simatos

An analytic effective medium theory is constructed to study the mean access times for random walks on hybrid disordered structures formed by embedding complex networks into regular lattices, considering transition rates $F$ that are…

无序系统与神经网络 · 物理学 2009-11-13 Paul E. Parris , Julián Candia , V. M. Kenkre

We prove an explicit formula of hitting times in terms of enumerations of spanning trees for random walks on general connected graphs. We apply the formula to improve Lawler's bound of hitting times for general graphs, prove a sharp bound…

组合数学 · 数学 2014-11-18 Hao Xu , Shing-Tung Yau