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

We consider two dimensional random walks conditioned to stay in the positive quadrant. Assuming that the increments of the walk have finite second moments and that the drift vector is co-oriented with one of two axes, we construct positive…

Random walk has wide applications in many fields, such as machine learning, biology, physics, and chemistry. Random walk can be discrete or continuous in time and space. Asymmetric random walk could be described by drift-diffusion equation.…

For more than a century lattice random walks have been employed ubiquitously, both as a theoretical laboratory to develop intuition about more complex stochastic processes and as a tool to interpret a vast array of empirical observations.…

We study branching random walks in random environment on the $d$-dimensional square lattice, $d \geq 1$. In this model, the environment has finite range dependence, and the population size cannot decrease. We prove limit theorems (laws of…

We study the asymptotic behaviour of additive functionals of random walks in random scenery. We establish bounds for the moments of the local time of the Kesten and Spitzer process.These bounds combined with a previous moment convergence…

In this paper, we study discrete-time quantum walks on one-dimensional lattices. We find that the coherent dynamics depends on the initial states and coin parameters. For infinite size of lattice, we derive an explicit expression for the…

We consider a real random walk S_n = X_1 + ... + X_n attracted (without centering) to the normal law: this means that for a suitable norming sequence a_n we have the weak convergence S_n / a_n --> f(x) dx, where f(x) is the standard normal…

We present a new method to describe the kinetics of driven lattice gases with particle-particle interactions beyond hard-core exclusions. The method is based on the time-dependent density functional theory for lattice systems and allows one…

We study the asymptotic behavior of a multidimensional random walk in a general cone. We find the tail asymptotics for the exit time and prove integral and local limit theorems for a random walk conditioned to stay in a cone. The main step…

We study a class of discrete-time random walks in $\mathbb{R}^d$ whose conditional drift decays polynomially in time and grows polynomially with the distance from the origin to the current position. This class is related to several models…

A quantum random walk model is established on a one-dimensional periodic lattice that fluctuates between two possible states. This model is defined by Lindblad rate equations that incorporate the transition rates between the two lattice…

We study a one-dimensional random walk among random conductances, with unbounded jumps. Assuming the ergodicity of the collection of conductances and a few other technical conditions (uniform ellipticity and polynomial bounds on the tails…

We base ourselves on the construction of the two-dimensional random interlacements [12] to define the one-dimensional version of the process. For this constructions we consider simple random walks conditioned on never hitting the origin,…

This paper presents a realistic, stochastic, and local model that reproduces nonrelativistic quantum mechanics (QM) results without using its mathematical formulation. The proposed model only uses integer-valued quantities and operations on…

The Martin boundary associated with the simple random walk on an example of partially oriented lattice is shown to be trivial by computing fine estimates of the Green kernel.

Random walks are used for modeling various dynamics in, for example, physical, biological, and social contexts. Furthermore, their characteristics provide us with useful information on the phase transition and critical phenomena of even…

The subject of this paper is to prove a functional weak invariance principle for the local time of a process generated by a Gibbs-Markov map. More precisely, let $\left(X,\mathcal{B},m,T,\alpha\right)$ is a mixing, probability preserving…

We study numerically the mean access times for random walks on hybrid disordered structures formed by embedding scale-free networks into regular lattices, considering different transition rates for steps across lattice bonds ($F$) and…

We consider integer-valued random walks with independent but not identically distributed increments, and extend to this context several classical estimates, including a local limit theorem, precise small-ball estimates (both conditional on…

We present general algorithms (fully implemented in Maple) for calculations of various quantities related to constrained directed walks for a general set of steps on the square lattice in two dimensions. As a special case, we rederive…