相关论文: Local time for lattice paths and the associated li…
We study some limit theorems for the law of a generalized one-dimensional diffusion weighted and normalized by a non-negative function of the local time evaluated at a parametrized family of random times (which we will call a clock). As the…
Many important transport phenomena are described by simple mathematical models rooted in the diffusion equation. Geometrical constraints present in such phenomena often have influence of a universal sort and manifest themselves in scaling…
In this article, we study the pointwise asymptotic behavior of iterated convolutions on the one dimensional lattice Z. We generalize the so-called local limit theorem in probability theory to complex valued sequences. A sharp rate of…
We study Dyson Brownian motion with general potential $V$ and for general $\beta \geq 1$. For short times $t = o (1)$ and under suitable conditions on $V$ we obtain a local law and corresponding rigidity estimates on the particle locations;…
We propose an analytical method to determine the shape of density profiles in the asymptotic long time limit for a broad class of coupled continuous time random walks which operate in the ballistic regime. In particular, we show that…
Since the classical work of L\'evy, it is known that the local time of Brownian motion can be characterized through the limit of level crossings. While subsequent extensions of this characterization have primarily focused on Markovian or…
Levy walk at the finite velocity is considered. To analyze the spatial and temporal characteristics of this process, the method of moments has been used. The asymptotic distributions of the moments (at $t\to\infty$) have been obtained for…
In the present paper, Ito formula and Tanaka formula for a special kind of symmetric random walk in the complex plain are studied. The random walk is called Parisian walk, and its local time is defined to be the number of exit from some…
A discrete-time Quantum Walk (QW) is an operator driving the evolution of a single particle on the lattice, through local unitaries. Some QW admit, as their continuum limit, a well-known equation of Physics. In arXiv:1803.01015 the QW is…
In this work we introduce discrete-time quantum walks in state space, more precisely on Fock-state lattices. Fock-state lattices provide a natural and clean setting for implementing lattice models, particularly in quantum optical systems.…
We consider the continuous time version of the `true' or `myopic' self-avoiding random walk with site repulsion in 1d. The Ray-Knight-type method which was applied to the discrete time and edge repulsion case, is applicable to this model…
In this paper we define direct product of graphs and give a recipe for obtained probability of observing particle on vertices in the continuous-time classical and quantum random walk. In the recipe, the probability of observing particle on…
The lackadaisical quantum walk is a quantum analogue of the lazy random walk obtained by adding a self-loop to each vertex in the graph. We analytically prove that lackadaisical quantum walks can find a unique marked vertex on any regular…
In the first part of this paper, we enumerate exactly walks on the square lattice that start from the origin, but otherwise avoid the non positive horizontal half-axis. We call them "walks on the slit plane". We count them by their length,…
In this paper, we first prove that the local time associated with symmetric $\alpha$-stable processes is of bounded $p$-variation for any $p>\frac{2}{\alpha-1}$ partly based on Barlow's estimation of the modulus of the local time of such…
We construct an application, which takes as input a simple path and a possibly infinite collection of loops, and outputs a continuous path by adding the loops chronologically to the simple path as the simple path encounters them. By…
In this article, local limit theorems for sequences of simple random walks on graphs are established. The results formulated are motivated by a variety of random graph models, and explanations are provided as to how they apply to…
We consider high frequency observations from a fractional Brownian motion. Inspired by the work of Jean Jacod in a diffusion setting, we investigate the asymptotic behavior of various classical statistics related to the local times of the…
We give a local central limit theorem for simple random walks on Z^d, including Gaussian error estimates. The detailed proof combines standard large deviation techniques with Cramer-Edgeworth expansions for lattice distributions.
We study the local time of the anisotropic random walk on the two-dimensional lattice Z^2, by establishing the exact asymptotic behavior of the N-step return probability to the origin.