相关论文: Gap statistics close to the quantile of a random w…
A natural extension of a right-continuous integer-valued random walk is one which can jump to the right by one or two units. First passage times above a given fixed level then admit a tractable Laplace transform (probability generating…
We analyze time-discrete and continuous `fractional' random walks on undirected regular networks with special focus on cubic periodic lattices in $n=1,2,3,..$ dimensions. The fractional random walk dynamics is governed by a master equation…
We consider a two dimensional reflecting random walk on the nonnegative integer quadrant. This random walk is assumed to be skip free in the direction to the boundary of the quadrant, but may have unbounded jumps in the opposite direction,…
We study the statistics of the number of records $R_n$ for a symmetric, $n$-step, discrete jump process on a $1D$ lattice. At a given step, the walker can jump by arbitrary lattice units drawn from a given symmetric probability…
We establish large deviation formulas for linear statistics on the $N$ transmission eigenvalues $\{T_i\}$ of a chaotic cavity, in the framework of Random Matrix Theory. Given any linear statistics of interest $A=\sum_{i=1}^N a(T_i)$, the…
We consider a discrete-time random walk where the random increment at time step $t$ depends on the full history of the process. We calculate exactly the mean and variance of the position and discuss its dependence on the initial condition…
We investigate fluctuation phenomena for the graph distance and the number of cut points associated with random media arising from the range of a random walk. Our results demonstrate a sequence of dimension-dependent phase transitions in…
This paper presents necessary and sufficient conditions for on- and off-diagonal transition probability estimates for random walks on weighted graphs. On the integer lattice and on may fractal type graphs both the volume of a ball and the…
We compute exactly the statistics of the number of records in a discrete-time random walk model on a line where the walker stays at a given position with a nonzero probability $0\leq p \leq 1$, while with the complementary probability…
A random k-out mapping (digraph) on [n] is generated by choosing k random images of each vertex one at a time, subject to a "preferential attachment" rule: the current vertex selects an image i with probability proportional to a given…
The problem of inverse statistics (statistics of distances for which the signal fluctuations are larger than a certain threshold) in differentiable signals with power law spectrum, $E(k) \sim k^{-\alpha}$, $3 \le \alpha < 5$, is discussed.…
We establish a general version of the strong KPZ universality conjecture near the axis for random walks in a random environment (RWRE) on $\mathbb{Z}^2$. For an i.i.d. elliptic random environment, we consider the quenched large deviations…
In this paper, we deal with the asymptotic distribution of the maximum increment of a random walk with a regularly varying jump size distribution. This problem is motivated by a long-standing problem on change point detection for epidemic…
The well known Three Gap Theorem states that there are at most three gap sizes in the sequence of fractional parts $\{\alpha n\}_{n<N}$ . It is known that if one averages over {\alpha}, the distribution becomes continuous. We present an…
We investigate properties of the particle distribution near the tip of one-dimensional branching random walks at large times $t$, focusing on unusual realizations in which the rightmost lead particle is very far ahead of its expected…
We obtain an exact formula for the first-passage time probability distribution for random walks on complex networks using inverse Laplace transform. We write the formula as the summation of finitely many terms with different frequencies…
We investigate the splitting probability of a monitored continuous-time quantum walk with two targets and show that, in stark contrast to a classical random walk, it exhibits a nonanalytic, phase-transition-like behavior controlled by the…
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…
Let $M_n$ be the number of steps of the loop-erasure of a simple random walk on $\mathbb{Z}^2$ from the origin to the circle of radius $n$. We relate the moments of $M_n$ to $Es(n)$, the probability that a random walk and an independent…
We study the probability distribution $P$ of the sum of a large number of non-identically distributed random variables $n_m$. Condensation of fluctuations, the phenomenon whereby one of such variables provides a macroscopic contribution to…