相关论文: New insights on the reinforced Elephant Random Wal…
Random walk sampling methods have been widely used in graph sampling in recent years, while it has bias towards higher degree nodes in the sample. To overcome this deficiency, classical methods such as MHRW design weighted walking by…
We consider a class of discrete-time random walks with directed unit steps on the integer line. The direction of the steps is reversed at the time instants of events in a discrete-time renewal process and is maintained at uneventful time…
We study the behavior of the Riemann zeta function on the critical line when the imaginary part of the argument is sampled by the Cauchy random walk. We develop a complete second order theory for the corresponding system of random variables…
The combined Continuous Time Random Walk (CTRW) in position and momentum space is introduced, in the form of two coupled integral equations that describe the evolution of the probability distribution for finding a particle at a certain…
The vertex-reinforced jump process (VRJP), introduced by Davis and Volkov, is a continuous-time process that tends to come-back to already visited vertices. It is closely linked to the edge-reinforced random walk (ERRW) introduced by…
In this paper, we consider a generalization of the elephant random walk model. Compared to the usual elephant random walk, an interesting feature of this model is that the step sizes form a sequence of positive independent and identically…
We establish annealed and quenched invariance principles for random walks in random conductances lifted to the p-variation rough path topology, allowing for degenerate environments and long-range jumps. Our proof is based on a unified…
In this paper we consider a particular version of the random walk with restarts: random reset events which bring suddenly the system to the starting value. We analyze its relevant statistical properties like the transition probability and…
We investigate a novel quantum random walk (QRW) model, possibly useful in quantum algorithm implementation, that achieves a quadratically faster diffusion rate compared to its classical counterpart. We evaluate its asymptotic behavior…
In this article, we present new random walk methods to solve flow and transport problems in unsaturated/saturated porous media, including coupled flow and transport processes in soils, heterogeneous systems modeled through random hydraulic…
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…
In [8], asymptotic expansion of the martingale with mixed normal limit was provided. The expansion formula is expressed by the adjoint of a random symbol with coefficients described by the Malliavin calculus, differently from the standard…
We develop a continuous-time penalized regression framework for the estimation of time-varying coefficients and variable selection when both the response and covariates are It\^o semimartingales with jumps. The coefficient paths are…
We consider the elephant random walk with general step distribution. We calculate the first four moments of the limiting distribution of the position rescaled by $n^\alpha$ in the superdiffusive regime where $\alpha$ is the memory…
We study the probabilistic behaviour of the continued fraction expansion of a quadratic irrational number, when weighted by some "additive" cost. We prove asymptotic Gaussian limit laws, with an optimal speed of convergence. We deal with…
We consider a recent model of random walk that recursively grows the network on which it evolves, namely the Tree Builder Random Walk (TBRW). We introduce a bias $\rho \in (0,\infty)$ towards the root, and exhibit a phase transition for…
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…
The treatment of two-dimensional random walks in the quarter plane leads to Markov processes which involve semi-infinite matrices having Toeplitz or block Toeplitz structure plus a low-rank correction. Finding the steady state probability…
We consider a discrete time random walk in a space-time i.i.d. random environment. We use a martingale approach to show that the walk is diffusive in almost every fixed environment. We improve on existing results by proving an invariance…
We study a random walk in random environment on the non-negative integers. The random environment is not homogeneous in law, but is a mixture of two kinds of site, one in asymptotically vanishing proportion. The two kinds of site are (i)…