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We investigate the asymptotic variance of Gaussian nodal excursions in the Euclidean space, focusing on the case where the spectral measure has incommensurable atoms. This study requires to establish fine recurrence properties in 0 for the…

概率论 · 数学 2022-09-22 Raphaël Lachièze-Rey

We study using large deviation theory the fluctuations of time-integrated functionals or observables of the unbiased random walk evolving on Erd\"os-R\'enyi random graphs, and construct a modified, biased random walk that explains how these…

统计力学 · 物理学 2019-03-06 Francesco Coghi , Jules Morand , Hugo Touchette

We consider a discrete time random walk in one dimension. At each time step the walker jumps by a random distance, independent from step to step, drawn from an arbitrary symmetric density function. We show that the expected positive maximum…

统计力学 · 物理学 2009-11-11 Alain Comtet , Satya N. Majumdar

In this paper we study the discrete approximation to Brownian motion with varying dimension (BMVD in abbreviation) introduced in [4] by continuous time random walks on square lattices. The state space of BMVD contains a $2$-dimensional…

概率论 · 数学 2021-10-26 Shuwen Lou

Determining the mixing time of Kac's random walk on the sphere $\mathrm{S}^{n-1}$ is a long-standing open problem. We show that the total variation mixing time of Kac's walk on $\mathrm{S}^{n-1}$ is between $\frac{1}{2} \, n \log(n)$ and…

概率论 · 数学 2016-04-01 Natesh S. Pillai , Aaron Smith

A discrete time quantum walk is considered in which the step lengths are chosen to be either $1$ or $2$ with the additional feature that the walker is persistent with a probability $p$. This implies that with probability $p$, the walker…

量子物理 · 物理学 2020-04-08 Suchetana Mukhopadhyay , Parongama Sen

We introduce a new self-interacting random walk on the integers in a dynamic random environment and show that it converges to a pure diffusion in the scaling limit. We also find a lower bound on the diffusion coefficient in some special…

概率论 · 数学 2007-05-23 Majid Hosseini , Krishnamurthi Ravishankar

Discrete time random walks, in which a step of random sign but constant length $\delta x$ is performed after each time interval $\delta t$, are widely used models for stochastic processes. In the case of a correlated random walk, the next…

定量方法 · 定量生物学 2012-07-11 F. Stadler , C. Metzner , J. Steinwachs , B. Fabry

We consider a random walk model in a one-dimensional environment, formed by several zones of finite width with the fixed transition probabilities. It is also assumed that the transitions to the left and right neighboring points have unequal…

统计力学 · 物理学 2017-08-18 A. V. Nazarenko , V. Blavatska

Let H(n) be the group of 3x3 uni-uppertriangular matrices with entries in Z/nZ, the integers mod n. We show that the simple random walk converges to the uniform distribution in order n^2 steps. The argument uses Fourier analysis and is…

概率论 · 数学 2015-02-17 Daniel Bump , Persi Diaconis , Angela Hicks , Laurent Miclo , Harold Widom

In this paper we study random walks on dynamical random environments in $1 + 1$ dimensions. Assuming that the environment is invariant under space-time shifts and fulfills a mild mixing hypothesis, we establish a law of large numbers and a…

概率论 · 数学 2018-05-25 Oriane Blondel , Marcelo R. Hilario , Augusto Teixeira

We study the random walk on the symmetric group $S_n$ generated by the conjugacy class of cycles of length $k$. We show that the convergence to uniform measure of this walk has a cut-off in total variation distance after $\frac{n}{k} log n$…

概率论 · 数学 2016-05-04 Bob Hough

We develop walk-on-sphere for fractional Poisson equations with Dirichilet boundary conditions in high dimensions. The walk-on-sphere method is based on probabilistic represen tation of the fractional Poisson equation. We propose effcient…

数值分析 · 数学 2022-08-16 Caiyu Jiao , Changpin Li , Hexiang Wang , Zhongqiang Zhang

Our model is a constrained homogeneous random walk in a nonnegative orthant Z_+^d. The convergence to stationarity for such a random walk can often be checked by constructing a Lyapunov function. The same Lyapunov function can also be used…

概率论 · 数学 2007-05-23 David Gamarnik

The purpose of this note is to collect in one place a few results about simple random walk and Brownian motion which are often useful. These include standard results such as Beurling estimates, large deviation estimates, and a method for…

概率论 · 数学 2007-05-23 Christian Benes

Temporal fluctuations in the Hadamard walk on circles are studied. A temporal standard deviation of probability that a quantum random walker is positive at a given site is introduced to manifest striking differences between quantum and…

量子物理 · 物理学 2007-05-23 Norio Inui , Yoshinao Konishi , Norio Konno , Takahiro Soshi

The study of animal movement is challenging because it is a process modulated by many factors acting at different spatial and temporal scales. Several models have been proposed which differ primarily in the temporal conceptualization,…

统计方法学 · 统计学 2019-07-25 Sofia Ruiz-Suarez , Vianey Leos-Barajas , Ignacio Alvarez-Castro , Juan M. Morales

In this paper, controlled experiments have been conducted to make deep analysis on the obstacle evading behavior of individual pedestrians affected by one obstacle. Results of Fourier Transform show that with the increase of obstacle width,…

物理与社会 · 物理学 2019-06-13 Xiaolu Jia , Claudio Feliciani , Daichi Yanagisawa , Katsuhiro Nishinari

We employ a simple and accurate dimensional interpolation formula for the shapes of random walks at $D=3$ and $D=2$ based on the analytically known solutions at both limits $D=\infty$ and $D=1$. The results obtained for the radii of…

统计力学 · 物理学 2021-08-27 Kumar J. B. Ghosh , Sabre Kais , Dudley Herschbach

We establish spectral theorems for random walks on mapping class groups of connected, closed, oriented, hyperbolic surfaces, and on $\text{Out}(F_N)$. In both cases, we relate the asymptotics of the stretching factor of the…

群论 · 数学 2020-07-20 François Dahmani , Camille Horbez