相关论文: The gambler's ruin problem in path representation …

Consider the Euclidean traveling salesman problem with $n$ random points on the plane. Suppose that one of the points is shifted to a new random location. This gives us a new optimal path. Consider such shifts for each of the $n$ points. Do…

A one-dimensional Klein-Gordon problem, which is a physical model for a quantum particle submitted to a potential barrier, is studied numerically : using a variational formulation and a Newmark numerical method, we compute the mean position…

We consider the approximation of the performance of random walks in the quarter-plane. The approximation is in terms of a random walk with a product-form stationary distribution, which is obtained by perturbing the transition probabilities…

We compute the survival probability of an initial state, with an energy in a certain window, by means of random matrix theory. We determine its probability distribution and show that is is universal, i.e. caracterised only by the symmetry…

By building upon a Feynman-Kac formalism, we assess the distribution of the number of hits in a given region for a broad class of discrete-time random walks with scattering and absorption. We derive the evolution equation for the generating…

We consider a new model of a branching random walk on a multidimensional lattice with continuous time and one source of particle reproduction and death, as well as an infinite number of sources in which, in addition to the walk, only…

Probability is an important question in the ontological interpretation of quantum mechanics. It has been discussed in some trajectory interpretations such as Bohmian mechanics and stochastic mechanics. New questions arise when the…

We consider a discrete-time random walk on the nodes of an unbounded hexagonal lattice. We determine the probability generating functions, the transition probabilities and the relevant moments. The convergence of the stochastic process to a…

We consider a stochastic billiard in a random tube which stretches to infinity in the direction of the first coordinate. This random tube is stationary and ergodic, and also it is supposed to be in some sense well behaved. The stochastic…

We study the transition probability, say $p_A^n(x,y)$, of a one-dimensional random walk on the integer lattice killed when entering into a non-empty finite set $A$. The random walk is assumed to be irreducible and have zero mean and a…

We study properties of a non-Markovian random walk $X^{(n)}_l$, $l =0,1,2, >...,n$, evolving in discrete time $l$ on a one-dimensional lattice of integers, whose moves to the right or to the left are prescribed by the…

Consider a simple random walk on the integers with the following transition mechanism. At each site $x$, the probability of jumping to the right is $\omega(x)\in[\frac12,1)$, until the first time the process jumps to the left from site $x$,…

In this paper we study the probability that a $d$ dimensional simple random walk (or the first $L$ steps of it) covers each point in a nearest neighbor path connecting 0 and the boundary of an $L_1$ ball. We show that among all such paths,…

Random walks behave very differently for classical and quantum particles. Here we unveil a ubiquitous distinctive behavior of random walks of a photon in a one-dimensional lattice in the presence of a finite number of traps, at which the…

Let $S=(S_n)$ be an oscillatory random walk on the integer lattice $\mathbb{Z}$ with i.i.d. increments. Let $V_{{\rm d}}(x)$ be the renewal function of the strictly descending ladder height process for $S$. We obtain several sufficient…

We consider the possible visits to visible points of a random walker moving up and right in the integer lattice (with probability $\alpha$ and $1-\alpha$, respectively) and starting from the origin. We show that, almost surely, the…

The probability that a one dimensional excited random walk in stationary ergodic and elliptic cookie environment is transient to the right (left) is either zero or one. This solves a problem posed by Kosygina and Zerner [8].

Random walks with a general, nonlinear barrier have found recent applications ranging from reionization topology to refinements in the excursion set theory of halos. Here, we derive the first-crossing distribution of random walks with a…

We study the escape probability problem in random walks over graphs. Given vertices, $s,t,$ and $p$, the problem asks for the probability that a random walk starting at $s$ will hit $t$ before hitting $p$. Such probabilities can be…

We consider the limit distributions of open quantum random walks on one-dimensional lattice space. We introduce a dual process to the original quantum walk process, which is quite similar to the relation of Schr\"odinger-Heisenberg…