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In this paper, martingales related to simple random walks and their maximum process are investigated. First, a sufficient condition under which a function with three arguments, time, the random walk, and its maximum process becomes a…

概率论 · 数学 2022-11-11 Takahiko Fujita , Shotaro Yagishita , Naohiro Yoshida

Quantum walks and random walks bear similarities and divergences. One of the most remarkable disparities affects the probability of finding the particle at a given location: typically, almost a flat function in the first case and a…

量子物理 · 物理学 2017-06-21 Miquel Montero

The horizontal dynamics of a bouncing ball interacting with an irregular surface is investigated and is found to demonstrate behavior analogous to a random walk. Its stochastic character is substantiated by the calculation of a permutation…

物理教育 · 物理学 2025-09-15 Luiz Antonio Barreiro

In the present paper, we introduce and analyze elephant random walks (ERWs) on bipartite periodic lattices arising as coverings of dipole graphs. We focus on lattices whose admissible step directions in the two parts of the bipartition are…

概率论 · 数学 2026-03-30 Nobuaki Naganuma , Kaito Yura

In a series of papers, G. Harmer and D. Abbott study the behavior of random walks associated with games introduced in 1997 by J. M. R. Parrondo. These games illustrate an apparent paradox that random and deterministic mixtures of losing…

概率论 · 数学 2007-05-23 R. Pyke

This is an expository article about the topological theory of digital images, and a gamification of a research project.

历史与综述 · 数学 2016-02-11 P. Christopher Staecker

We propose a class of strongly efficient rare event simulation estimators for random walks and compound Poisson processes with a regularly varying increment/jump-size distribution in a general large deviations regime. Our estimator is based…

概率论 · 数学 2017-06-14 Bohan Chen , Jose Blanchet , Chang-Han Rhee , Bert Zwart

Recently, several groups have investigated quantum analogues of random walk algorithms, both on a line and on a circle. It has been found that the quantum versions have markedly different features to the classical versions. Namely, the…

量子物理 · 物理学 2009-11-07 B. C. Travaglione , G. J. Milburn

We revisit an old minor topic in algorithms, the deterministic walk on a finite graph which always moves toward the nearest unvisited vertex until every vertex is visited. There is an elementary connection between this cover time and…

概率论 · 数学 2021-03-19 David Aldous

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…

数学物理 · 物理学 2016-09-28 Miquel Montero , Javier Villarroel

{\em Ziggurat} and {\em Monty Python} are two fast and elegant methods proposed by Marsaglia and Tsang to transform uniform random variables to random variables with normal, exponential and other common probability distributions. While the…

统计理论 · 数学 2007-06-13 Boaz Nadler

. In this paper we give a survey of some recent results for random walk in random scenery (RWRS). On $\mathbb {Z}^d$, $d\geq 1$, we are given a random walk with i.i.d. increments and a random scenery with i.i.d. components. The walk and the…

概率论 · 数学 2007-05-23 Frank den Hollander , Jeffrey E. Steif

Quantum walks have emerged as an interesting approach to quantum information processing, exhibiting many unique properties compared to the analogous classical random walk. Here we introduce a model for a discrete-time quantum walk with…

量子物理 · 物理学 2013-05-08 Peter P. Rohde , Gavin K. Brennen , Alexei Gilchrist

Recent investigations of turbulent circulation fluctuations have uncovered substantial insights into the statistical organization of flow structures and revealed unexpected geometric features of turbulent intermittency. Of particular…

Quasirandomness is a general mathematical concept meant to encapsulate several characteristics usually satisfied by random combinatorial objects, and which we regard as describing when a given object 'looks random'. In this survey we…

组合数学 · 数学 2021-07-06 Davi Castro-Silva

The rotor-router model is a deterministic analogue of random walk. It can be used to define a deterministic growth model analogous to internal DLA. We show that the set of occupied sites for this model on an infinite regular tree is a…

组合数学 · 数学 2010-10-11 Itamar Landau , Lionel Levine

Random walks on graphs are widely used in all sciences to describe a great variety of phenomena where dynamical random processes are affected by topology. In recent years, relevant mathematical results have been obtained in this field, and…

统计力学 · 物理学 2009-11-11 R. Burioni , D. Cassi

In this work we use intersection of different pseudo-orbits obtained by interval extensions to reduce the bounds of the exact solution provided by the toolbox Intlab. The method is applied on the logistic map.

数值分析 · 数学 2016-12-28 H. M. Rodrigues Junior , M. L. C. Peixoto , E. G. Nepomuceno

We elaborate on a model of quantum random walk proposed by Hillery et. al., and Jeong et. al., which uses the multiports for quantum "coin tossing". The dynamics of this model is analyzed for the case when the multiports are arranged on the…

量子物理 · 物理学 2016-09-08 Jozef Košík , Vladimír Bužek

This is an extended version of the thesis presented to the Programa de P\'os-Gradua\c{c}\~ao em Matem\'atica of the Departamento de Matem\'atica, PUC-Rio, in September 2013, incorporating some suggestions from the examining commission.…

组合数学 · 数学 2015-04-13 Nicolau C. Saldanha , Márcio Telles