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We consider a variant of random walks on finite groups. At each step, we choose an element from a set of generators ("directions") uniformly, and an integer from a power law ("speed") distribution associated with the chosen direction. We…

概率论 · 数学 2022-03-14 Laurent Saloff-Coste , Yuwen Wang

We obtain large deviations estimates for the self-intersection local times for a symmetric random walk in dimension 3. Also, we show that the main contribution to making the self-intersection large, in a time period of length $n$, comes…

概率论 · 数学 2007-05-23 Amine Asselah

The distribution of the number of points of the closed simple random walk, visited a given number of times (the k-multiple point range) is analysed by a graph based approach. A general expression for the moments is derived. In this paper…

概率论 · 数学 2013-12-03 Daniel Hoef

The investigation of random walks is central to a variety of stochastic processes in physics, chemistry, and biology. To describe a transport phenomenon, we study a variant of the one-dimensional persistent random walk, which we call a…

数据分析、统计与概率 · 物理学 2015-06-19 Seung Ki Baek , Hawoong Jeong , Seung-Woo Son , Beom Jun Kim

Let $\Gamma$ be a countable group acting on a geodesic hyperbolic metric space $X$ and $\mu$ a probability measure on $\Gamma$ which generates a non elementary semi-group. Under the necessary assumption that $\mu$ has a finite exponential…

概率论 · 数学 2020-08-20 Adrien Boulanger , Pierre Mathieu

We study the difficulties associated with the evaluation of the total Bondi momentum at finite distances around the central source of a general (asymptotically flat) spacetime. Since the total momentum is only rigorously defined at future…

广义相对论与量子宇宙学 · 物理学 2008-11-26 Emanuel Gallo , Luis Lehner , Osvaldo Moreschi

For a symmetric random walk in $Z^2$ which does not necessarily have bounded jumps we study those points which are visited an unusually large number of times. We prove the analogue of the Erd\H{o}s-Taylor conjecture and obtain the…

概率论 · 数学 2007-05-23 Richard F. Bass , Jay Rosen

One can define a random walk on a hypercubic lattice in a space of integer dimension $D$. For such a process formulas can be derived that express the probability of certain events, such as the chance of returning to the origin after a given…

高能物理 - 格点 · 物理学 2009-10-22 Carl M. Bender , Stefan Boettcher , Lawrence R. Mead

Bernoulli random walks, a simple avalanche model, and a special branching process are essesntially identical. The identity gives alternative insights into the properties of these basic model sytems.

统计力学 · 物理学 2007-05-23 J. C. Kimball , H. L. Frisch

The factorially normalized Bernoulli polynomials $b_n(x) = B_n(x)/n!$ are known to be characterized by $b_0(x) = 1$ and $b_n(x)$ for $n >0$ is the antiderivative of $b_{n-1}(x)$ subject to $\int_0^1 b_n(x) dx = 0$. We offer a related…

概率论 · 数学 2024-01-12 Yassine El Maazouz , Jim Pitman

Number theorists have studied extensively the connections between the distribution of zeros of the Riemann $\zeta$-function, and of some generalizations, with the statistics of the eigenvalues of large random matrices. It is interesting to…

数学物理 · 物理学 2009-10-31 E. Brezin , S. Hikami

In this article, we show that a linear combination $X$ of $n$ independent, unbiased Bernoulli random variables $\{X_k\}$ can match the first $2n$ moments of a random variable $Y$ which is uniform on an interval. More generally, for each $p…

概率论 · 数学 2019-09-16 Greg Kuperberg

Quantum random walks, - coined, lattice ones, - exhibit ballistic behavior with fascinating asymptotic patterns of the amplitudes. We show that averaging over the coins (using the Haar measure), these patterns blend into a spline. Also, we…

数学物理 · 物理学 2021-08-11 Yuliy Baryshnikov

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

An interesting open problem in number theory asks whether it is possible to walk to infinity on primes, where each term in the sequence has one more digit than the previous. In this paper, we study its variation where we walk on the…

We present a continuous time generalization of a random walk with complete memory of its history [Phys. Rev. E 70, 045101(R) (2004)] and derive exact expressions for the first four moments of the distribution of displacement when the number…

统计力学 · 物理学 2007-05-23 Francis N. C. Paraan , J. P. Esguerra

We consider random walk on the structure given by a random hypergraph in the regime where there is a unique giant component. We give the asymptotics for hitting times, cover times, and commute times and show that the results obtained for…

概率论 · 数学 2019-03-05 Amine Helali , Matthias Löwe

We prove that a uniformized variant of both the Rosenthal walk \cite{Rosenthal} and the Kac random walk \cite{Kac} on SO(n) mixes in $\cO(n^3)$ steps in total variation distance. The proof also extends easily to Rosenthal walk with fixed…

概率论 · 数学 2011-10-26 Yunjiang Jiang

Random walks on bounded degree expander graphs have numerous applications, both in theoretical and practical computational problems. A key property of these walks is that they converge rapidly to their stationary distribution. In this work…

计算复杂性 · 计算机科学 2016-09-15 Tali Kaufman , David Mass

We consider a $\mathbb{R}^d$-valued branching random walk with a stationary and ergodic environment $\xi=(\xi_n)$ indexed by time $n\in\mathbb{N}$. Let $Z_n$ be the counting measure of particles of generation $n$. With the help of the…

概率论 · 数学 2019-10-15 Chunmao Huang , Xin Wang , Xiaoqiang Wang