相关论文: The scaling limits of planar LERW in finitely conn…

Let $\mm_n, n=0,1,...$ be the supercritical branching random walk, in which the number of direct descendants of one individual may be infinite with positive probability. Assume that the standard martingale $W_n$ related to $\mm_n$ is…

We introduce the quantum stochastic walk (QSW), which determines the evolution of generalized quantum mechanical walk on a graph that obeys a quantum stochastic equation of motion. Using an axiomatic approach, we specify the rules for all…

We study normal diffusive and subdiffusive processes in a harmonic potential (Ornstein-Uhlenbeck process) on a uniformly growing/contracting domain. Our starting point is a recently derived fractional Fokker-Planck equation, which covers…

We develop an approach for performing scaling analysis of $N$-step Random Walks (RWs). The mean square end-to-end distance, $\langle\vec{R}_{N}^{2}\rangle$, is written in terms of inner persistence lengths (IPLs), which we define by the…

In this work, we consider loop-erased random walk (LERW) in three dimensions and give an asymptotic estimate on the one-point function for LERW and the non-intersection probability of LERW and simple random walk in three dimensions for…

In a recent Letter Ciftci and Cakmak [EPL 87, 60003 (2009)] showed that the two dimensional random walk in a bounded domain, where walkers which cross the boundary return to a base curve near origin with deterministic rules, can produce…

This article introduces the class of periodic trawl processes, which are continuous-time, infinitely divisible, stationary stochastic processes, that allow for periodicity and flexible forms of their serial correlation, including both…

Splitting trees are those random trees where individuals give birth at constant rate during a lifetime with general distribution, to i.i.d. copies of themselves. The width process of a splitting tree is then a binary, homogeneous…

We introduce and develop the concept of Maximal Entropy Random Walks (MERWs) on Weighted Bratteli Diagrams (WBDs), maximizing entropy production along paths as a natural criterion for choosing random walks on networks. Initially defined for…

A planar self-avoiding walk (SAW) is a nearest neighbor random walk path in the square lattice with no self-intersection. A planar self-avoiding polygon (SAP) is a loop with no self-intersection. In this paper we present conjectures for the…

These lecture notes on 2D growth processes are divided in two parts. The first part is a non-technical introduction to stochastic Loewner evolutions (SLEs). Their relationship with 2D critical interfaces is illustrated using numerical…

Let D be a domain in the plane containing the origin. We are interested in the ensemble of self-avoiding walks (SAW's) in D which start at the origin and end on the boundary of the domain. We introduce an ensemble of SAW's that we expect to…

A Levy walk is a non-Markovian stochastic process in which the elementary steps of the walker consist of motion with constant speed in randomly chosen directions and for a random period of time. The time of flight is chosen from a…

We study a branching random walk (BRW) taking its values in a random tree $\bT$ (seen as a family tree) with an infinite line of ancestors that is a variant of a supercritical Galton--Watson (GW) tree with offspring distribution $\nu$. The…

We consider the relation between so called continuous localization models - i.e. non-linear stochastic Schr\"odinger evolutions - and the discrete GRW-model of wave function collapse. The former can be understood as scaling limit of the GRW…

We review the recently developed relation between the traditional algebraic approach to conformal field theories and the more recent probabilistic approach based on stochastic Loewner evolutions. It is based on implementing random conformal…

We consider the dimer model on the square and hexagonal lattices with doubly periodic weights. The purpose of this paper is threefold: (a) we establish a rigourous connection with the massive SLE$_2$ constructed by Makarov and Smirnov (and…

The estimation of parameters in the frequency spectrum of a seasonally persistent stationary stochastic process is addressed. For seasonal persistence associated with a pole in the spectrum located away from frequency zero, a new…

We consider a branching random walk (BRW) taking its values in the $\mathtt{b}$-ary rooted tree $\mathbb W_{ \mathtt{b}}$ (i.e. the set of finite words written in the alphabet $\{ 1, \ldots, \mathtt{b} \}$, with $\mathtt{b}\! \geq \! 2$).…

Continuous time random walks (CTRWs) are used in physics to model anomalous diffusion, by incorporating a random waiting time between particle jumps. In finance, the particle jumps are log-returns and the waiting times measure delay between…