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We study the densities of uniform random walks in the plane. A special focus is on the case of short walks with three or four steps and less completely those with five steps. As one of the main results, we obtain a hypergeometric…

经典分析与常微分方程 · 数学 2015-03-19 Jonathan M. Borwein , Armin Straub , James Wan , Wadim Zudilin

We study a distinguished random walk on affine buildings of type Ar , which was already considered by Cartwright, Saloff-Coste and Woess. In rank r=2, it is the simple random walk and we obtain optimal global bounds for its transition…

经典分析与常微分方程 · 数学 2023-12-05 Jean-Philippe Anker , Bruno Schapira , Bartosz Trojan

For a homogeneous random walk in the quarter plane with nearest-neighbor transitions, starting from some state $(i_0,j_0)$, we study the event that the walk reaches the vertical axis, before reaching the horizontal axis. We derive an exact…

概率论 · 数学 2013-06-18 Johan S. H. van Leeuwaarden , Kilian Raschel

Improving Importance Sampling estimators for rare event probabilities requires sharp approx- imations of the optimal density leading to a nearly zero-variance estimator. This paper presents a new way to handle the estimation of the…

统计理论 · 数学 2014-01-15 Virgile Caron

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…

天体物理学 · 物理学 2009-11-13 Jun Zhang , Lam Hui

In this paper we consider an irreducible random walk on the integer lattice $\mathbb{Z}$ that is in the domain of normal attraction of a strictly stable process with index $\alpha\in (1, 2)$ and obtain the asymptotic form of the…

概率论 · 数学 2018-08-07 Kohei Uchiyama

We apply results from Baryshnikov, Brady, Bressler and Pemantle (2008) to compute limiting probability profiles for various quantum random walks in one and two dimensions. Using analytic machinery we show some features of the limit…

组合数学 · 数学 2009-11-23 Andrew Bressler , Torin Greenwood , Robin Pemantle , Marko Petkovsek

This elementary treatment first summarizes extreme values of a Bernoulli random walk on the one-dimensional integer lattice over a finite discrete time interval. Both the symmetric (unbiased) and asymmetric (biased) cases are discussed.…

历史与综述 · 数学 2018-02-14 Steven R. Finch

We investigate random walks on a lattice with imperfect traps. In one dimension, we perturbatively compute the survival probability by reducing the problem to a particle diffusing on a closed ring containing just one single trap. Numerical…

统计力学 · 物理学 2015-06-24 Timo Aspelmeier , Jérôme Magnin , Willi Graupner , Uwe C. Täuber

This paper presents a sharp approximation of the density of long runs of a random walk conditioned on its end value or by an average of a functions of its summands as their number tends to infinity. The conditioning event is of moderate or…

概率论 · 数学 2011-06-14 Michel Broniatowski , Virgile Caron

Consider a symmetric aperiodic random walk in $Z^d$, $d\geq 3$. There are points (called heavy points) where the number of visits by the random walk is close to its maximum. We investigate the local times around these heavy points and show…

概率论 · 数学 2007-05-23 Endre Csáki , Antónia Földes , Pál Révész

We obtain expected number of arrivals, absorption probabilities and expected time before absorption for a discrete random walk on the integers with an infinite set of equidistant multiple function barriers

概率论 · 数学 2021-04-14 Theo van Uem

This paper is a collection of recent results on discrete-time and continuous-time branching random walks. Some results are new and others are known. Many aspects of this theory are considered: local, global and strong local survival, the…

概率论 · 数学 2018-05-07 Daniela Bertacchi , Fabio Zucca

In this paper, we derive the distribution of a two-dimensional (complex) random walk in which the angle of each step is restricted to a subset of the circle. This setting appears in various domains, such as in over-the-air computation in…

信号处理 · 电气工程与系统科学 2026-05-18 Karl-Ludwig Besser

For a random walk in an elliptic i.i.d. random environment in dimension greater than or equal to 4, satisfying the a ballisticity condition slightly weaker than condition (T'), We consider the probability of linear slowdown. We show an…

概率论 · 数学 2012-07-05 Noam Berger

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…

数据结构与算法 · 计算机科学 2024-09-17 Jingbang Chen , Mehrdad Ghadiri , Hoai-An Nguyen , Richard Peng , Junzhao Yang

We consider a random walk on a multidimensional integer lattice with random bounds on local times, conditioned on the event that it hits a high level before its death. We introduce an auxiliary "core" process that has a regenerative…

概率论 · 数学 2021-05-19 Sergey Foss , Alexander Sakhanenko

We study quantum walks on general graphs from the point of view of scattering theory. For a general finite graph we choose two vertices and attach one half line to each. We are interested in walks that proceed from one half line, through…

量子物理 · 物理学 2009-11-10 Edgar Feldman , Mark Hillery

In this paper we find an upper bound for the probability that a $3$ dimensional simple random walk covers each point in a nearest neighbor path connecting 0 and the boundary of an $L_1$ ball of radius $N$. For $d\ge 4$, it has been shown in…

概率论 · 数学 2017-05-12 Eviatar B. Procaccia , Yuan Zhang

We consider a one dimensional random walk in random environment that is uniformly biased to one direction. In addition to the transition probability, the jump rate of the random walk is assumed to be spatially inhomogeneous and random. We…

概率论 · 数学 2018-11-27 Amir Dembo , Ryoki Fukushima , Naoki Kubota