相关论文: Random Walk and Diffusion on a Smash Line Algebra

In this paper, we study the problem of sampling from distributions of the form p(x) \propto e^{-\beta f(x)} for some function f whose values and gradients we can query. This mode of access to f is natural in the scenarios in which such…

In the eighties, A. Connes and E. J. Woods made a connection between hyperfinite von Neumann algebras and Poisson boundaries of time dependent random walks. The present paper explains this connection and gives a detailed proof of two…

Path-wise observables--functionals of stochastic trajectories--are at the heart of time-average statistical mechanics and are central to thermodynamic inequalities such as uncertainty relations, speed limits, and correlation-bounds. They…

Random diffusions are a popular tool in Monte-Carlo estimations, with well established algorithms such as Walk-on-Spheres (WoS) going back several decades. In this work, we introduce diffusion estimators for the problems of angular…

The diffusion of a particle in a crowded environment typically proceeds through three regimes: for very short times the particle diffuses freely until it collides with an obstacle for the first time, while for very long times diffusion the…

We consider the group of permutations of the vertices of a lattice. A random walk is generated by unit steps that each interchange two nearest neighbor vertices of the lattice. We study the heat equation on the permutation group, using the…

A new model that maps a quantum random walk described by a Hadamard operator to a particular case of a random walk is presented. The model is represented by a Markov chain with a stochastic matrix, i.e., all the transition rates are…

Reaction-diffusion equations deliver a versatile tool for the description of reactions in inhomogeneous systems under the assumption that the characteristic reaction scales and the scales of the inhomogeneities in the reactant…

We construct admissible circulant Laplacian matrix functions as generators for strictly increasing random walks on the integer line. These Laplacian matrix functions refer to a certain class of Bernstein functions. The approach has…

Stationary probability distributions of one-dimensional random walks on lattices with aperiodic disorder are investigated. The pattern of the distribution is closely related to the diffusional behavior, which depends on the wandering…

This paper presents a simple model for such processes as chaos spreading or turbulence spillover into stable regions. In this simple model the essential transport occurs via inelastic resonant interactions of waves on a lattice. The process…

We present a random walk model that exhibits asymptotic subdiffusive, diffusive, and superdiffusive behavior in different parameter regimes. This appears to be the first instance of a single random walk model leading to all three forms of…

We examine diffusion-limited aggregation for a one-dimensional random walk with long jumps. We achieve upper and lower bounds on the growth rate of the aggregate as a function of the number of moments a single step of the walk has. In this…

A continuous-time random walk in the quarter plane with homogeneous transition rates is considered. Given a non-negative reward function on the state space, we are interested in the expected stationary performance. Since a direct derivation…

The procedure of the holonomy-flux algebra construction along a piecewise linear path, which consists of a countably infinite number of pieces, is described in this article. The related construction approximates the continuous distribution…

We prove effective density of random walks on homogeneous spaces, assuming that the underlying measure is supported on matrices generating a dense subgroup and having algebraic entries. The main novelty is an argument passing from high…

Using the results obtained by the non commutative geometry techniques applied to the Harper equation, we derive the areas distribution of random walks of length $ N $ on a two-dimensional square lattice for large $ N $, taking into account…

Diffusions are a successful technique to sample from high-dimensional distributions. The target distribution can be either explicitly given or learnt from a collection of samples. They implement a diffusion process whose endpoint is a…

We revisit the statistics of extremes and records of symmetric random walks with stochastic resetting, extending earlier studies in several directions. We put forward a diffusive scaling regime (symmetric step length distribution with…

We study the statistical properties of the convex hull of a planar run-and-tumble particle (RTP), also known as the "persistent random walk", where the particle/walker runs ballistically between tumble events at which it changes its…