相关论文: A discrete and finite approach to past proper time
A very simple event frequency approximation algorithm that is sensitive to event timeliness is suggested. The algorithm iteratively updates categorical click-distribution, producing (path of) a random walk on a standard $n$-dimensional…
Expected urban population doubling calls for a compelling theory of the city. Random walks and diffusions defined on spatial city graphs spot hidden areas of geographical isolation in the urban landscape going downhill. First--passage time…
As a model of market price, we introduce a new type of random walk in a moving potential which is approximated by a quadratic function with its center given by the moving average of its own trace. The properties of resulting random walks…
We introduce a natural definition for sums of the form \[ \sum_{\nu=1}^x f(\nu) \] when the number of terms x is a rather arbitrary real or even complex number. The resulting theory includes the known interpolation of the factorial by the…
Power law or generalized polynomial regressions with unknown real-valued exponents and coefficients, and weakly dependent errors, are considered for observations over time, space or space--time. Consistency and asymptotic normality of…
In this work, Bernoulli's Law of Large Numbers, also known as the Golden theorem, has been extended to study the relations between empirical probability and empirical randomness of an otherwise random experiment. Using the example of a coin…
We consider a simple dice game, which leads to an intriguing study of multinomial walks, with surprising and seemingly paradoxical properties. The winning and losing probabilities of a general version of the game are investigated via…
We investigate the eigenvalue statistics of random Bernoulli matrices, where the matrix elements are chosen independently from a binary set with equal probability. This is achieved by initiating a discrete random walk process over the space…
A natural extension of a right-continuous integer-valued random walk is one which can jump to the right by one or two units. First passage times above a given fixed level then admit a tractable Laplace transform (probability generating…
We present a new description of the known large deviation function of the classical symmetric simple exclusion process by exploiting its connection with the quantum symmetric simple exclusion processes and using tools from free probability.…
We analyze final-time dependent discrete-time quantum walks in one dimension. We compute asymptotics of the return probability of the quantum walk by a path counting approach. Moreover, we discuss a relation between the quantum walk and the…
The first general analytic solutions for the one-dimensional walk in position and momentum space are derived. These solutions reveal, among other things, new symmetry features of quantum walk probability densities and further insight into…
In this paper, we consider a stochastic process that may experience random reset events which relocate the system to its starting position. We focus our attention on a one-dimensional, monotonic continuous-time random walk with a constant…
We provide a definition of a new critical exponent $\beta$ that has the interpretation of a type of local walk dimension, and may be defined on any compact metric space. We then specialize to the case of random walks that jump uniformly in…
The distribution of seismic moment is of capital interest to evaluate earthquake hazard, in particular regarding the most extreme events. We make use of likelihood-ratio tests to compare the simple Gutenberg-Richter power-law distribution…
A step-reinforced random walk is a discrete-time stochastic process with long-range dependence. At each step, with a fixed probability $\alpha$, the so-called positively step-reinforced random walk repeats one of its previous steps, chosen…
Consider the sample covariance matrix $$\Sigma^{1/2}XX^T\Sigma^{1/2}$$ where $X$ is an $M\times N$ random matrix with independent entries and $\Sigma$ is an $M\times M$ diagonal matrix. It is known that if $\Sigma$ is deterministic, then…
The stochastic properties of variables whose addition leads to $q$-Gaussian distributions $G_q(x)=[1+(q-1)x^2]_+^{1/(1-q)}$ (with $q\in\mathbb{R}$ and where $[f(x)]_+=max\{f(x),0\}$) as limit law for a large number of terms are…
Branching random walks are key to the description of several physical and biological systems, such as neutron multiplication, genetics and population dynamics. For a broad class of such processes, in this Letter we derive the discrete…
We study the behavior of clocks in 1+1 spacetime assuming the relativity principle, the principle of constancy of the speed of light and the clock hypothesis. These requirements are satisfied by a class of Finslerian theories parametrized…