相关论文: A discrete and finite approach to past proper time
In this note, we prove that for all $x \in (0 , 1)$, we have: $$ \log\Gamma(x) = \frac{1}{2} \log\pi + \pi \boldsymbol{\eta} \left(\frac{1}{2} - x\right) - \frac{1}{2} \log\sin(\pi x) + \frac{1}{\pi} \sum_{n = 1}^{\infty} \frac{\log n}{n}…
We analyse the balls in bins process with feedback with primary focus on the power law feedback function $f(\omega)=\eta \omega^{\gamma}\,$, $\eta>0\,$ $\gamma \geq0\,$. Using the recursive solution to the master equation we find for power…
Let $X_{nr}$ be the $r$th largest of a random sample of size $n$ from a distribution $F (x) = 1 - \sum_{i = 0}^\infty c_i x^{-\alpha - i \beta}$ for $\alpha > 0$ and $\beta > 0$. An inversion theorem is proved and used to derive an…
We consider one-dimensional random walks in random environment which are transient to the right. Our main interest is in the study of the sub-ballistic regime, where at time $n$ the particle is typically at a distance of order $O(n^\kappa)$…
We consider random walks in the form of nearest-neighbor hopping on Erdos-Renyi random graphs of finite fixed mean degree c as the number of vertices N tends to infinity. In this regime, using statistical field theory methods, we develop an…
We study the dynamics of a one-dimensional run and tumble particle subjected to confining potentials of the type $V(x) = \alpha \, |x|^p$, with $p>0$. The noise that drives the particle dynamics is telegraphic and alternates between $\pm 1$…
A discrete time quantum walk is considered in which the step lengths are chosen to be either $1$ or $2$ with the additional feature that the walker is persistent with a probability $p$. This implies that with probability $p$, the walker…
Concerning a discrete-time quantum walk X^{(d)}_t with a symmetric distribution on the line, whose evolution is described by the Hadamard transformation, it was proved by the author that the following weak limit theorem holds: X^{(d)}_t /t…
We consider the distribution of the duration time, the time elapsed since it began, of a diffusion process given its present position, under the assumption that the process began at the origin. For unbiased diffusion, the distribution does…
We show that in a broad class of processes that show a $1/f^{\alpha}$ spectrum, the power also explicitly depends on the characteristic time scale. Despite an enormous amount of work, this generic behavior remains so far overlooked and…
In this paper we focus our attention on a particle that follows a unidirectional quantum walk, an alternative version of the nowadays widespread discrete-time quantum walk on a line. Here the walker at each time step can either remain in…
Power law generalized covariance functions provide a simple model for describing the local behavior of an isotropic random field. This work seeks to extend this class of covariance functions to spatial-temporal processes for which the…
Integer sequences where each element is determined by a previous randomly chosen element are investigated analytically. In particular, the random geometric series x_n=2x_p with 0<=p<=n-1 is studied. At large n, the moments grow…
We formulate a coherent approach to signals and systems theory on time scales. The two derivatives from the time-scale calculus are used, i.e., nabla (forward) and delta (backward), and the corresponding eigenfunctions, the so-called nabla…
Recently, a generalized Bernoulli process (GBP) was developed as a stationary binary sequence that can have long-range dependence. In this paper, we find the scaling limit of a random walk that follows GBP. The result is a new class of…
We discuss the Gamma Levy process, including path properties, the inverse process, integrability, and its spin-offs obtained by compounding, exponentiation, and other operations; further extendable to arbitrary sigma-finite continuous Borel…
Based on empirical financial time-series, we show that the "silence-breaking" probability follows a super-universal power law: the probability of observing a large movement is inversely proportional to the length of the on-going…
A random walk is known as a random process which describes a path including a succession of random steps in the mathematical space. It has increasingly been popular in various disciplines such as mathematics and computer science.…
In this paper we consider a telegraph equation with time-dependent coefficients, governing the persistent random walk of a particle moving on the line with a time-varying velocity $c(t)$ and changing direction at instants distributed…
We investigate the diffusive motion of an overdamped classical particle in a 1D random potential using the mean first-passage time formalism and demonstrate the efficiency of this method in the investigation of the large-time dynamics of…