Results 1 to 10 of about 88 (87)
On self-avoiding walks on certain grids and the connective constant [PDF]
2010 Mathematics Subject Classification: Primary: 05C81. Secondary: 60G50.We consider self-avoiding walks on the square grid graph. More precisely we investigate the number of walks of a fixed length on Z×{-1,0,1}. Using combinatorial arguments we derive
Dangovski, Rumen
core
On Multi-Dimensional Random Walk Models Approximating Symmetric Space-Fractional Diffusion Processes [PDF]
Mathematics Subject Classification: 26A33, 47B06, 47G30, 60G50, 60G52, 60G60.In this paper the multi-dimensional analog of the Gillis-Weiss random walk model is studied.
Gorenflo, Rudolf, Umarov, Sabir
core
Mixing via controllability for randomly forced nonlinear dissipative PDEs [PDF]
We continue our study of the problem of mixing for a class of PDEs with very degenerate noise. As we established earlier, the uniqueness of stationary measure and its exponential stability in the dual-Lipschitz metric holds under the hypothesis that the ...
Vahagn Nersesyan +5 more
core +1 more source
THE LOOPING CONSTANT OF Z [PDF]
, which implies that all of these statistics have rational values for Z 2 . A unicycle is a connected graph with the same number of edges as vertices. Such a graph has exactly one cycle We regard the d-dimensional integer lattice Z d as a graph with the
Yuval Peres, Lionel Levine
core
A discrete Itô calculus approach to He’s framework for multi-factor discrete markets
Discrete Itô formula, Finite difference scheme, Discrete-time multi-asset market, Primary 91B28, Secondary 60G50, 65C20, 60F99,
Jirô Akahori
core +1 more source
Renewal Processes of Mittag-Leffler and Wright Type [PDF]
2000 MSC: 26A33, 33E12, 33E20, 44A10, 44A35, 60G50, 60J05, 60K05.After sketching the basic principles of renewal theory we discuss the classical Poisson process and offer two other processes, namely the renewal process of Mittag-Leffler type and the ...
Gorenflo, Rudolf +3 more
core
Time spent in a ball by a critical branching random walk
We study a critical branching random walk on Z d. We focus on the tail of the time spent in a ball, and our study, in dimension four and higher, sheds new light on the recent result of Angel, Hutchcroft and Jarai [AHJ21], in particular on the special ...
Schapira, Bruno, Asselah, Amine
core
Large deviations for heavy-tailed random sums in compound renewal
In the present paper we investigate the precise large deviations for heavy-tailed random sums. First, we obtain a result which improves the relative result in Kl uppelberg and Mikosch (J. Appl. Probab. 34 (1997) 293).
Tao Jiang +3 more
core
On the Local Time of Anisotropic Random Walk on Z2
We study the local time of the anisotropic random walk on the two-dimensional lattice Z2 , by establishing the exact asymptotic behavior of the N- step return probability to the origin.
Csáki, Endre, Földes, Antónia
core +1 more source
Monte Carlo Random Walk Simulations Based on Distributed Order Differential Equations with Applications to Cell Biology [PDF]
Mathematics Subject Classification: 65C05, 60G50, 39A10, 92C37In this paper the multi-dimensional Monte-Carlo random walk simulation models governed by distributed fractional order differential equations (DODEs) and multi-term fractional order ...
Steinberg, Stanly +2 more
core

