Results 1 to 10 of about 24,270 (194)

The Rates of Convergence for Functional Limit Theorems with Stable Subordinators and for CTRW Approximations to Fractional Evolutions

Fractal and Fractional, 2023
From the initial development of probability theory to the present days, the convergence of various discrete processes to simpler continuous distributions remains at the heart of stochastic analysis.
Vassili N. Kolokoltsov
doaj   +1 more source

Testing microscopic discretization [PDF]

, 2013
What can we say about the spectra of a collection of microscopic variables when only their coarse-grained sums are experimentally accessible? In this paper, using the tools and methodology from the study of quantum nonlocality, we develop a mathematical ...
Navascues, Miguel, Perez-Garcia, David, Villanueva, Ignacio   +2 more
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Empirical processes for recurrent and transient random walks in random scenery [PDF]

, 2019
In this paper, we are interested in the asymptotic behaviour of the sequence of processes $(W_n(s,t))_{s,t\in[0,1]}$ with \begin{equation*} W_n(s,t):=\sum_{k=1}^{\lfloor nt\rfloor}\big(1_{\{\xi_{S_k}\leq s\}}-s\big) \end{equation*} where $(\xi_x, x\in ...
Guillotin-Plantard, Nadine, Pene, Francoise, Wendler, Martin   +2 more
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Biased random walk on critical Galton-Watson trees conditioned to survive [PDF]

, 2012
We consider the biased random walk on a critical Galton-Watson tree conditioned to survive, and confirm that this model with trapping belongs to the same universality class as certain one-dimensional trapping models with slowly-varying tails.
Croydon, David A., Fribergh, Alexander, Kumagai, Takashi   +2 more
core   +3 more sources

Current fluctuations for independent random walks in multiple dimensions [PDF]

, 2010
Consider a system of particles evolving as independent and identically distributed (i.i.d.) random walks. Initial fluctuations in the particle density get translated over time with velocity $\vec{v}$, the common mean velocity of the random walks ...
Kumar, Rohini
core   +2 more sources

Diamond Aggregation

, 2009
Internal diffusion-limited aggregation is a growth model based on random walk in Z^d. We study how the shape of the aggregate depends on the law of the underlying walk, focusing on a family of walks in Z^2 for which the limiting shape is a diamond ...
Alon, Billingsley, Diaconis, Gravner, Janson, LIONEL LEVINE, WOUTER KAGER   +6 more
core   +4 more sources

Lattice worldline representation of correlators in a background field [PDF]

, 2015
We use a discrete worldline representation in order to study the continuum limit of the one-loop expectation value of dimension two and four local operators in a background field.
A Avila, A Tranberg, AA Norrie, Bin Wu, C Beguin, C Schubert, C Schubert, DR Hofstadter, F Gelis, F Gelis, FG Chmela, François Gelis, G Aarts, G Aarts, GH Wannier, GV Dunne, GV Dunne, H Gies, H Gies, H Gies, H Gies, H Gies, IS Gradshteyn, J Bellissard, J Berges, J Berges, J Berges, JA Mingo, K Fukushima, M Reuter, MG Schmidt, MG Schmidt, MG Schmidt, MJ Strassler, MP Lamoureux, PG Harper, PG Harper, RR Metsaev, S Capitani, S Mashkevich, SY Jitomirskaya, SY Khlebnikov, T Epelbaum, T Epelbaum, T Epelbaum, T Epelbaum, Thomas Epelbaum, Z Bern, Z Bern   +48 more
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Second and third orders asymptotic expansions for the distribution of particles in a branching random walk with a random environment in time

, 2016
Consider a branching random walk in which the offspring distribution and the moving law both depend on an independent and identically distributed random environment indexed by the time.For the normalised counting measure of the number of particles of ...
Gao, Zhi-Qiang, Liu, Quansheng
core   +3 more sources

Scaling limits of coupled continuous time random walks and residual order statistics through marked point processes

, 2012
A continuous time random walk (CTRW) is a random walk in which both spatial changes represented by jumps and waiting times between the jumps are random.
A. Barczyk, Barczyk, Becker-Kern, Becker-Kern, Bertoin, Chechkin, Feigin, Ferguson, Finkelstein, Gnedenko, Hahn, Janssen, Jara, Jurlewicz, Jurlewicz, Kallenberg, Klafter, Kotulski, Lehmann, LePage, LePage, Lindvall, Magdziarz, Mallor, Meerschaert, Meerschaert, Meerschaert, Metzler, Montroll, P. Kern, Resnick, Rosiński, Scheffler, Schumer, Shlesinger, Stanislavsky, Straka, Szczotka, Weron, Whitt   +39 more
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Some results and problems for anisotropic random walks on the plane [PDF]

, 2015
This is an expository paper on the asymptotic results concerning path behaviour of the anisotropic random walk on the two-dimensional square lattice Z^2.
C.C. Heyde, C.C. Heyde, D. Bertacchi, D. Bertacchi, D. Revuz, D.A. Darling, E. Csáki, E. Csáki, E. Csáki, E. Csáki, E. Csáki, E. Csáki, F. Hollander den, G.H. Weiss, J. Bertoin, J. Roerdink, K.E. Shuler, L. Horváth, M. Krishnapur, M. Westcott, P. Lévy, P. Nándori, P. Révész, V. Seshadri, V.V. Petrov, X. Chen   +25 more
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