منابع مشابه
On Dynamical Gaussian Random Walks
Motivated by the recent work of Benjamini, Häggström, Peres, and Steif (2003) on dynamical random walks, we: (i) Prove that, after a suitable normalization, the dynamical Gaussian walk converges weakly to the Ornstein–Uhlenbeck process in classical Wiener space; (ii) derive sharp tailasymptotics for the probabilities of large deviations of the said dynamical walk; and (iii) characterize (by way...
متن کاملGaussian Networks Generated by Random Walks
We propose a random walks based model to generate complex networks. Many authors studied and developed different methods and tools to analyze complex networks by random walk processes. Just to cite a few, random walks have been adopted to perform community detection, exploration tasks and to study temporal networks. Moreover, they have been used also to generate scale-free networks. In this wor...
متن کاملConditional persistence of Gaussian random walks
Let {Xn}n≥1 be a sequence of i.i.d. standard Gaussian random variables, let Sn = ∑n i=1 Xi be the Gaussian random walk, and let Tn = ∑n i=1 Si be the integrated (or iterated) Gaussian random walk. In this paper we derive the following upper and lower bounds for the conditional persistence: P { max 1≤k≤n Tk ≤ 0 ∣∣∣ Tn = 0, Sn = 0} . n, P { max 1≤k≤2n Tk ≤ 0 ∣∣∣ T2n = 0, S2n = 0} & n−1/2 logn , f...
متن کاملDynamical Localization of Random Quantum Walks on the Lattice
The denomination Quantum Walks (QW for short) covers several variants of the definition we provide below . Informally, a QW describes the discrete time quantum dynamics of a particle with internal degree of freedom, the quantum walker, on a lattice. This dynamics consists in making the walker jump between neighboring sites of the lattice. The Hilbert space of the particle is the tensor product ...
متن کاملGaussian fluctuations for random walks in random mixing environments
We consider a class of ballistic, multidimensional random walks in random environments where the environment satisfies appropriate mixing conditions. Continuing our previous work [2] for the law of large numbers, we prove here that the fluctuations are gaussian when the environment is Gibbsian satisfying the “strong mixing condition” of Dobrushin and Shlosman and the mixing rate is large enough...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: The Annals of Probability
سال: 2005
ISSN: 0091-1798
DOI: 10.1214/009117904000001044