Random Walk and the Theory of Brownian Motion
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- An explicit formula for singular values of the Sylvester-Kac matrix
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- First hitting place probabilities for a discrete version of the Ornstein-Uhlenbeck process
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- On the Approach to Statistical Equilibrium
- From stochastic processes to numerical methods: a new scheme for solving reaction subdiffusion fractional partial differential equations
- Limit theorems for projections of random walk on a hypersphere
- Fluctuations from the Nonequilibrium Steady State
- Another look at a matrix of Mark Kac
- Spectrum and eigenvectors for a class of tridiagonal matrices
- From the Ehrenfest model to time-fractional stochastic processes
- Bootstrap maximum likelihood for quasi-stationary distributions
- Implicit difference scheme of the space-time fractional advection diffusion equation
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- Generalization of the Ehrenfest Urn Model
- Ehrenfest model with large jumps in finance
- Elliptic Kac-Sylvester matrix from difference Lamé equation
- Critical population and error threshold on the sharp peak landscape for a Moran model
- Linear and nonlinear boundary crossing probabilities for Brownian motion and related processes
- Rates of convergence of some multivariate Markov chains with polynomial eigenfunctions
- A Monte Carlo method for solving the one-dimensional telegraph equations with boundary conditions
- Rates of convergence for lamplighter processes
- Quasi-stationary distributions for discrete-state models
- Probability modelling across the continents
- Chern-Simons theory, 2d Yang-Mills, and Lie algebra wanderers
- Inverses and spectral properties of Toeplitz matrices with singular symbol
- Poincaré Recurrences
- Random Flights on Regular Polytopes
- The mathematics of mixing things up
- Approximate unitary \(t\)-designs by short random quantum circuits using nearest-neighbor and long-range gates
- Krawtchouk polynomials, the Lie algebra \(\mathfrak{sl}_2\), and Leonard pairs
- Cayley continuants
- Gaussian-Markov Processes and a Boundary Value Problem
- A relativistically covariant random walk
- On certain aspects of a simple random walk with one random and one non-random absorbing barrier
- Integral representations for Markov transition probabilities
- Characteristic polynomial, determinant and inverse of a Fibonacci-Sylvester-Kac matrix
- From power laws to fractional diffusion processes with and without external forces, the non direct way
- Terminating distributed construction of shapes and patterns in a fair solution of automata
- Diffusion in a nonhomogeneous medium: quasi-random walk on a lattice
- Quick or cheap? Breaking points in dynamic markets
- Thermodynamics of small systems through a reversible and conservative discrete automaton
- Some tridiagonal determinants
- A basic model of mutations
- ON A GENERALIZED Q-URN MODEL
- High-dimensional graphs convolution for quantum walks photonic applications
- A four parameter extension to the Clement matrix and its role in numerical software testing
- Stochastic Equations for Nonequilibrium Processes
- The interesting spectral interlacing property for a certain tridiagonal matrix
- Creating order and ballot sequences
- A spectral decomposition for a simple mutation model
- Games for the two membranes problem
- The Ehrenfest model: A path-integral for spin.
- Time complexity analysis of randomized search heuristics for the dynamic graph coloring problem
- A Sylvester-Kac matrix type and the Laplacian controllability of half graphs
- Krawtchouk matrices, Feynman path integral and the split quaternions
- \(q\)-deformation of the Kac-Sylvester tridiagonal matrix
- A generating function approach to Markov chains undergoing binomial catastrophes
- A review of Brownian motion based solely on the Langevin equation with white noise
- Markov chains as models in statistical mechanics
- Quantum vs. classical algorithms for solving the heat equation
- Sylvester-Kac matrices with quadratic spectra: a comprehensive note
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