Random Walk and the Theory of Brownian Motion

Cited In (only showing first 100 items - show all)

Gaussian-Markov Processes and a Boundary Value Problem
The mathematics of mixing things up
A non-local random walk on the hypercube
Bootstrap maximum likelihood for quasi-stationary distributions
Numeric solution of advection–diffusion equations by a discrete time random walk scheme
Tipping points in 1-dimensional Schelling models with switching agents
To the Latimer-Macduffee theorem and beyond!
Limit theorems for projections of random walk on a hypersphere
Schrödinger's tridiagonal matrix
Spectrum and eigenvectors for a class of tridiagonal matrices
Critical population and error threshold on the sharp peak landscape for a Moran model
A game theoretical approach for a nonlinear system driven by elliptic operators
Generalization of the Ehrenfest Urn Model
Joint Statistics of Random Walk on ${Z^1}$ and Accumulation of Visits
Critical branching random walks with small drift
Two-level diffusion, random walk and uniqueness
First hitting place probabilities for a discrete version of the Ornstein-Uhlenbeck process
The distribution of surviving blocks of an ancestral genome
A short note on the determinant of a Sylvester-Kac type matrix
On nonlinear and nonextensive diffusion and the second law of thermodynamics
Linear and Nonlinear Boundary Crossing Probabilities for Brownian Motion and Related Processes
A game theoretical approximation for solutions to nonlinear systems with obstacle-type equations
Saturated chains of subsets and a random walk
On times to quasi-stationarity for birth and death processes
Implicit difference scheme of the space-time fractional advection diffusion equation
A Monte Carlo method for solving the one-dimensional telegraph equations with boundary conditions
The eigenpairs of a Sylvester-Kac type matrix associated with a simple model for one-dimensional deposition and evaporation
Large deviation principle for the maximal positions in critical branching random walks with small drifts
Stability of constant-amplitude motions in slow-fluctuation approximation
From stochastic processes to numerical methods: a new scheme for solving reaction subdiffusion fractional partial differential equations
Rates of convergence for lamplighter processes
Poincaré Recurrences
Random walks and hyperplane arrangements
The Maximum of a Symmetric Next Neighbor Walk on the Nonnegative Integers
Nichtnegativitäts- und substanzverhaltende Differenzenschemata für lineare Diffusionsgleichungen
Fluctuations from the Nonequilibrium Steady State
The Ornstein-Uhlenbeck process as a model for neuronal activity. I. Mean and variance of the firing time
Spectral analysis of finite Markov chains with spherical symmetries
From the Ehrenfest model to time-fractional stochastic processes
Über das Ehrenfestsche Modell der Wärmeübertragung
Inverses and spectral properties of Toeplitz matrices with singular symbol
Cumulative Bernoulli trials and Krawtchouk processes
Monte Carlo simulation of diffusion in a spatially nonhomogeneous medium: A biased random walk on an asymmetrical lattice
Rates of convergence of some multivariate Markov chains with polynomial eigenfunctions
First return probabilities of birth and death chains and associated orthogonal polynomials
Two stochastic models of a random walk in the $\mathrm U(n)$-spherical duals of $U(n+1)$
Quasi-stationary distributions for discrete-state models
Chern-Simons theory, 2d Yang-Mills, and Lie algebra wanderers
Random Flights on Regular Polytopes
Tridiagonal test matrices for eigenvalue computations: two-parameter extensions of the Clement matrix
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
Some problems concerning the structure of random walk paths
Models and the dynamics of theory-building in physics. II: Case studies
Ehrenfest model with large jumps in finance
Another look at a matrix of Mark Kac
Probability modelling across the continents
An explicit formula for singular values of the Sylvester-Kac matrix
Doubling (dual) Hahn polynomials: classification and applications
Elliptic Kac-Sylvester matrix from difference Lamé equation
Distributions, continued fractions, and the Ehrenfest urn model
On the Approach to Statistical Equilibrium
Thermodynamic Analysis of Inhomogeneous Random Walks: Localization and Phase Transitions
Cayley continuants
Stochastic processes and special functions: On the probabilistic origin of some positive kernels associate with classical orthogonal polynomials
Modelling of drug receptor interaction with birth and death processes
On an urn problem of Paul and Tatiana Ehrenfest
Composition Markov chains of multinomial type
Random walk, Rayleigh-Kac' scheme and diffusion equation
A continuous-time Ehrenfest model with catastrophes and its jump-diffusion approximation
The Differential Equations of Birth-and-Death Processes, and the Stieltjes Moment Problem
Quick or cheap? Breaking points in dynamic markets
A Review of Brownian Motion Based Solely on the Langevin Equation with White Noise
Title not available (Why is that?)
Large deviations of a long-time average in the Ehrenfest urn model
On certain aspects of a simple random walk with one random and one non-random absorbing barrier
Diffusion in a nonhomogeneous medium: quasi-random walk on a lattice
A four parameter extension to the Clement matrix and its role in numerical software testing
Characteristic polynomial, determinant and inverse of a Fibonacci-Sylvester-Kac matrix
Time complexity analysis of randomized search heuristics for the dynamic graph coloring problem
$q$-Deformation of the Kac-Sylvester tridiagonal matrix
Integral representations for Markov transition probabilities
A spectral decomposition for a simple mutation model
A new type of Sylvester–Kac matrix and its spectrum
A generating function approach to Markov chains undergoing binomial catastrophes
Terminating distributed construction of shapes and patterns in a fair solution of automata
Markov chains as models in statistical mechanics
Sylvester-Kac matrices with quadratic spectra: a comprehensive note
Games for the two membranes problem
Stochastic Equations for Nonequilibrium Processes
Quantum vs. classical algorithms for solving the heat equation
A $q$-analog of the adjacency matrix of the $n$-cube
Title not available (Why is that?)
A game theoretical approximation for a parabolic/elliptic system with different operators
Umbral operators for Cayley and Sylvester continuants
A basic model of mutations
From power laws to fractional diffusion processes with and without external forces, the non direct way
Creating Order and Ballot Sequences
ON A GENERALIZED Q-URN MODEL
A relativistically covariant random walk

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