We prove that random walks in random environments, that are exponentially mixing in space and time, are almost surely diffusive, in the sense that their scaling limit is given by the Wiener measure.
In this paper we consider a stochastic process that may experience random reset events which bring suddenly the system to the starting value and analyze the relevant statistical magnitudes. We focus our attention on monotonous continuous-time random walks with a constant drift: the process increases between the reset events, either by the effect of the random jumps, or by the action of the deterministic drift. As a result of all these combined factors interesting properties emerge, like the existence|for any drift strength|of a stationary transition probability density function, or the faculty of the model to reproduce power-law-like behavior. General formulas for two extreme statistics, the survival probability and the mean exit time, are also derived. To corroborate in an independent way the results of the paper, Monte Carlo methods were used. These numerical estimations are in full agreement with the analytical predictions.
We consider infinite-dimensional diffusions where the interaction between the coordinates has a finite extent both in space and time. In particular, it is not supposed to be smooth or Markov. The initial state of the system is Gibbs, given by a strong summable interaction. If the strongness of this initial interaction is lower than a suitable level, and if the dynamical interaction is bounded from above in a right way, we prove that the law of the diffusion at any time t is a Gibbs measure with absolutely summable interaction. The main tool is a cluster expansion in space uniformly in time of the Girsanov factor coming from the dynamics and exponential ergodicity of the free dynamics to an equilibrium product measure.
We discuss properties of dipolar SLE(k) under conditioning. We show that k=2, which describes continuum limits of loop erased random walks, is characterized as being the only value of k such that dipolar SLE conditioned to stop on an interval coincides with dipolar SLE on that interval. We illustrate this property by computing a new bulk passage probability for SLE(2).
We construct concrete examples of time operators for both continuous and discrete-time homogeneous quantum walks, and we determine their deficiency indices and spectra. For a discrete-time quantum walk, the time operator can be self-adjoint if the time evolution operator has a non-zero winding number. In this case, its spectrum becomes a discrete set of real numbers.
Localization is a characteristic phenomenon of space-inhomogeneous quantum walks in one dimension, where particles remain localized at their initial position. Eigenvectors of time evolution operators are deeply related to the amount of trapping. In this paper, we introduce the analytical method for the eigenvalue problem using a transfer matrix to quantitatively evaluate localization by deriving the time-averaged limit distribution and reveal the condition of strong trapping.