Dams with additive inputs revisited

1977 ◽  
Vol 14 (2) ◽  
pp. 367-374 ◽  
Author(s):  
P. A. Pegg ◽  
R. M. Phatarfod

In this paper we consider a finite dam with unit release. Ratio identities are derived for the various random walks involved, and from them are derived the p.g.f. of the time of first emptiness with and without overflow and the complete time-dependent distribution of the dam content.

1977 ◽  
Vol 14 (02) ◽  
pp. 367-374 ◽  
Author(s):  
P. A. Pegg ◽  
R. M. Phatarfod

In this paper we consider a finite dam with unit release. Ratio identities are derived for the various random walks involved, and from them are derived the p.g.f. of the time of first emptiness with and without overflow and the complete time-dependent distribution of the dam content.


Author(s):  
Jean-Dominique Deuschel ◽  
Xiaoqin Guo

AbstractWe prove a quenched local central limit theorem for continuous-time random walks in $${\mathbb {Z}}^d, d\ge 2$$ Z d , d ≥ 2 , in a uniformly-elliptic time-dependent balanced random environment which is ergodic under space-time shifts. We also obtain Gaussian upper and lower bounds for quenched and (positive and negative) moment estimates of the transition probabilities and asymptotics of the discrete Green’s function.


2013 ◽  
Vol 88 (2) ◽  
Author(s):  
C. N. Angstmann ◽  
I. C. Donnelly ◽  
B. I. Henry ◽  
T. A. M. Langlands

1970 ◽  
Vol 7 (02) ◽  
pp. 291-303 ◽  
Author(s):  
M.S. Ali Khan

This paper considers a finite dam fed by inputs forming a Markov chain. Relations for the probability of first emptiness before overflow and with overflow are obtained and their probability generating functions are derived; expressions are obtained in the case of a three state transition probability matrix. An equation for the probability that the dam ever dries up before overflow is derived and it is shown that the ratio of these probabilities is independent of the size of the dam. A time dependent formula for the probability distribution of the dam content is also obtained.


2021 ◽  
Author(s):  
Matheus Guedes de Andrade ◽  
Franklin De Lima Marquezino ◽  
Daniel Ratton Figueiredo

Quantum walks on graphs are ubiquitous in quantum computing finding a myriad of applications. Likewise, random walks on graphs are a fundamental building block for a large number of algorithms with diverse applications. While the relationship between quantum and random walks has been recently discussed in specific scenarios, this work establishes a formal equivalence between the two processes on arbitrary finite graphs and general conditions for shift and coin operators. It requires empowering random walks with time heterogeneity, where the transition probability of the walker is non-uniform and time dependent. The equivalence is obtained by equating the probability of measuring the quantum walk on a given node of the graph and the probability that the random walk is at that same node, for all nodes and time steps. The first result establishes procedure for a stochastic matrix sequence to induce a random walk that yields the exact same vertex probability distribution sequence of any given quantum walk, including the scenario with multiple interfering walkers. The second result establishes a similar procedure in the opposite direction. Given any random walk, a time-dependent quantum walk with the exact same vertex probability distribution is constructed. Interestingly, the matrices constructed by the first procedure allows for a different simulation approach for quantum walks where node samples respect neighbor locality and convergence is guaranteed by the law of large numbers, enabling efficient (polynomial-time) sampling of quantum graph trajectories. Furthermore, the complexity of constructing this sequence of matrices is discussed in the general case.


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