scholarly journals Area of Brownian Motion with Generatingfunctionology

2003 ◽  
Vol DMTCS Proceedings vol. AC,... (Proceedings) ◽  
Author(s):  
Michel Nguyên Thê
Keyword(s):  
Brownian Motion ◽  
Random Walks ◽  
Generating Functions ◽  
Limit Distributions ◽  
Dyck Paths ◽  
Different Types ◽  
International Audience

International audience This paper gives a survey of the limit distributions of the areas of different types of random walks, namely Dyck paths, bilateral Dyck paths, meanders, and Bernoulli random walks, using the technology of generating functions only.

scholarly journals Discrete Random Walks on One-Sided ``Periodic'' Graphs

2003 ◽  
Vol DMTCS Proceedings vol. AC,... (Proceedings) ◽  
Author(s):  
Michael Drmota
Keyword(s):  
Brownian Motion ◽  
Random Walk ◽  
Random Walks ◽  
Generating Functions ◽  
Connected Graph ◽  
Infinite Graphs ◽  
Reflected Brownian Motion ◽  
Strongly Connected ◽  
International Audience ◽  
Null Recurrence

International audience In this paper we consider discrete random walks on infinite graphs that are generated by copying and shifting one finite (strongly connected) graph into one direction and connecting successive copies always in the same way. With help of generating functions it is shown that there are only three types for the asymptotic behaviour of the random walk. It either converges to the stationary distribution or it can be approximated in terms of a reflected Brownian motion or by a Brownian motion. In terms of Markov chains these cases correspond to positive recurrence, to null recurrence, and to non recurrence.

scholarly journals The location of the first maximum in the first sojourn of a Dyck path

2008 ◽  
Vol Vol. 10 no. 3 (Analysis of Algorithms) ◽  
Author(s):  
Helmut Prodinger
Keyword(s):  
Random Walks ◽  
Generating Functions ◽  
Analysis Of Algorithms ◽  
Dyck Path ◽  
Dyck Paths ◽  
Asymptotic Expressions ◽  
International Audience

Analysis of Algorithms International audience For Dyck paths (nonnegative symmetric) random walks, the location of the first maximum within the first sojourn is studied. Generating functions and explicit resp. asymptotic expressions for the average are derived. Related parameters are also discussed.

scholarly journals Minimal and maximal plateau lengths in Motzkin paths

2007 ◽  
Vol DMTCS Proceedings vol. AH,... (Proceedings) ◽  
Author(s):  
Helmut Prodinger ◽  
Stephan Wagner
Keyword(s):  
Generating Functions ◽  
Gumbel Distribution ◽  
Minimal Length ◽  
Analytic Method ◽  
Horizontal Segment ◽  
Motzkin Path ◽  
Dyck Paths ◽  
Substitution Process ◽  
International Audience ◽  
Motzkin Paths

International audience The minimal length of a plateau (a sequence of horizontal steps, preceded by an up- and followed by a down-step) in a Motzkin path is known to be of interest in the study of secondary structures which in turn appear in mathematical biology. We will treat this and the related parameters <i> maximal plateau length, horizontal segment </i>and <i>maximal horizontal segment </i>as well as some similar parameters in unary-binary trees by a pure generating functions approach―-Motzkin paths are derived from Dyck paths by a substitution process. Furthermore, we provide a pretty general analytic method to obtain means and limiting distributions for these parameters. It turns out that the maximal plateau and the maximal horizontal segment follow a Gumbel distribution.

scholarly journals Quantum random walks in one dimension via generating functions

2007 ◽  
Vol DMTCS Proceedings vol. AH,... (Proceedings) ◽  
Author(s):  
Andrew Bressler ◽  
Robin Pemantle
Keyword(s):  
Random Walks ◽  
Generating Functions ◽  
Nearest Neighbor ◽  
Function Analysis ◽  
One Dimension ◽  
Quantum Random Walks ◽  
Linear Speed ◽  
One Dimensional ◽  
Asymptotic Term ◽  
International Audience

International audience We analyze nearest neighbor one-dimensional quantum random walks with arbitrary unitary coin-flip matrices. Using a multivariate generating function analysis we give a simplified proof of a known phenomenon, namely that the walk has linear speed rather than the diffusive behavior observed in classical random walks. We also obtain exact formulae for the leading asymptotic term of the wave function and the location probabilities.

scholarly journals Branching processes in random environment die slowly

2008 ◽  
Vol DMTCS Proceedings vol. AI,... (Proceedings) ◽  
Author(s):  
Vladimir Vatutin ◽  
Andreas Kyprianou
Keyword(s):  
Random Walk ◽  
Random Environment ◽  
Generating Functions ◽  
Limit Theorems ◽  
Branching Process ◽  
Branching Processes ◽  
Limit Distributions ◽  
Conditional Limit Theorems ◽  
International Audience ◽  
Conditional Limit

International audience Let $Z_n,n=0,1,\ldots,$ be a branching process evolving in the random environment generated by a sequence of iid generating functions $f_0(s),f_1(s),\ldots,$ and let $S_0=0$, $S_k=X_1+ \ldots +X_k,k \geq 1$, be the associated random walk with $X_i=\log f_{i-1}^{\prime}(1), \tau (m,n)$ be the left-most point of minimum of $\{S_k,k \geq 0 \}$ on the interval $[m,n]$, and $T=\min \{ k:Z_k=0\}$. Assuming that the associated random walk satisfies the Doney condition $P(S_n > 0) \to \rho \in (0,1), n \to \infty$, we prove (under the quenched approach) conditional limit theorems, as $n \to \infty$, for the distribution of $Z_{nt}, Z_{\tau (0,nt)}$, and $Z_{\tau (nt,n)}, t \in (0,1)$, given $T=n$. It is shown that the form of the limit distributions essentially depends on the location of $\tau (0,n)$ with respect to the point $nt$.

scholarly journals The sandpile model, polyominoes, and a $q,t$-Narayana polynomial

2012 ◽  
Vol DMTCS Proceedings vol. AR,... (Proceedings) ◽  
Author(s):  
Mark Dukes ◽  
Yvan Le Borgne
Keyword(s):  
Generating Functions ◽  
Complete Bipartite Graph ◽  
Combinatorial Structures ◽  
Set Partitions ◽  
Sandpile Model ◽  
Combinatorial Objects ◽  
Dyck Paths ◽  
Special Cases ◽  
Nous Montrons ◽  
International Audience

International audience We give a polyomino characterisation of recurrent configurations of the sandpile model on the complete bipartite graph $K_{m,n}$ in which one designated vertex is the sink. We present a bijection from these recurrent configurations to decorated parallelogram polyominoes whose bounding box is a $m×n$ rectangle. Other combinatorial structures appear in special cases of this correspondence: for example bicomposition matrices (a matrix analogue of set partitions), and (2+2)-free posets. A canonical toppling process for recurrent configurations gives rise to a path within the associated parallelogram polyominoes. We define a collection of polynomials that we call $q,t$-Narayana polynomials, the generating functions of the bistatistic $(\mathsf{area ,parabounce} )$ on the set of parallelogram polyominoes, akin to Haglund's $(\mathsf{area ,hagbounce} )$ bistatistic on Dyck paths. In doing so, we have extended a bistatistic of Egge et al. to the set of parallelogram polyominoes. This is one answer to their question concerning extensions to other combinatorial objects. We conjecture the $q,t$-Narayana polynomials to be symmetric and discuss the proofs for numerous special cases. We also show a relationship between the $q,t$-Catalan polynomials and our bistatistic $(\mathsf{area ,parabounce}) $on a subset of parallelogram polyominoes. Pour le modèle du tas de sable sur un graphe $K_m,n$ biparti complet, on donne une description des configurations rècurrentes à l'aide d'une bijection avec des polyominos parallèlogrammes dècorès de rectangle englobant $m×n$. D'autres classes combinatoires apparaissent comme des cas particuliers de cette construction: par exemple les matrices de bicomposition et les ordres partiels évitant le motif (2+2). Un processus d'éboulement canonique des configurations récurrentes se traduit par un chemin bondissant dans le polyomino parallèlogramme associè. Nous définissons une famille de polynômes, baptisée de $q,t$-Narayana, à travers la distribution d'une paire de statistique $(\mathsf{aire, poidscheminbondissant})$ sur les polyominos parallélogrammes similaire à celle de Haglund définissant les polynômes de $q,t$-Catalan sur les chemins de Dyck. Ainsi nous étendons une paire de statistique de Egge et d'autres à l'ensemble des polynominos parallélogrammes. Cela répond à l'une de leur question sur des généralistations à d'autres objets combinatoires. Nous conjecturons que les polynômes de $q,t$-Narayana sont symétriques et discutons des preuves de plusieurs cas particuliers. Nous montrons ègalement une relation avec les polynômes de $q,t$-Catalan en restreignant notre paire de statistique à un sous-ensemble des polyominos parallélogrammes.

scholarly journals Constructing a sequence of random walks strongly converging to Brownian motion

2003 ◽  
Vol DMTCS Proceedings vol. AC,... (Proceedings) ◽  
Author(s):  
Philippe Marchal
Keyword(s):  
Brownian Motion ◽  
Random Walk ◽  
Random Walks ◽  
Simple Random Walk ◽  
International Audience

International audience We give an algorithm which constructs recursively a sequence of simple random walks on $\mathbb{Z}$ converging almost surely to a Brownian motion. One obtains by the same method conditional versions of the simple random walk converging to the excursion, the bridge, the meander or the normalized pseudobridge.

scholarly journals Probabilistic Analysis of Carlitz Compositions

2002 ◽  
Vol Vol. 5 ◽  
Author(s):  
Guy Louchard ◽  
Helmut Prodinger
Keyword(s):  
Brownian Motion ◽  
Markov Chain ◽  
Probabilistic Analysis ◽  
Generating Functions ◽  
Limit Theorems ◽  
Discrete Distributions ◽  
Large Integer ◽  
Stochastic Description ◽  
International Audience

International audience Using generating functions and limit theorems, we obtain a stochastic description of Carlitz compositions of large integer n (i.e. compositions two successive parts of which are different). We analyze: the number M of parts, the number of compositions T(m,n) with m parts, the distribution of the last part size, the correlation between two successive parts, leading to a Markov chain. We describe also the associated processes and the limiting trajectories, the width and thickness of a composition. We finally present a typical simulation. The limiting processes are characterized by Brownian Motion and some discrete distributions.

scholarly journals Geodesic Random Walks, Diffusion Processes and Brownian Motion on Finsler Manifolds

2021 ◽  
Author(s):  
Tianyu Ma ◽  
Vladimir S. Matveev ◽  
Ilya Pavlyukevich
Keyword(s):  
Brownian Motion ◽  
Diffusion Process ◽  
Random Walks ◽  
Diffusion Processes ◽  
Riemannian Metric ◽  
Finsler Manifold ◽  
Finsler Manifolds ◽  
Bounded Geometry ◽  
And Brownian Motion

AbstractWe show that geodesic random walks on a complete Finsler manifold of bounded geometry converge to a diffusion process which is, up to a drift, the Brownian motion corresponding to a Riemannian metric.

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