Optimal stopping of a random length sequence of maxima over a random barrier
Z. Porosiński (1988)
Applicationes Mathematicae
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Displaying similar documents to “ Heisenberg chain and random walks.”
Optimal stopping of a random length sequence of maxima over a random barrier
On the zeroes of some random functions
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On coincidences in renewal streams
I. Kopocińska, B. Kopociński (1987)
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Random walk in random environment with asymptotically zero perturbation
M.V. Menshikov, Andrew R. Wade (2006)
Journal of the European Mathematical Society
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We give criteria for ergodicity, transience and null-recurrence for the random walk in random environment on , with reflection at the origin, where the random environment is subject to a vanishing perturbation. Our results complement existing criteria for random walks in random environments and for Markov chains with asymptotically zero drift, and are significantly different from the previously studied cases. Our method is based on a martingale technique—the method of Lyapunov functions. ...
On the distance random variable
G. Trybuś (1974)
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Random dynamics and its applications.
Kifer, Yuri (1998)
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W. Dziubdziela (1976)
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Strong disorder in semidirected random polymers
N. Zygouras (2013)
Annales de l'I.H.P. Probabilités et statistiques
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We consider a random walk in a random potential, which models a situation of a random polymer and we study the annealed and quenched costs to perform long crossings from a point to a hyperplane. These costs are measured by the so called Lyapounov norms. We identify situations where the point-to-hyperplane annealed and quenched Lyapounov norms are different. We also prove that in these cases the polymer path exhibits localization.
Some random coincidence and random fixed point theorems for hybrid contractions.
Mustafa, Ghulam, Nosh, Nusrat Anjum, Rashid, Abdur (2005)
Lobachevskii Journal of Mathematics
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Random Walks and Random Environments, Volume 1 : Random Walks - Barry D. Hughes.
A. Greven (1997)
Metrika
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On the probabilistic properties of the solution of random integral equations
Nguyen, Quy Hy, Nguyen, Ngoc Cuong (2015-12-08T12:59:38Z)
Acta Universitatis Lodziensis. Folia Mathematica
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Central limit theorems for the products of random matrices sampled by a random walk.
Duheille-Bienvenüe, Frédérique, Guillotin-Plantard, Nadine (2003)
Electronic Communications in Probability [electronic only]
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On the exact distributional asymptotics for the supremum of a random walk with increments in a class of light-tailed distribution.
Zachary, Stan, Foss, S.G. (2006)
Sibirskij Matematicheskij Zhurnal
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Limit theorems for randomly coarse grained continuous-time random walks
Agnieszka Jurlewicz
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Superdiffusivity for directed polymer in corelated random environment
Hubert Lacoin (2010)
Actes des rencontres du CIRM
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The directed polymer in random environment models the behavior of a polymer chain in a solution with impurities. It is a particular case of random walk in random environment. In dimensional environment is has been shown by Petermann that this random walk is superdiffusive. We show superdiffusivity properties are reinforced were there are long ranged correlation in the environment and that super diffusivity also occurs in higher dimensions.