Random walk with persistence

The exact analytic result is obtained for the Fourier transform of the generating functionF(R,s)= _n=0 s ⁿ P(R,n), whereP(R,n) is the probability density for the end-to-end distanceR inn steps of a random walk with persistence. The moments R ²(n), R ⁴(n), and R ⁶(n) are calculated and approximate results forP(R,n) and R ^–1(n) are given.     

On the spectrum of a random walk on the discrete Heisenberg group and the norm of Harper''s operator

Harper's operator is the self-adjoint operator on defined by

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. We first show that the determination of the spectrum of the transition operator on the Cayley graph of the discrete Heisenberg group in its standard presentation, is equivalent to the following upper bond on the norm of H_θ,: H_{θ,≤ 2(1 + √2 + cos(2πθ))}. We then prove this bound by reducing it to a problem on periodic Jacobi matrices, viewing H_θ, as the image of H_θ = U_θ + _θ^* + V_θ + V_θ^* in a suitable representation of the rotation algebra A_θ. We also use powers of H_θ to obtain various upper and lower bounds on H_θ = maxH_θ,. We show that “Fourier coefficients” of H_θ^k in A_θ have a combinatorial interpretation in terms of paths in the square lattice ². This allows us to give some applications to asymptotics of lattice paths combinatorics.     

Random walk in a random medium in one dimension

Applying scaling and universality arguments, the long-time behavior of the probability distribution for a random walk in a one-dimensional random medium satisfying Sinai's constraint is obtained analytically. The convergence to this asymptotic limit and the fluctuations of this distribution are evaluated by solving numerically the stochastic equations for this walk.     

Random walk of dislocations following a high-velocity impact

The permanent distortion of an elastic material due to a shock wave generated by a high-velocity impact is modeled by a random walk of dislocations. The dislocation movement is inhibited by a spatial and energetic distribution of activation barriers. The dislocations also experience a radially outward stress bias from the point of impact. The experimentally observed scaling of the total integrated momentum as well as the scaling with time of the penetration distance and strength of the shock wave are obtained in this model.Presented at the Symposium on Random Walks, Gaithersburg, MD, June 1982.Research supported by Defense Advanced Research Projects Agency.     

Random walk on distant mesh points Monte Carlo methods

A new technique for obtaining Monte Carlo algorithms based on the Markov chains with a finite number of states is suggested. Instead of the classical random walk on neighboring mesh points, a general way of constructing Monte Carlo algorithms that could be called random walk on distant mesh points is considered. It is applied to solve boundary value problems. The numerical examples indicate that the new methods are less laborious and therefore more efficient.In conclusion, we mention that all Monte Carlo algorithms are parallel and could be easily realized on parallel computers.     

光纤陀螺随机游走分析方法研究

 光纤陀螺测试中,随机游走系数的分析对陀螺整体性能的评价起着很重要的作用。分别介绍了分析光纤陀螺随机游走噪声的两种方法：Allan方差法和改进的Allan方差法。分别应用这两种方法,在对某型光纤陀螺(FOG)实测静态数据计算的基础上进一步分析了该光纤陀螺中的噪声分量,并对分析结果进行比较。最终计算结果表明：在增加计算时间为代价的前提下,改进Allan方差法能方便地区别出各种噪声,并明显提高了光纤陀螺各随机噪声游走系数的计算精度。     

Random walk versus random line

We consider random walks X_n in Z₊, obeying a detailed balance condition, with a weak drift towards the origin when X_n↗∞. We reconsider the equivalence in law between a random walk bridge and a 1+1 dimensional Solid-On-Solid bridge with a corresponding Hamiltonian. Phase diagrams are discussed in terms of recurrence versus wetting. A drift of the random walk yields a Solid-On-Solid potential with an attractive well at the origin and a repulsive tail at infinity, showing complete wetting for δ≤1 and critical partial wetting for δ>1.     

一种基于随机行走和策略连接的网络演化模型

本文提出了一个基于随机行走和策略选择的复杂网络局域演化模型RAPA. 新节点加入系统不需要全局知识,而是通过随机行走构造局域世界;然后依据概率采用随机连接,"扶贫"连接或"亲富"连接策略,从局域世界中选择节点增加连接边;最终自组织演化具有幂律特点的复杂网络. 初步的解析计算和仿真实验都表明,RAPA模型不仅重现了具有小世界特性、整体上的无标度特性,还可以演化出小变量饱和以及指数截断等现象,同时也具有明显的聚类特性,并能够构造出同配或异配等不同混合模式的网络. 关键词： 复杂网络 模型 随机行走 策略连接     

Thermodynamic properties of a diluted Heisenberg ferromagnet with interaction anisotropy—Magnetocaloric point of view

The thermodynamics of a site-diluted ferromagnetic Heisenberg model for spin S=1/2 with interaction anisotropy in spin space is investigated. The study is aimed at presenting the magnetocaloric properties of such a model, including the entropy and temperature changes in magnetization/demagnetization processes, generalized Grüneisen ratio as well as the quantities characterizing the efficiency of magnetic cooling cycles. The results are obtained using pair approximation (PA) method and extensively compared with the molecular field approximation (MFA) calculations. The importance of interaction anisotropy and site-dilution is discussed. The inadequacy of the MFA approach (even on the qualitative level) is found for selected quantities, while PA provides the results which are consistent with the experimentally observed behavior.     

Random field effects on the anisotropic quantum Heisenberg model with Gaussian random magnetic field distribution

The effect of a zero-centered Gaussian random magnetic field distribution on the phase transition properties of the anisotropic quantum Heisenberg model has been investigated on a honeycomb lattice within the framework of effective field theory (EFT) for a two-spin cluster (which is abbreviated as EFT-2). Particular attention has been devoted to investigation of the effect of the anisotropy in the exchange interaction on a system with Gaussian random magnetic field distribution. The variation of the critical temperature with the randomness parameter (i.e., the width of the distribution) has been obtained for several anisotropy parameters. Critical Gaussian distribution width values, which make the critical temperature zero, have been obtained. Moreover, it has been concluded that all critical temperatures are of second order, and that reentrant behavior does not exist in the phase diagrams.     

Random walk in random environment: A counterexample without potential

We describe a family of random walks in random environment which have exponentially decaying correlations, nearest neighbor transition probabilities which are bounded away from 0, and are subdiffusive in any dimensiond<. The random environments have no potential ind>1.     

Two-state random walk model of lattice diffusion. 1. Self-correlation function

Diffusion with interruptions (arising from localized oscillations, or traps, or mixing between jump diffusion and fluid-like diffusion, etc.) is a very general phenomenon. Its manifestations range from superionic conductance to the behaviour of hydrogen in metals. Based on a continuous-time random walk approach, we present a comprehensive two-state random walk model for the diffusion of a particle on a lattice, incorporating arbitrary holding-time distributions for both localized residence at the sites and inter-site flights, and also the correct first-waiting-time distributions. A synthesis is thus achieved of the two extremes of jump diffusion (zero flight time) and fluid-like diffusion (zero residence time). Various earlier models emerge as special cases of our theory. Among the noteworthy results obtained are: closed-form solutions (ind dimensions, and with arbitrary directional bias) for temporally uncorrelated jump diffusion and for the ‘fluid diffusion’ counterpart; a compact, general formula for the mean square displacement; the effects of a continuous spectrum of time scales in the holding-time distributions, etc. The dynamic mobility and the structure factor for ‘oscillatory diffusion’ are taken up in part 2.     

Random walk representations and the mayer expansion in theN-vector model

We consider a random walk representation of non-abelian statistical models, and apply it to represent the free energy in terms of the correlation functions of random walks. This enables us to find an analytic region of the free energy with respect to the inverse temperature. This method can be applied to the block spin transformations.Dedicated to Huzihiro Araki     

Random walk in an inhomogeneous medium with local impurities

In spite of Sinai's result that the decay of the velocity autocorrelation function for a random walk on ^d (d=2) can drastically change if local impurities are present, it is shown that local impurities can not abolish weak convergence to the Brownian motion if d2.     

Path Integral Approach of Quantum Heisenberg Planar Spin Glass Model in the Presencesof Random Field

A quantum version of the site-random Heisenberg planar XY model in a random field is presented in the boson representation. Like classical spherical model in the spin space, the model can be solved exactly within the coherent state path integral-representation. The phase diagram is obtained, and the effects of the randomness and quantum fluctuations on the onset of a spin glass phase are discussed.     

Solution of the persistent, biased random walk

The solution of the one-dimensional persistent, biased random walk is found. Its finite differences equation is derived and shown to be satisfied by the said solution.     

Uniform convergence of the free energy of the classical Heisenberg model to that of the gaussian model

We show that the free energy of the classical Heisenberg model converges to the free energy of the Gaussian in the low-temperature limit. The limit is uniform as the field is taken to zero.     

Critical temperature studies of the anisotropic bilayer and multilayer Heisenberg ferromagnets in Pair Approximation

The Pair Approximation method is applied to studies of the bilayer and multilayer magnetic systems with simple cubic structure. The method allows to take into account quantum effects related to non-Ising couplings. The paper adopts the anisotropic Heisenberg model for spin S=1/2 and considers phase transition temperatures as a function of the strength of exchange integrals in line with the role of intra- and interplanar anisotropic interactions in the onset of low-dimensional magnetism. The compensation effect for the Curie temperature is found for asymmetric interactions within the neighbouring planes of the bilayer system. The paper predicts the saturation of the Curie temperature for strong interplanar interactions. However, such an effect for the multilayer system occurs only when the interplanar interactions are purely of isotropic character.     

Bipartite entanglement in spin-1/2 Heisenberg model

The bipartite entanglement of the two- and three-spin Heisenberg model was investigated by using the concept of negativity. It is found that for the ground-state entanglement of the two-spin model, the negativity always decreases as B increases if Δ<γ－1, and it may keep a steady value of 0.5 in the region of B2－γ²]^1/2 if Δ>γ－1, while for that of the three-spin model, the negativity exhibits square wave structures if γ=0 or Δ=0. For thermal states, there are two areas showing entanglement, namely, the main region and the sub-region. The main region exists only when Δ>Δ_c (Δ_c=γ－1 and (γ²－1)/2 for the 2- and 3-spin model respectively) and extends in terms of B and T as Δ increases, while the sub-region survives only when γ≠0 and shrinks in terms of B and T as Δ increases.     

One-dimensional random walk with self-interaction

A standard random walk on a one-dimensional integer lattice is considered where the probability ofk self-intersections of a path =(0, (1),..., (n) is proportional toe ^–k . It is proven that for <0,n ^–1/3(n) converges to a certain continuous random variable. For >0 the formulas are given for the asymptotic Westerwater velocity of a generic path and for the variance of the fluctuations about the asymptotic motion.