In this paper,large deviations principle(LDP)and moderate deviations principle(MDP)of record numbers in random walks are studied under certain conditions.The results show that the rate functions of LDP and MDP are dif...In this paper,large deviations principle(LDP)and moderate deviations principle(MDP)of record numbers in random walks are studied under certain conditions.The results show that the rate functions of LDP and MDP are different from those of weak record numbers,which are interesting complements of the conclusions by Li and Yao[1].展开更多
Missiles provide long-range precision strike capabilities and have become a cornerstone of modern warfare.The contrail clouds formed by missile during their active flight phase present significant chal-lenges to high-...Missiles provide long-range precision strike capabilities and have become a cornerstone of modern warfare.The contrail clouds formed by missile during their active flight phase present significant chal-lenges to high-altitude environmental observation and target detection and tracking.Existing studies primarily focus on specific airspace regions,leaving critical gaps in understanding the effects of long dispersion times,wide altitude ranges,and variable atmospheric conditions on missile contrail clouds.To address these gaps,this article develops a numerical method based on the Lagrangian random walk model,which incorporates various velocity variation terms,including particle velocity caused by the difference of wind field,by the thermal motion of local gas molecules and by random collisions between contrail cloud particles to capture the influence of environmental wind fields,atmospheric conditions,and particle concentrations on the motion of contrail cloud particles.A general coordinate system aligned with the missile's flight trajectory is employed to represent particle distribution characteristics.The proposed method is in good agreement with the conducted experiments as well as with the available numerical simulations.The results demonstrate that the proposed model effectively simulates the dispersion state of contrail clouds,accurately reflecting the impact of large-scale wind field variations and altitude changes with high computational efficiency.Additionally,simulation results indicate that the increased distance between gas molecules in rarefied environments facilitates enhanced particle dispersion,while larger particles exhibit a faster dispersion rate due to their greater mass.展开更多
The successful application of perimeter control of urban traffic system strongly depends on the macroscopic fundamental diagram of the targeted region.Despite intensive studies on the partitioning of urban road networ...The successful application of perimeter control of urban traffic system strongly depends on the macroscopic fundamental diagram of the targeted region.Despite intensive studies on the partitioning of urban road networks,the dynamic partitioning of urban regions reflecting the propagation of congestion remains an open question.This paper proposes to partition the network into homogeneous sub-regions based on random walk algorithm.Starting from selected random walkers,the road network is partitioned from the early morning when congestion emerges.A modified Akaike information criterion is defined to find the optimal number of partitions.Region boundary adjustment algorithms are adopted to optimize the partitioning results to further ensure the correlation of partitions.The traffic data of Melbourne city are used to verify the effectiveness of the proposed partitioning method.展开更多
Quantum algorithms have demonstrated provable speedups over classical counterparts,yet establishing a comprehensive theoretical framework to understand the quantum advantage remains a core challenge.In this work,we de...Quantum algorithms have demonstrated provable speedups over classical counterparts,yet establishing a comprehensive theoretical framework to understand the quantum advantage remains a core challenge.In this work,we decode the quantum search advantage by investigating the critical role of quantum state properties in random-walk-based algorithms.We propose three distinct variants of quantum random-walk search algorithms and derive exact analytical expressions for their success probabilities.These probabilities are fundamentally determined by specific initial state properties:the coherence fraction governs the first algorithm’s performance,while entanglement and coherence dominate the outcomes of the second and third algorithms,respectively.We show that increased coherence fraction enhances success probability,but greater entanglement and coherence reduce it in the latter two cases.These findings reveal fundamental insights into harnessing quantum properties for advantage and guide algorithm design.Our searches achieve Grover-like speedups and show significant potential for quantum-enhanced machine learning.展开更多
In this paper we define direct product of graphs and give a recipe for obtaining probability of observing particle on vertices in the continuous-time classical and quantum random walk. In the recipe, the probability o...In this paper we define direct product of graphs and give a recipe for obtaining probability of observing particle on vertices in the continuous-time classical and quantum random walk. In the recipe, the probability of observing particle on direct product of graph is obtained by multiplication of probability on the corresponding to sub-graphs, where this method is useful to determining probability of walk on compficated graphs. Using this method, we calculate the probability of Continuous-time classical and quantum random walks on many of finite direct product Cayley graphs （complete cycle, complete Kn, charter and n-cube）. Also, we inquire that the classical state the stationary uniform distribution is reached as t→∞ but for quantum state is not always satisfied.展开更多
Based on the random walk and the intentional random walk, we propose two types of immunization strategies which require only local connectivity information. On several typical scale-free networks, we demonstrate that ...Based on the random walk and the intentional random walk, we propose two types of immunization strategies which require only local connectivity information. On several typical scale-free networks, we demonstrate that these strategies can lead to the eradication of the epidemic by immunizing a small fraction of the nodes in the networks. Particularly, the immunization strategy based on the intentional random walk is extremely efficient for the assortatively mixed networks.展开更多
Unstructured P2P has power-law link distribution, and the random walk in power-law networks is analyzed. The analysis results show that the probability that a random walker walks through the high degree nodes is high ...Unstructured P2P has power-law link distribution, and the random walk in power-law networks is analyzed. The analysis results show that the probability that a random walker walks through the high degree nodes is high in the power-law network, and the information on the high degree nodes can be easily found through random walk. Random walk spread and random walk search method （RWSS） is proposed based on the analysis result. Simulation results show that RWSS achieves high success rates at low cost and is robust to high degree node failure.展开更多
In this paper, we consider the stationary probability and first-passage time of biased random walk on 1D chain, where at each step the walker moves to the left and right with probabilities p and q respectively(0 p, q ...In this paper, we consider the stationary probability and first-passage time of biased random walk on 1D chain, where at each step the walker moves to the left and right with probabilities p and q respectively(0 p, q 1,p + q = 1). We derive exact analytical results for the stationary probability and first-passage time as a function of p and q for the first time. Our results suggest that the first-passage time shows a double power-law F ^(N-1)~γ, where the exponent γ = 2 for N < |p-q|^(-1) and γ = 1 for N > |p-q|^(-1). Our study sheds useful insights into the biased random-walk process.展开更多
We study the mixing rate of non-backtracking random walks on graphs by looking at non-backtracking walks as walks on the directed edges of a graph. A result known as Ihara’s Theorem relates the adjacency matrix of a ...We study the mixing rate of non-backtracking random walks on graphs by looking at non-backtracking walks as walks on the directed edges of a graph. A result known as Ihara’s Theorem relates the adjacency matrix of a graph to a matrix related to non-backtracking walks on the directed edges. We prove a weighted version of Ihara’s Theorem which relates the transition probability matrix of a non-backtracking walk to the transition matrix for the usual random walk. This allows us to determine the spectrum of the transition probability matrix of a non-backtracking random walk in the case of regular graphs and biregular graphs. As a corollary, we obtain a result of Alon et al. in [1] that in most cases, a non-backtracking random walk on a regular graph has a faster mixing rate than the usual random walk. In addition, we obtain an analogous result for biregular graphs.展开更多
We consider a branching random walk with a random environment m time, in which the offspring distribution of a particle of generation n and the distribution of the displacements of its children depend on an environmen...We consider a branching random walk with a random environment m time, in which the offspring distribution of a particle of generation n and the distribution of the displacements of its children depend on an environment indexed by the time n. The envi- ronment is supposed to be independent and identically distributed. For A C R, let Zn（A） be the number of particles of generation n located in A. We show central limit theorems for the counting measure Zn （-） with appropriate normalization.展开更多
In this paper, considering both cluster heads and sensor nodes, we propose a novel evolving a network model based on a random walk to study the fault tolerance decrease of wireless sensor networks （WSNs） due to node...In this paper, considering both cluster heads and sensor nodes, we propose a novel evolving a network model based on a random walk to study the fault tolerance decrease of wireless sensor networks （WSNs） due to node failure, and discuss the spreading dynamic behavior of viruses in the evolution model. A theoretical analysis shows that the WSN generated by such an evolution model not only has a strong fault tolerance, but also can dynamically balance the energy loss of the entire network. It is also found that although the increase of the density of cluster heads in the network reduces the network efficiency, it can effectively inhibit the spread of viruses. In addition, the heterogeneity of the network improves the network efficiency and enhances the virus prevalence. We confirm all the theoretical results with sufficient numerical simulations.展开更多
In this paper, some experimental studies on the impact of effluent from an exhaust tower of an underground tunnel with special construction are reported. By measuring the flow field downstream of the tower in NJU mete...In this paper, some experimental studies on the impact of effluent from an exhaust tower of an underground tunnel with special construction are reported. By measuring the flow field downstream of the tower in NJU meteorological wind tunnel, some flow characteristics in the make area were established. Based on these, an advanced random\|walk dispersion model was set up and applied successfully to the simulation of dispersion in the wake area. The modelling results were in accordance with wind tunnel measurements. The computed maximum of ground surface concentration in the building case was a factor of 3-4 higher than that in the flat case and appeared much closer to the source. The simulation indicated that random walk modelling is an effective and practical tool for the wake stream impact assessment.展开更多
We consider a random walk on Z in random environment with possible jumps {-L,…, -1, 1}, in the case that the environment {ωi ： i ∈ Z} are i.i.d.. We establish the renewal theorem for the Markov chain of ＂the envi...We consider a random walk on Z in random environment with possible jumps {-L,…, -1, 1}, in the case that the environment {ωi ： i ∈ Z} are i.i.d.. We establish the renewal theorem for the Markov chain of ＂the environment viewed from the particle＂ in both annealed probability and quenched probability, which generalize partially the results of Kesten （1977） and Lalley （1986） for the nearest random walk in random environment on Z, respectively. Our method is based on （L, 1）-RWRE formulated in Hong and Wang the intrinsic branching structure within the （2013）.展开更多
In this paper, we study the scaling for the mean first-passage time （MFPT） of the random walks on a generalized Koch network with a trap. Through the network construction, where the initial state is transformed from...In this paper, we study the scaling for the mean first-passage time （MFPT） of the random walks on a generalized Koch network with a trap. Through the network construction, where the initial state is transformed from a triangle to a polygon, we obtain the exact scaling for the MFPT. We show that the MFPT grows linearly with the number of nodes and the dimensions of the polygon in the large limit of the network order. In addition, we determine the exponents of scaling efficiency characterizing the random walks. Our results are the generalizations of those derived for the Koch network, which shed light on the analysis of random walks over various fractal networks.展开更多
A numerical model has been developed to simulate the transport and fate of oil spilled at sea. The model combines the transport and fate processes of spilled oil with the random walk technique. Oil movement under th...A numerical model has been developed to simulate the transport and fate of oil spilled at sea. The model combines the transport and fate processes of spilled oil with the random walk technique. Oil movement under the influence of tidal currents, wind driven currents, and turbulent eddies is simulated by the PLUME RW dispersion model developed by HR Wallingford. The weathering processes in the model represent physical and chemical changes of soil slicks with time, and comprise mechanical spreading, dispersion, evaporation and emulsification. Shoreline stranding is determined approximately using a capacity method for different shoreline types. This paper presents details of the model, and describe the results of various sensitivity tests. The model is suitable for oil spill contingency planning.展开更多
Recently there has been an increasing interest in applying random walk based methods to recommender systems. We employ a Gaussian random field to model the top-N recommendation task as a semi-supervised learning probl...Recently there has been an increasing interest in applying random walk based methods to recommender systems. We employ a Gaussian random field to model the top-N recommendation task as a semi-supervised learning problem, taking into account the degree of each node on the user-item bipartite graph, and induce an effective absorbing random walk (ARW) algorithm for the top-N recommendation task. Our random walk approach directly generates the top-N recommendations for individuals, rather than predicting the ratings of the recommendations. Experimental results on the two real data sets show that our random walk algorithm significantly outperforms the state-of-the-art random walk based personalized ranking algorithm as well as the popular item-based collaborative filtering method.展开更多
A general formulation of the stochastic model for random walk in time-random environment and an equivalent definition is established in this paper.Moreover,some basic probability relations similar to the classical cas...A general formulation of the stochastic model for random walk in time-random environment and an equivalent definition is established in this paper.Moreover,some basic probability relations similar to the classical case which are very useful in the corresponding research of fractal properties are given.At the end,a typical example is provided to show the recurrence and transience.展开更多
In this article, the dependent steps of a negative drift random walk are modelled as a two-sided linear process. Xn=-u＋∑j=-∞^∞ φn-jεj, where { ε, εn; -∞〈n〈＋∞} is a sequence of independent, identically di...In this article, the dependent steps of a negative drift random walk are modelled as a two-sided linear process. Xn=-u＋∑j=-∞^∞ φn-jεj, where { ε, εn; -∞〈n〈＋∞} is a sequence of independent, identically distributed random variables with zero mean, u 〉 0 is a constant and the coefficients {φi; -∞〈i〈∞} satisfy 0〈 ∑j=-∞^∞ ｜jφj｜〈 ∞ . Under the conditions that the distribution function of ｜ε｜ has dominated variation and ε satisfies certain tail balance conditions, the asymptotic behavior of P{sup n≥0 （-qu＋∑j=-∞^∞ εj βnj）〉x} is discussed. Then the result is applied to ultimate ruin probability.展开更多
The water exchange matrix is an efficient tool to study the water exchange among the sub-areas in large-scale bays. The application of the random walk method to calculate the water exchange matrix is studied. Compared...The water exchange matrix is an efficient tool to study the water exchange among the sub-areas in large-scale bays. The application of the random walk method to calculate the water exchange matrix is studied. Compared with the advection-diffusion model, the random walk model is more flexible to calculate the water exchange matrix. The forecast matrix suggested by Thompson et al. is used to evaluate the water exchange characteristics among the sub-areas fast. According to the theoretic analysis, it is found that the precision of the predicted results is mainly affected by three factors, namely, the particle number, the generated time of the forecast matrix, and the number of the sub-areas. The impact of the above factors is analyzed based on the results of a series of numerical tests. The results show that the precision of the forecast matrix increases with the increase of the generated time of the forecast matrix and the number of the particles. If there are enough particles in each sub-area, the precision of the forecast matrix will increase with the number of the sub-areas. Moreover, if the particles in each sub-area are not enough, the excessive number of the sub-areas can result in the decrease of the precision of the forecast matrix.展开更多
基金supported by the National Natural Science Foundation of China(Grant No.11671145)the Science and Technology Commission of Shanghai Municipality(Grant No.18dz2271000).
文摘In this paper,large deviations principle(LDP)and moderate deviations principle(MDP)of record numbers in random walks are studied under certain conditions.The results show that the rate functions of LDP and MDP are different from those of weak record numbers,which are interesting complements of the conclusions by Li and Yao[1].
文摘Missiles provide long-range precision strike capabilities and have become a cornerstone of modern warfare.The contrail clouds formed by missile during their active flight phase present significant chal-lenges to high-altitude environmental observation and target detection and tracking.Existing studies primarily focus on specific airspace regions,leaving critical gaps in understanding the effects of long dispersion times,wide altitude ranges,and variable atmospheric conditions on missile contrail clouds.To address these gaps,this article develops a numerical method based on the Lagrangian random walk model,which incorporates various velocity variation terms,including particle velocity caused by the difference of wind field,by the thermal motion of local gas molecules and by random collisions between contrail cloud particles to capture the influence of environmental wind fields,atmospheric conditions,and particle concentrations on the motion of contrail cloud particles.A general coordinate system aligned with the missile's flight trajectory is employed to represent particle distribution characteristics.The proposed method is in good agreement with the conducted experiments as well as with the available numerical simulations.The results demonstrate that the proposed model effectively simulates the dispersion state of contrail clouds,accurately reflecting the impact of large-scale wind field variations and altitude changes with high computational efficiency.Additionally,simulation results indicate that the increased distance between gas molecules in rarefied environments facilitates enhanced particle dispersion,while larger particles exhibit a faster dispersion rate due to their greater mass.
基金Project supported by the National Natural Science Foundation of China(Grant No.12072340)the Chinese Scholarship Council and the Australia Research Council through a linkage project fund。
文摘The successful application of perimeter control of urban traffic system strongly depends on the macroscopic fundamental diagram of the targeted region.Despite intensive studies on the partitioning of urban road networks,the dynamic partitioning of urban regions reflecting the propagation of congestion remains an open question.This paper proposes to partition the network into homogeneous sub-regions based on random walk algorithm.Starting from selected random walkers,the road network is partitioned from the early morning when congestion emerges.A modified Akaike information criterion is defined to find the optimal number of partitions.Region boundary adjustment algorithms are adopted to optimize the partitioning results to further ensure the correlation of partitions.The traffic data of Melbourne city are used to verify the effectiveness of the proposed partitioning method.
基金supported by the Fundamental Research Funds for the Central Universities,the National Natural Science Foundation of China(Grant Nos.12371132,12075159,12171044,12071179,and 12405006)the specific research fund of the Innovation Platform for Academicians of Hainan Province.
文摘Quantum algorithms have demonstrated provable speedups over classical counterparts,yet establishing a comprehensive theoretical framework to understand the quantum advantage remains a core challenge.In this work,we decode the quantum search advantage by investigating the critical role of quantum state properties in random-walk-based algorithms.We propose three distinct variants of quantum random-walk search algorithms and derive exact analytical expressions for their success probabilities.These probabilities are fundamentally determined by specific initial state properties:the coherence fraction governs the first algorithm’s performance,while entanglement and coherence dominate the outcomes of the second and third algorithms,respectively.We show that increased coherence fraction enhances success probability,but greater entanglement and coherence reduce it in the latter two cases.These findings reveal fundamental insights into harnessing quantum properties for advantage and guide algorithm design.Our searches achieve Grover-like speedups and show significant potential for quantum-enhanced machine learning.
文摘In this paper we define direct product of graphs and give a recipe for obtaining probability of observing particle on vertices in the continuous-time classical and quantum random walk. In the recipe, the probability of observing particle on direct product of graph is obtained by multiplication of probability on the corresponding to sub-graphs, where this method is useful to determining probability of walk on compficated graphs. Using this method, we calculate the probability of Continuous-time classical and quantum random walks on many of finite direct product Cayley graphs （complete cycle, complete Kn, charter and n-cube）. Also, we inquire that the classical state the stationary uniform distribution is reached as t→∞ but for quantum state is not always satisfied.
文摘Based on the random walk and the intentional random walk, we propose two types of immunization strategies which require only local connectivity information. On several typical scale-free networks, we demonstrate that these strategies can lead to the eradication of the epidemic by immunizing a small fraction of the nodes in the networks. Particularly, the immunization strategy based on the intentional random walk is extremely efficient for the assortatively mixed networks.
文摘Unstructured P2P has power-law link distribution, and the random walk in power-law networks is analyzed. The analysis results show that the probability that a random walker walks through the high degree nodes is high in the power-law network, and the information on the high degree nodes can be easily found through random walk. Random walk spread and random walk search method （RWSS） is proposed based on the analysis result. Simulation results show that RWSS achieves high success rates at low cost and is robust to high degree node failure.
基金Supported by the National Natural Science Foundation of China under Grant No.11205110Shanghai Key Laboratory of Intelligent Information Processing(IIPL-2011-009)Innovative Training Program for College Students under Grant No.2015xj070
文摘In this paper, we consider the stationary probability and first-passage time of biased random walk on 1D chain, where at each step the walker moves to the left and right with probabilities p and q respectively(0 p, q 1,p + q = 1). We derive exact analytical results for the stationary probability and first-passage time as a function of p and q for the first time. Our results suggest that the first-passage time shows a double power-law F ^(N-1)~γ, where the exponent γ = 2 for N < |p-q|^(-1) and γ = 1 for N > |p-q|^(-1). Our study sheds useful insights into the biased random-walk process.
文摘We study the mixing rate of non-backtracking random walks on graphs by looking at non-backtracking walks as walks on the directed edges of a graph. A result known as Ihara’s Theorem relates the adjacency matrix of a graph to a matrix related to non-backtracking walks on the directed edges. We prove a weighted version of Ihara’s Theorem which relates the transition probability matrix of a non-backtracking walk to the transition matrix for the usual random walk. This allows us to determine the spectrum of the transition probability matrix of a non-backtracking random walk in the case of regular graphs and biregular graphs. As a corollary, we obtain a result of Alon et al. in [1] that in most cases, a non-backtracking random walk on a regular graph has a faster mixing rate than the usual random walk. In addition, we obtain an analogous result for biregular graphs.
基金partially supported by the National Natural Science Foundation of China(NSFC,11101039,11171044,11271045)a cooperation program between NSFC and CNRS of France(11311130103)+1 种基金the Fundamental Research Funds for the Central UniversitiesHunan Provincial Natural Science Foundation of China(11JJ2001)
文摘We consider a branching random walk with a random environment m time, in which the offspring distribution of a particle of generation n and the distribution of the displacements of its children depend on an environment indexed by the time n. The envi- ronment is supposed to be independent and identically distributed. For A C R, let Zn（A） be the number of particles of generation n located in A. We show central limit theorems for the counting measure Zn （-） with appropriate normalization.
基金Project supported by the National Natural Science Foundation of China (Grant Nos. 61103231 and 61103230)the Innovation Program of Graduate Scientific Research in Institution of Higher Education of Jiangsu Province, China (Grant No. CXZZ11 0401)
文摘In this paper, considering both cluster heads and sensor nodes, we propose a novel evolving a network model based on a random walk to study the fault tolerance decrease of wireless sensor networks （WSNs） due to node failure, and discuss the spreading dynamic behavior of viruses in the evolution model. A theoretical analysis shows that the WSN generated by such an evolution model not only has a strong fault tolerance, but also can dynamically balance the energy loss of the entire network. It is also found that although the increase of the density of cluster heads in the network reduces the network efficiency, it can effectively inhibit the spread of viruses. In addition, the heterogeneity of the network improves the network efficiency and enhances the virus prevalence. We confirm all the theoretical results with sufficient numerical simulations.
文摘In this paper, some experimental studies on the impact of effluent from an exhaust tower of an underground tunnel with special construction are reported. By measuring the flow field downstream of the tower in NJU meteorological wind tunnel, some flow characteristics in the make area were established. Based on these, an advanced random\|walk dispersion model was set up and applied successfully to the simulation of dispersion in the wake area. The modelling results were in accordance with wind tunnel measurements. The computed maximum of ground surface concentration in the building case was a factor of 3-4 higher than that in the flat case and appeared much closer to the source. The simulation indicated that random walk modelling is an effective and practical tool for the wake stream impact assessment.
文摘We consider a random walk on Z in random environment with possible jumps {-L,…, -1, 1}, in the case that the environment {ωi ： i ∈ Z} are i.i.d.. We establish the renewal theorem for the Markov chain of ＂the environment viewed from the particle＂ in both annealed probability and quenched probability, which generalize partially the results of Kesten （1977） and Lalley （1986） for the nearest random walk in random environment on Z, respectively. Our method is based on （L, 1）-RWRE formulated in Hong and Wang the intrinsic branching structure within the （2013）.
基金Project supported by the Research Foundation of Hangzhou Dianzi University,China (Grant Nos. KYF075610032 andzx100204004-7)the Hong Kong Research Grants Council,China (Grant No. CityU 1114/11E)
文摘In this paper, we study the scaling for the mean first-passage time （MFPT） of the random walks on a generalized Koch network with a trap. Through the network construction, where the initial state is transformed from a triangle to a polygon, we obtain the exact scaling for the MFPT. We show that the MFPT grows linearly with the number of nodes and the dimensions of the polygon in the large limit of the network order. In addition, we determine the exponents of scaling efficiency characterizing the random walks. Our results are the generalizations of those derived for the Koch network, which shed light on the analysis of random walks over various fractal networks.
文摘A numerical model has been developed to simulate the transport and fate of oil spilled at sea. The model combines the transport and fate processes of spilled oil with the random walk technique. Oil movement under the influence of tidal currents, wind driven currents, and turbulent eddies is simulated by the PLUME RW dispersion model developed by HR Wallingford. The weathering processes in the model represent physical and chemical changes of soil slicks with time, and comprise mechanical spreading, dispersion, evaporation and emulsification. Shoreline stranding is determined approximately using a capacity method for different shoreline types. This paper presents details of the model, and describe the results of various sensitivity tests. The model is suitable for oil spill contingency planning.
基金Project supported by the National Natural Science Foundation of China (Nos. 60525108 and 60533090)the National Hi-Tech Research and Development Program (863) of China (No. 2006AA010107)the Program for Changjiang Scholars and Innovative Research Team in University, China (No. IRT0652)
文摘Recently there has been an increasing interest in applying random walk based methods to recommender systems. We employ a Gaussian random field to model the top-N recommendation task as a semi-supervised learning problem, taking into account the degree of each node on the user-item bipartite graph, and induce an effective absorbing random walk (ARW) algorithm for the top-N recommendation task. Our random walk approach directly generates the top-N recommendations for individuals, rather than predicting the ratings of the recommendations. Experimental results on the two real data sets show that our random walk algorithm significantly outperforms the state-of-the-art random walk based personalized ranking algorithm as well as the popular item-based collaborative filtering method.
基金Supported by the National Natural Science Foun dation of China(10371092)Foundation of Wuhan Universit
文摘A general formulation of the stochastic model for random walk in time-random environment and an equivalent definition is established in this paper.Moreover,some basic probability relations similar to the classical case which are very useful in the corresponding research of fractal properties are given.At the end,a typical example is provided to show the recurrence and transience.
基金Research supported by National Science Foundation of China (70671018 and 10371117)
文摘In this article, the dependent steps of a negative drift random walk are modelled as a two-sided linear process. Xn=-u＋∑j=-∞^∞ φn-jεj, where { ε, εn; -∞〈n〈＋∞} is a sequence of independent, identically distributed random variables with zero mean, u 〉 0 is a constant and the coefficients {φi; -∞〈i〈∞} satisfy 0〈 ∑j=-∞^∞ ｜jφj｜〈 ∞ . Under the conditions that the distribution function of ｜ε｜ has dominated variation and ε satisfies certain tail balance conditions, the asymptotic behavior of P{sup n≥0 （-qu＋∑j=-∞^∞ εj βnj）〉x} is discussed. Then the result is applied to ultimate ruin probability.
基金supported by the National Natural Science Foundation of China(No.10702050)
文摘The water exchange matrix is an efficient tool to study the water exchange among the sub-areas in large-scale bays. The application of the random walk method to calculate the water exchange matrix is studied. Compared with the advection-diffusion model, the random walk model is more flexible to calculate the water exchange matrix. The forecast matrix suggested by Thompson et al. is used to evaluate the water exchange characteristics among the sub-areas fast. According to the theoretic analysis, it is found that the precision of the predicted results is mainly affected by three factors, namely, the particle number, the generated time of the forecast matrix, and the number of the sub-areas. The impact of the above factors is analyzed based on the results of a series of numerical tests. The results show that the precision of the forecast matrix increases with the increase of the generated time of the forecast matrix and the number of the particles. If there are enough particles in each sub-area, the precision of the forecast matrix will increase with the number of the sub-areas. Moreover, if the particles in each sub-area are not enough, the excessive number of the sub-areas can result in the decrease of the precision of the forecast matrix.
