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Continuous time random walks (CTRW) on finite arbitrarily inhomogeneous chains are studied. By introducing a technique of counting all possible trajectories, we derive closed-form solutions in Laplace space for the Green's function and for…

Soft Condensed Matter · Physics 2007-05-23 Ophir Flomenbom , Joseph Klafter

We investigate the time averaged squared displacement (TASD) of continuous time random walks with respect to the number of steps $N$, which the random walker performed during the data acquisition time $T$. We prove that the TASD, and as…

Statistical Mechanics · Physics 2017-02-15 Felix Thiel , Igor M. Sokolov

Fluctuation theorems specify the non-zero probability to observe negative entropy production, contrary to a naive expectation from the second law of thermodynamics. For closed particle trajectories in a fluid, Stokes theorem can be used to…

Statistical Mechanics · Physics 2022-07-06 Benoît Mahault , Evelyn Tang , Ramin Golestanian

Background: This study is mainly motivated by the need of understanding how the diffusion behaviour of a biomolecule (or even of a larger object) is affected by other moving macromolecules, organelles, and so on, inside a living cell,…

Biological Physics · Physics 2016-01-15 Matteo Gori , Irene Donato , Elena Floriani , Ilaria Nardecchia , Marco Pettini

We study the dynamics of visitation flux in a multi-random-walker model by comparison to surface growth dynamics in which one random walker drops a particle to a node at each time the walker visits the node. In each independent experiment…

Statistical Mechanics · Physics 2007-05-23 S. Y. Yoon , Byoung-sun Ahn , Yup Kim

We consider a simple linear reversible isomerization reaction A <--> B under subdiffusion described by continuous time random walks (CTRW). The reactants' transformations take place independently on the motion and are described by constant…

Statistical Mechanics · Physics 2009-11-13 F. Sagues , V. P. Shkilev , I. M. Sokolov

In this paper we introduce the notion of Random Walk in Changing Environment - a random walk in which each step is performed in a different graph on the same set of vertices, or more generally, a weighted random walk on the same vertex and…

Probability · Mathematics 2017-07-05 Gideon Amir , Itai Benjamini , Ori Gurel-Gurevich , Gady Kozma

We present a low-temperature experimental test of the fluctuation theorem for electron transport through a double quantum dot. The rare entropy-consuming system trajectories are detected in the form of single charges flowing against the…

Mesoscale and Nanoscale Physics · Physics 2012-01-20 B. Küng , C. Rössler , M. Beck , M. Marthaler , D. S. Golubev , Y. Utsumi , T. Ihn , K. Ensslin

Fluctuation Theorems are statements about the entropy of systems far from thermal equilibrium. In this Letter relativistic Fluctuation Theorems for Brownian motion are presented and proven. Though there is a known discretization dilemma…

Statistical Mechanics · Physics 2007-05-23 Axel Fingerle

We present fluctuation theorems and moment generating function equalities for generalized thermodynamic observables and quantum dynamics described by completely positive trace preserving (CPTP) maps, with and without feedback control. Our…

Quantum Physics · Physics 2013-10-01 Tameem Albash , Daniel A. Lidar , Milad Marvian , Paolo Zanardi

The continuous time random walk (CTRW) model exhibits a non-ergodic phase when the average waiting time diverges. Using an analytical approach for the non-biased and the uniformly biased CTRWs, and numerical simulations for the CTRW in a…

Statistical Mechanics · Physics 2009-11-11 Golan Bel , Eli Barkai

This work deals with both instantaneous uniform mixing property and temporal standard deviation for continuous-time quantum random walks on circles in order to study their fluctuations comparing with discrete-time quantum random walks, and…

Quantum Physics · Physics 2007-05-23 Norio Inui , Koichiro Kasahara , Yoshinao Konishi , Norio Konno

In a thermodynamical process, the dissipation or production of entropy can only be positive or zero according to the second law of thermodynamics. However the laws of thermodynamics are applicable to large systems in the thermodynamic…

Statistical Mechanics · Physics 2015-05-13 Soma Datta , Arun Roy

We derive the fluctuation theorem for a stochastic and periodically driven system coupled to two reservoirs with the aid of a master equation. We write down the cumulant generating functions for both the current and entropy production in…

Statistical Mechanics · Physics 2020-11-26 Kazutaka Takahashi , Yuki Hino , Keisuke Fujii , Hisao Hayakawa

It is well known that the weak limit of a suitably scaled continuous-time random walk (CTRW) is the Brownian motion. We investigate the convergence of certain patterned random matrices whose entries are independent CTRWs and their…

Probability · Mathematics 2026-01-05 Arup Bose , Pradeep Vishwakarma

We present analytical results for the distribution of first return (FR) times of non-backtracking random walks (NBWs) on undirected configuration model networks consisting of $N$ nodes with degree distribution $P(k)$. We focus on the case…

Statistical Mechanics · Physics 2025-12-15 Dor Lev-Ari , Ido Tishby , Ofer Biham , Eytan Katzav , Diego Krapf

Anomalous diffusions arise as scaling limits of continuous-time random walks (CTRWs) whose innovation times are distributed according to a power law. The impact of a non-exponential waiting time does not vanish with time and leads to…

Pricing of Securities · Quantitative Finance 2020-04-13 Antoine Jacquier , Lorenzo Torricelli

The continuous-time random walk (CTRW) model is useful for alleviating the computational burden of simulating diffusion in actual media. In principle, isotropic CTRW only requires knowledge of the step-size, $P_l$, and waiting-time, $P_t$,…

Statistical Mechanics · Physics 2017-01-19 Shahar Amitai , Raphael Blumenfeld

The fluctuation-dissipation relation (FDR) links thermal fluctuations and dissipation at thermal equilibrium through temperature. Extending it beyond equilibrium conditions in pursuit of broadening thermodynamics is often feasible, albeit…

Statistical Mechanics · Physics 2025-02-04 Dima Boriskovsky , Benjamin Lindner , Yael Roichman

Subdiffusive transport in tilted washboard potentials is studied within the fractional Fokker-Planck equation approach, using the associated continuous time random walk (CTRW) framework. The scaled subvelocity is shown to obey a universal…

Statistical Mechanics · Physics 2009-07-01 I. M. Sokolov , E. Heinsalu , P. Hanggi , I. Goychuk