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We consider the distribution of the duration time, the time elapsed since it began, of a diffusion process given its present position, under the assumption that the process began at the origin. For unbiased diffusion, the distribution does…

Statistical Mechanics · Physics 2013-11-28 Hernán Larralde

The propagation of light in a scattering medium is described as the motion of a special kind of a Brownian particle on which the fluctuating forces act only perpendicular to its velocity. This enforces strictly and dynamically the…

Disordered Systems and Neural Networks · Physics 2009-10-31 S. Anantha Ramakrishna , N. Kumar

Random walks as well as diffusions in random media are considered. Methods are developed that allow one to establish large deviation results for both the `quenched' and the `averaged' case.

Probability · Mathematics 2007-05-23 S R S Varadhan

We study an homogeneous irreducible markovian random walk in a square lattice of arbitrary dimension, with an antisymmetric perturbation acting only in one point. We compute exactly spatial correction to the diffusive behaviour in the…

Probability · Mathematics 2016-05-24 Giuseppe Genovese , Renato Lucà

The presence of temporal correlations in random movement trajectories is a widespread phenomenon across biological, chemical and physical systems. The ubiquity of persistent and anti-persistent motion in many natural and synthetic systems…

Statistical Mechanics · Physics 2024-07-03 Daniel Marris , Luca Giuggioli

We study the long-time behavior of the probability density associated with the decoupled continuous-time random walk which is characterized by a superheavy-tailed distribution of waiting times. It is shown that if the random walk is…

Statistical Mechanics · Physics 2011-05-02 S. I. Denisov , H. Kantz

In this work, we consider a two-level system (TLS) coupled to a one-dimensional continuum of bosonic modes in a transmission line. Using the master equation approach, a method for determining the photon number distribution of the scattered…

Quantum Physics · Physics 2016-02-03 Joel Lindkvist , Göran Johansson

We consider two or more simple symmetric walks on some graphs, e.g. the real line, the plane or the two dimensional comb lattice, and investigate the properties of the distance among the walkers.

Probability · Mathematics 2016-07-27 Endre Csaki , Antonia Foldes , Pal Revesz

A random walk problem with particles on discrete double infinite linear grids is discussed. The model is based on the work of Montroll and others. A probability connected with the problem is given in the form of integrals containing…

Classical Analysis and ODEs · Mathematics 2007-05-23 J. B. Sanders , N. M. Temme

We consider a discrete random walk on a diagonal lattice in two and three dimensions and obtain explicit solutions of absorption probabilities and probabilities of return in several domains. In three dimensions we consider both the cube and…

Probability · Mathematics 2021-07-15 T. J. van Uem

The exact homogenized probability density function, for a photon making a step of length $s$ has been analytically derived for a binary (isotropic-Poisson) statistical mixture with unmatched refractive indexes. The companions, exact,…

Optics · Physics 2024-11-11 Tiziano Binzoni , Alain Mazzolo

It is proposed that the propagation of light in disordered photonic lattices can be harnessed as a random projection that preserves distances between a set of projected vectors. This mapping is enabled by the complex evolution matrix of a…

Optics · Physics 2021-10-01 Mohammad-Ali Miri

We investigate propagation of few-photon pulses in waveguides coupled to a two-level system by means of the method of distribution functions in coordinate-momentum space that provides a detailed description of photon systems. We find that…

Quantum Physics · Physics 2013-08-09 Oleksandr Chumak , Evgeniy Stolyarov

Distribution of loops in a one-dimensional random walk (RW), or, equivalently, neutral segments in a sequence of positive and negative charges is important for understanding the low energy states of randomly charged polymers. We investigate…

Soft Condensed Matter · Physics 2009-10-31 Shay Wolfling , Yacov Kantor

We have discovered analytical expressions for the probability density function (PDF) of photons that are multiply scattered in relativistic flows, under the assumption of isotropic and inelastic scattering. These expressions characterize…

We study the shrinking Pearson random walk in two dimensions and greater, in which the direction of the Nth is random and its length equals lambda^{N-1}, with lambda<1. As lambda increases past a critical value lambda_c, the endpoint…

Data Analysis, Statistics and Probability · Physics 2010-01-25 C. A. Serino , S. Redner

We study the lattice random walk dynamics in a heterogeneous space of two media separated by an interface and having different diffusivity and bias. Depending on the position of the interface, there exist two exclusive ways to model the…

Statistical Mechanics · Physics 2023-01-06 Debraj Das , Luca Giuggioli

We study the asymptotic position distribution of general quantum walks on a lattice, including walks with a random coin, which is chosen from step to step by a general Markov chain. In the unitary (i.e., non-random) case, we allow any…

Quantum Physics · Physics 2011-04-21 Andre Ahlbrecht , Holger Vogts , Albert H. Werner , Reinhard F. Werner

We consider a continuous-time branching random walk on $\mathbb{Z}$ in a random non homogeneous environment. Particles can walk on the lattice points or disappear with random intensities. The process starts with one particle at initial time…

Probability · Mathematics 2023-12-12 Vladimir Kutsenko , Stanislav Molchanov , Elena Yarovaya

For more than a century lattice random walks have been employed ubiquitously, both as a theoretical laboratory to develop intuition about more complex stochastic processes and as a tool to interpret a vast array of empirical observations.…

Statistical Mechanics · Physics 2024-12-31 Luca Giuggioli , Seeralan Sarvaharman , Debraj Das , Daniel Marris , Toby Kay