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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

We derive theorems which outline explicit mechanisms by which anomalous scaling for the probability density function of the sum of many correlated random variables asymptotically prevails. The results characterize general anomalous scaling…

Statistical Mechanics · Physics 2015-05-14 Attilio L. Stella , Fulvio Baldovin

We study the relaxation process in normal and anomalous diffusion regimes for systems described by a generalized Langevin equation (GLE). We demonstrate the existence of a very general correlation function which describes the relaxation…

Disordered Systems and Neural Networks · Physics 2007-05-23 Mendeli H. Vainstein , Ismael V. L. Costa , Rafael Morgado , Fernando A. Oliveira

We show that anomalous diffusion can result when the steps of a random walk are not statistically independent. We present an algorithm that counts all the possible paths of particles diffusing on random graphs with arbitrary degree…

Soft Condensed Matter · Physics 2007-05-23 Joseph Snider , Clare C. Yu

The way tension propagates along a chain is a key to govern many of anomalous dynamics in macromolecular systems. After introducing the weak and the strong force regimes of the tension propagation, we focus on the latter, in which the…

Soft Condensed Matter · Physics 2015-04-27 Takuya Saito , Takahiro Sakaue

Anomalous diffusion, process in which the mean-squared displacement of system states is a non-linear function of time, is usually identified in real stochastic processes by comparing experimental and theoretical displacements at relatively…

Data Analysis, Statistics and Probability · Physics 2013-05-29 Serge F. Timashev , Yuriy S. Polyakov , Pavel I. Misurkin , Sergey G. Lakeev

We consider a continuous-time random walk which is defined as an interpolation of a random walk on a point process on the real line. The distances between neighboring points of the point process are i.i.d. random variables in the normal…

Probability · Mathematics 2020-01-08 Alessandra Bianchi , Marco Lenci , Françoise Pène

Anomalous diffusion phenomena occur on length scales spanning from intracellular to astrophysical ranges. A specific form of decay at large argument of the probability density function of rescaled displacement (scaling function) is derived…

Statistical Mechanics · Physics 2023-05-23 Attilio L. Stella , Aleksei Chechkin , Gianluca Teza

We revisit the diffusion properties and the mean drift induced by an external field of a random walk process in a class of branched structures, as the comb lattice and the linear chains of plaquettes. A simple treatment based on scaling…

Statistical Mechanics · Physics 2013-11-21 Giuseppe Forte , Raffaella Burioni , Fabio Cecconi , Angelo Vulpiani

The Levy diffusion processes are a form of non ordinary statistical mechanics resting, however, on the conventional Markov property. As a consequence of this, their dynamic derivation is possible provided that (i) a source of randomness is…

Statistical Mechanics · Physics 2016-08-31 Mauro Bologna , Paolo Grigolini , Juri Riccardi

We survey recent results of normal and anomalous diffusion of two types of random motions with long memory in ${\Bbb R}^d$ or ${\Bbb Z}^d$. The first class consists of random walks on ${\Bbb Z}^d$ in divergence-free random drift field,…

Probability · Mathematics 2019-01-01 Bálint Tóth

We study Lorentz processes in two different settings. Both cases are characterized by infinite expectation of the free-flight times, contrary to what happens in the classical Gallavotti-Spohn models. Under a suitable Boltzmann-Grad type…

Probability · Mathematics 2025-09-23 Lorenzo Facciaroni , Costantino Ricciuti , Enrico Scalas , Bruno Toaldo

Anomalous diffusion and L\'evy flights, which are characterized by the occurrence of random discrete jumps of all scales, have been observed in a plethora of natural and engineered systems, ranging from the motion of molecules to climate…

Dynamical Systems · Mathematics 2023-09-04 Chunxi Jiao , Georg A. Gottwald

Recent advances in single particle tracking and supercomputing techniques demonstrate the emergence of normal or anomalous, viscoelastic diffusion in conjunction with non-Gaussian distributions in soft, biological, and active matter…

Statistical Mechanics · Physics 2018-01-23 Jakub Ślęzak , Ralf Metzler , Marcin Magdziarz

We discuss diffusion properties of a dynamical system, which is characterised by long-tail distributions and finite correlations. The particle velocity has the stable L\'evy distribution; it is assumed as a jumping process (the kangaroo…

Statistical Mechanics · Physics 2011-06-21 Tomasz Srokowski

Anomalous diffusion is the fundamental ansatz of phenomenological theories of passive scalar turbulence, and has been confirmed numerically and experimentally to an extraordinary extent. The purpose of this survey is to discuss our recent…

Analysis of PDEs · Mathematics 2025-09-05 Scott Armstrong , Vlad Vicol

Anomalous diffusion occurs in many physical and biological phenomena, when the growth of the mean squared displacement (MSD) with time has an exponent different from one. We show that recurrent neural networks (RNN) can efficiently…

Statistical Mechanics · Physics 2019-07-24 Stefano Bo , Falko Schmidt , Ralf Eichhorn , Giovanni Volpe

The ensemble properties and time-averaged observables of a memory-induced diffusive-superdiffusive transition are studied. The model consists in a random walker whose transitions in a given direction depend on a weighted linear combination…

Statistical Mechanics · Physics 2017-05-11 Adrian A. Budini

Anomalous diffusion has been widely observed by single particle tracking microscopy in complex systems such as biological cells. The resulting time series are usually evaluated in terms of time averages. Often anomalous diffusion is…

Statistical Mechanics · Physics 2017-09-13 Stas Burov , Jae-Hyung Jeon , Ralf Metzler , Eli Barkai

It is well-known that compositions of Markov processes with inverse subordinators are governed by integro-differential equations of generalized fractional type. This kind of processes are of wide interest in statistical physics as they are…

Probability · Mathematics 2020-05-13 Luisa Beghin , Claudio Macci , Costantino Ricciuti