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Related papers: Continuous-Time Random Walks at All Times

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We propose a new Directed Continuous-Time Random Walk (CTRW) model with memory. As CTRW trajectory consists of spatial jumps preceded by waiting times, in Directed CTRW, we consider the case with only positive spatial jumps. Moreover, we…

Statistical Finance · Quantitative Finance 2019-05-01 Jarosław Klamut , Tomasz Gubiec

This tutorial article showcases the many varieties and uses of quantum walks. Discrete time quantum walks are introduced as counterparts of classical random walks. The emphasis is on the connections and differences between the two types of…

Quantum Physics · Physics 2013-05-16 Daniel Reitzner , Daniel Nagaj , Vladimir Buzek

We study the distribution of the number of (non-backtracking) periodic walks on large regular graphs. We propose a formula for the ratio between the variance of the number of $t$-periodic walks and its mean, when the cardinality of the…

Mathematical Physics · Physics 2015-03-19 Idan Oren , Uzy Smilansky

It is proved that the distributions of scaling limits of Continuous Time Random Walks (CTRWs) solve integro-differential equations akin to Fokker-Planck Equations for diffusion processes. In contrast to previous such results, it is not…

Probability · Mathematics 2016-07-20 Boris Baeumer , Peter Straka

We introduce a class of multifractal processes, referred to as Multifractal Random Walks (MRWs). To our knowledge, it is the first multifractal processes with continuous dilation invariance properties and stationary increments. MRWs are…

Condensed Matter · Physics 2009-10-31 E. Bacry , J. Delour , J. F. Muzy

We analyze the effect of time dependent external field on non-Markovian migration described by the continuous time random walk (CTRW) approach. The rigorous method of treating the problem is proposed which is based on the Markovian…

Statistical Mechanics · Physics 2008-08-25 A. I. Shushin

The aim of this paper is to deepen the analysis of the asymptotic behavior of the so-called minimal random walk (MRW) using a new martingale approach. The MRW is a discrete-time random walk with infinite memory that has three regimes…

Probability · Mathematics 2023-06-21 Bernard Bercu , Víctor Hugo Vázquez Guevara

It is a well known fact that subdiffusion equations in terms of fractional derivatives can be obtained from Continuous Time Random Walk (CTRW) models with long-tailed waiting time distributions. Over the last years various authors have…

Biological Physics · Physics 2010-06-15 S. B. Yuste , E. Abad , K. Lindenberg

The various types of generalized Cattaneo, called also telegrapher's equation, are studied. We find conditions under which solutions of the equations considered so far can be recognized as probability distributions, \textit{i.e.} are…

Statistical Mechanics · Physics 2020-08-19 K. Górska , A. Horzela , E. K. Lenzi , G. Pagnini , T. Sandev

We establish and generalise several bounds for various random walk quantities including the mixing time and the maximum hitting time. Unlike previous analyses, our derivations are based on rather intuitive notions of local expansion…

Probability · Mathematics 2019-03-05 Thomas Sauerwald , Luca Zanetti

Planar run-and-tumble walks with orthogonal directions of motion are considered. After formulating the problem with generic transition probabilities among the orientational states, we focus on the symmetric case, giving general expressions…

Statistical Mechanics · Physics 2022-12-26 Luca Angelani

The standard diffusion processes are known to be obtained as the limits of appropriate random walks. These prelimiting random walks can be quite different however. The diffusion coefficient can be made responsible for the size of jumps or…

Probability · Mathematics 2022-03-10 Vassili N. Kolokoltsov

In this note, we give an original convergence result for products of independent random elements of motion group. Then we consider dynamic random walks which are inhomogeneous Markov chains whose transition probability of each step is, in…

Probability · Mathematics 2010-03-04 C. R. E. Raja , R. Schott

For a continuous-time catalytic branching random walk (CBRW) on Z, with an arbitrary finite number of catalysts, we study the asymptotic behavior of position of the rightmost particle when time tends to infinity. The mild requirements…

Probability · Mathematics 2020-07-14 Ekaterina Vl. Bulinskaya

Anomalous diffusion has recently turned out to be almost ubiquitous in transport problems. When the physical properties of the medium where the transport process takes place are stationary and constant at each spatial location, anomalous…

Statistical Mechanics · Physics 2007-06-14 Marzio Marseguerra , Andrea Zoia

Random walks serve as important tools for studying complex network structures, yet their dynamics in cases where transition probabilities are not static remain under explored and poorly understood. Here we study nonlinear random walks that…

Chaotic Dynamics · Physics 2022-06-14 Digesh Chitrakar , Per Sebastian Skardal

We consider random walks evolving on two models of connected and undirected graphs and study the exact large deviations of a local dynamical observable. We prove, in the thermodynamic limit, that this observable undergoes a first-order…

Statistical Mechanics · Physics 2024-09-09 Giorgio Carugno , Pierpaolo Vivo , Francesco Coghi

We investigate quantum walks in multiple dimensions with different quantum coins. We augment the model by assuming that at each step the amplitudes of the coin state are multiplied by random phases. This model enables us to study in detail…

Quantum Physics · Physics 2009-11-13 Jozef Kosik , Vladimir Buzek , Mark Hillery

Correlated random walks (CRW) have been used for a long time as a null model for animal's random search movement in two dimensions (2D). An increasing number of studies focus on animals' movement in three dimensions (3D), but the key…

Other Quantitative Biology · Quantitative Biology 2019-01-11 Simon Benhamou

In continuum one-dimensional space, a coupled directed continuous time random walk model is proposed, where the random walker jumps toward one direction and the waiting time between jumps affects the subsequent jump. In the proposed model,…

Statistical Mechanics · Physics 2014-03-20 Long Shi , Zuguo Yu , Zhi Mao , Aiguo Xiao