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We find a general formula for the distribution of time-averaged observables for systems modeled according to the sub-diffusive continuous time random walk. For Gaussian random walks coupled to a thermal bath we recover ergodicity and…

Statistical Mechanics · Physics 2009-11-13 Adi Rebenshtok , Eli Barkai

Random walk models, such as the trap model, continuous time random walks, and comb models exhibit weak ergodicity breaking, when the average waiting time is infinite. The open question is: what statistical mechanical theory replaces the…

Statistical Mechanics · Physics 2007-05-23 Golan Bel , Eli Barkai

We consider a classic two-state switching diffusion model from a single-particle tracking perspective. The mean and the variance of the time-averaged mean square displacement (TAMSD) are computed exactly. When the measurement time (i.e.,…

Statistical Mechanics · Physics 2019-11-05 Denis S. Grebenkov

The effects of spatial confinements and smooth cutoffs of the waiting time distribution in continuous-time random walks (CTRWs) are studied analytically. We also investigate dependences of ergodic properties on initial ensembles (i.e.,…

Statistical Mechanics · Physics 2013-03-27 Tomoshige Miyaguchi , Takuma Akimoto

We find a general formula for the distribution of time averaged observables for weakly non-ergodic systems. Such type of ergodicity breaking is known to describe certain systems which exhibit anomalous fluctuations, e.g. blinking quantum…

Statistical Mechanics · Physics 2009-11-13 Adi Rebenshtok , Eli Barkai

Experimental studies of the diffusion of biomolecules in the environment of biological cells are routinely confronted with multiple sources of stochasticity, whose identification renders the detailed data analysis of single molecule…

Statistical Mechanics · Physics 2015-06-15 Jae-Hyung Jeon , Eli Barkai , R. Metzler

We investigate continuous time random walks with truncated $\alpha$-stable trapping times. We prove distributional ergodicity for a class of observables; namely, the time-averaged observables follow the probability density function called…

Statistical Mechanics · Physics 2015-05-27 Tomoshige Miyaguchi , Takuma Akimoto

Time-averaged autocorrelation functions of a dichotomous random process switching between 1 and 0 and governed by wide power law sojourn time distribution are studied. Such a process, called a L\'evy walk, describes dynamical behaviors of…

Statistical Mechanics · Physics 2007-05-23 Gennady Margolin , Eli Barkai

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

The random walk with hyperbolic probabilities that we are introducing is an example of stochastic diffusion in a one-dimensional heterogeneous media. Although driven by site-dependent one-step transition probabilities, the process retains…

Statistical Mechanics · Physics 2021-06-03 Miquel Montero

We introduce a discrete-time random walk model on a one-dimensional lattice with a nonconstant sojourn time and prove that the discrete density converges to a solution of a continuum diffusion equation. Our random walk model is not…

Analysis of PDEs · Mathematics 2023-02-14 Jaywan Chung , Yong-Jung Kim , Min-Gi Lee

We study the asymptotic behavior of the simple random walk on oriented versions of $\mathbb{Z}^2$. The considered lattices are not directed on the vertical axis but unidirectional on the horizontal one, with random orientations whose…

Probability · Mathematics 2007-05-23 Nadine Guillotin-Plantard , Arnaud Le Ny

In this paper we study the behavior of a continuous time random walk (CTRW) on a stationary and ergodic time varying dynamic graph. We establish conditions under which the CTRW is a stationary and ergodic process. In general, the stationary…

Social and Information Networks · Computer Science 2012-12-04 Daniel Figueiredo , Philippe Nain , Bruno Ribeiro , Edmundo de Souza e Silva , Don Towsley

We consider random walks in random environments on Z^d. Under a transitivity hypothesis that is much weaker than the customary ellipticity condition, and assuming an absolutely continuous invariant measure on the space of the environments,…

Probability · Mathematics 2013-02-12 Marco Lenci

We study a general class of random walks driven by a uniquely ergodic Markovian environment. Under a coupling condition on the environment we obtain strong ergodicity properties for the environment as seen from the position of the walker,…

Probability · Mathematics 2013-10-04 Frank Redig , Florian Völlering

Random walks are basic diffusion processes on networks and have applications in, for example, searching, navigation, ranking, and community detection. Recent recognition of the importance of temporal aspects on networks spurred studies of…

Physics and Society · Physics 2015-01-14 Leo Speidel , Renaud Lambiotte , Kazuyuki Aihara , Naoki Masuda

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

We consider a continuous-time random walk which is the generalization, by means of the introduction of waiting periods on sites, of the one-dimensional nonhomogeneous random walk with a position-dependent drift known in the mathematical…

Statistical Mechanics · Physics 2021-10-25 Gaia Pozzoli , Mattia Radice , Manuele Onofri , Roberto Artuso

We undertake a detailed analysis of ergodicity for homogeneous discrete-time quantum walks on the integer lattice. The most significant result of our paper holds in dimension one, and gives a complete equivalence between the absolutely…

Mathematical Physics · Physics 2026-04-22 Kiran Kumar , Mostafa Sabri

We consider random variables observed at arrival times of a renewal process, which possibly depends on those observations and has regularly varying steps with infinite mean. Due to the dependence and heavy tailed steps, the limiting…

Probability · Mathematics 2016-08-08 Bojan Basrak , Drago Špoljarić
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