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We consider scaled Brownian motion (sBm), a random process described by a diffusion equation with explicitly time-dependent diffusion coefficient $D(t) = D_0 t^{\alpha - 1}$ (Batchelor's equation) which, for $\alpha < 1$, is often used for…

Data Analysis, Statistics and Probability · Physics 2015-06-17 Felix Thiel , Igor M. Sokolov

In this paper we give a complete characterization of the scaling limit of the critical Interacting Partially Directed Self-Avoiding Walk (IPDSAW) introduced in Zwanzig and Lauritzen (1968). As the system size $L$ diverges, we prove that the…

Probability · Mathematics 2018-02-04 Philippe Carmona , Nicolas Pétrélis

We consider a non-Markovian discrete-time random walk on $\mathbb{Z}$ with unbounded memory called the elephant random walk (ERW). We prove a strong invariance principle for the ERW. More specifically, we prove that, under a suitable…

Probability · Mathematics 2017-12-18 Cristian F. Coletti , Renato Gava , Gunter M. Schütz

Random walk in random environment (RWRE) is a fundamental model of statistical mechanics, describing the movement of a particle in a highly disordered and inhomogeneous medium as a random walk with random jump probabilities. It has been…

Probability · Mathematics 2013-09-11 Alexander Drewitz , Alejandro F. Ramírez

Standard continuous time random walk (CTRW) models are renewal processes in the sense that at each jump a new, independent pair of jump length and waiting time are chosen. Globally, anomalous diffusion emerges through action of the…

Statistical Mechanics · Physics 2015-06-17 Johannes HP Schulz , Aleksei V Chechkin , Ralf Metzler

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

Nonergodicity observed in single-particle tracking experiments is usually modeled by transient trapping rather than spatial disorder. We introduce models of a particle diffusing in a medium consisting of regions with random sizes and random…

Soft Condensed Matter · Physics 2014-09-23 P. Massignan , C. Manzo , J. A. Torreno-Pina , M. F. García-Parajo , M. Lewenstein , G. J. Lapeyre

Various types of walks on complex networks have been used in recent years to model search and navigation in several kinds of systems, with particular emphasis on random walks. This gives valuable information on network properties, but…

Disordered Systems and Neural Networks · Physics 2019-01-24 Carlos P. Herrero

In this work we establish a link between two different phenomena that were studied in a large and growing number of biological, composite and soft media: the diffusion in compartmentalized environment and the Brownian yet non-Gaussian…

Statistical Mechanics · Physics 2020-08-05 Jakub Ślęzak , Stanislav Burov

In this article, we first give a comprehensive description of random walk (RW) problem focusing on self-similarity, dynamic scaling and its connection to diffusion phenomena. One of the main goals of our work is to check how robust the RW…

Statistical Mechanics · Physics 2021-03-17 Tushar Mitra , Tomal Hossain , Santo Banerjee , Md. Kamrul Hassan

We propose random walks on suitably defined graphs as a framework for finescale modeling of particle motion in an obstructed environment where the particle may have interactions with the obstructions and the mean path length of the particle…

Probability · Mathematics 2019-10-25 Preston Donovan , Muruhan Rathinam

Kesten et al.( 1975) proved the stable law for the transient RWRE (here we refer it as the $\kappa$-transient RWRE). After that, some similar interesting properties have also been revealed for its continuous counterpart, the diffusion…

Probability · Mathematics 2014-12-16 Wenming Hong , Hui Yang

Levy walk (LW) process has been used as a simple model for describing anomalous diffusion in which the mean squared displacement of the walker grows non-linearly with time in contrast to the diffusive motion described by simple random walks…

Statistical Mechanics · Physics 2021-10-27 Santanu Das , Anupam Kundu

We study the high-dimensional uniform prudent self-avoiding walk, which assigns equal probability to all nearest-neighbor self-avoiding paths of a fixed length that respect the prudent condition, namely, the path cannot take any step in the…

Probability · Mathematics 2023-04-10 Markus Heydenreich , Lorenzo Taggi , Niccolo Torri

In this thesis, we study the diffusive and ballistic behaviors of random walk in random environment (RWRE) in an integer lattice with dimension at least 2. Our contributions are in three directions: a conditional law of large numbers and…

Probability · Mathematics 2012-10-08 Xiaoqin Guo

Strongly non-Markovian random walks offer a promising modeling framework for understanding animal and human mobility, yet, few analytical results are available for these processes. Here we solve exactly a model with long range memory where…

Statistical Mechanics · Physics 2015-06-19 Denis Boyer , Citlali Solis-Salas

Systems living in complex non equilibrated environments often exhibit subdiffusion characterized by a sublinear power-law scaling of the mean square displacement. One of the most common models to describe such subdiffusive dynamics is the…

Statistical Mechanics · Physics 2015-07-03 Andrea Cairoli , Adrian Baule

We investigate the long-term behavior of a random walker evolving on top of the simple symmetric exclusion process (SSEP) at equilibrium, in dimension one. At each jump, the random walker is subject to a drift that depends on whether it is…

Probability · Mathematics 2020-10-28 Marcelo R. Hilário , Daniel Kious , Augusto Teixeira

We study the so-called elephant random walk (ERW) which is a non-Markovian discrete-time random walk on $\mathbb{Z}$ with unbounded memory which exhibits a phase transition from diffusive to superdiffusive behaviour. We prove a law of large…

Statistical Mechanics · Physics 2017-06-07 Cristian F. Coletti , Renato Gava , Gunter M. Schütz

Anomalous diffusion is frequently described by scaled Brownian motion (SBM), a Gaussian process with a power-law time dependent diffusion coefficient. Its mean squared displacement is $\langle x^2(t)\rangle\simeq\mathscr{K}(t)t$ with…

Statistical Mechanics · Physics 2014-12-24 J. -H. Jeon , A. V. Chechkin , R. Metzler