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We study a scenario under which variable step random walks give anomalous statistics. We begin by analyzing the Martingale Central Limit Theorem to find a sufficient condition for the limit distribution to be non-Gaussian. We note that the…

Data Analysis, Statistics and Probability · Physics 2009-11-10 Gemunu H. Gunaratne , Joseph L. McCauley , Matthew Nicol , Andrei Torok

Distance control in many-particle systems is a fundamental problem in nature. This becomes particularly relevant in systems of active agents, which can sense their environment and react by adjusting their direction of motion. We employ…

Biological Physics · Physics 2024-06-04 Rajendra Singh Negi , Priyanka Iyer , Gerhard Gompper

Different models of random walks on the dual graphs of compact urban structures are considered. Analysis of access times between streets helps to detect the city modularity. The statistical mechanics approach to the ensembles of lazy random…

Physics and Society · Physics 2013-05-29 D. Volchenkov , Ph. Blanchard

We present a modeling framework for dynamical and bursty contact networks made of agents in social interaction. We consider agents' behavior at short time scales, in which the contact network is formed by disconnected cliques of different…

Physics and Society · Physics 2010-03-09 Juliette Stehle , Alain Barrat , Ginestra Bianconi

In this minireview we present the main results regarding the transport properties of stochastic movement with relocations to known positions. To do so, we formulate the problem in a general manner to see several cases extensively studied…

Statistical Mechanics · Physics 2019-10-23 Axel Masó-Puigdellosas , Daniel Campos , Vicenç Méndez

We investigate the time averaged squared displacement (TASD) of continuous time random walks with respect to the number of steps $N$, which the random walker performed during the data acquisition time $T$. We prove that the TASD, and as…

Statistical Mechanics · Physics 2017-02-15 Felix Thiel , Igor M. Sokolov

The statistical properties of human mobility have been studied in the framework of complex systems physics. Taking advantage from the new datasets made available by the information and communication technologies, the distributions of…

Physics and Society · Physics 2024-10-03 Chiara Mizzi , Alessandro Fabbri , Giulio Colombini , Flavio Bertini , Armando Bazzani

We investigate the hitting times of random walks on graphs, where a hitting time is defined as the number of steps required for a random walker to move from one node to another. While much of the existing literature focuses on calculating…

Probability · Mathematics 2025-11-10 Anuraag Kumar

This paper is concerned with mathematical modeling of intelligent systems, such as human crowds and animal groups. In particular, the focus is on the emergence of different self-organized patterns from non-locality and anisotropy of the…

Mathematical Physics · Physics 2010-09-07 Emiliano Cristiani , Benedetto Piccoli , Andrea Tosin

We present several refinements on the fluctuations of sequences of random vectors (with values in the Euclidean space $\mathbb{R}^d$) which converge after normalization to a multidimensional Gaussian distribution. More precisely we refine…

Probability · Mathematics 2022-03-04 Pierre-Loïc Méliot , Ashkan Nikeghbali

Many studies on animal and human movement patterns report the existence of scaling laws and power-law distributions. Whereas a number of random walk models have been proposed to explain observations, in many situations individuals actually…

Disordered Systems and Neural Networks · Physics 2015-05-13 D. Boyer , O. Miramontes , H. Larralde

We review recent advances on the record statistics of strongly correlated time series, whose entries denote the positions of a random walk or a L\'evy flight on a line. After a brief survey of the theory of records for independent and…

Statistical Mechanics · Physics 2017-07-21 Claude Godreche , Satya N. Majumdar , Gregory Schehr

Recent statistical methods fitted on large-scale GPS data can provide accurate estimations of the expected travel time between two points. However, little is known about the distribution of travel time, which is key to decision-making…

Methodology · Statistics 2023-03-21 Mohamad Elmasri , Aurelie Labbe , Denis Larocque , Laurent Charlin

Recent years have witnessed an explosion of extensive geolocated datasets related to human movement, enabling scientists to quantitatively study individual and collective mobility patterns, and to generate models that can capture and…

Most existing works on transportation dynamics focus on networks of a fixed structure, but networks whose nodes are mobile have become widespread, such as cell-phone networks. We introduce a model to explore the basic physics of…

Physics and Society · Physics 2015-05-30 Han-Xin Yang , Wen-Xu Wang , Yan-Bo Xie , Ying-Cheng Lai , Bing-Hong Wang

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

The standard diffusive spreading, characterized by a Gaussian distribution with mean square displacement that grows linearly with time, can break down, for instance, under the presence of correlations and heterogeneity. In this work, we…

Statistical Mechanics · Physics 2021-10-27 M. A. F. dos Santos , E. H. Colombo , C. Anteneodo

We pose a new and intriguing question motivated by distributed computing regarding random walks on graphs: How long does it take for several independent random walks, starting from the same vertex, to cover an entire graph? We study the…

Probability · Mathematics 2007-11-20 Noga Alon , Chen Avin , Michal Koucky , Gady Kozma , Zvi Lotker , Mark R. Tuttle

Distributed optimization problems have received much attention due to their privacy preservation, parallel computation, less communication, and strong robustness. This paper presents and studies the time-varying distributed optimization…

Optimization and Control · Mathematics 2025-03-18 Wan-ying Li , Nan-jing Huang

We investigate the effects of markovian resseting events on continuous time random walks where the waiting times and the jump lengths are random variables distributed according to power law probability density functions. We prove the…

Statistical Mechanics · Physics 2021-02-10 Vicenç Méndez , Axel Masó-Puigdellosas , Trifce Sandev , Daniel Campos