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Continuous-time random walks (CTRWs) with drift and position-dependent jumps provide a general framework for describing a wide range of natural and engineered systems. We analyze the stochastic differential equation associated with this…

Statistical Mechanics · Physics 2026-03-25 Marco Bianucci , Mauro Bologna , Riccardo Mannella

We consider the dynamics of a separable Continuous Time Random Walk (CTRW) when the random walker is biased by a velocity field in a uniformly growing domain. Concrete examples for such domains include growing biological cells or lipid…

Statistical Mechanics · Physics 2020-08-26 F. Le Vot , E. Abad , R. Metzler , S. B. Yuste

Parrondo's paradox refers to the counter-intuitive situation where a winning strategy results from a suitable combination of losing ones. Simple stochastic games exhibiting this paradox have been introduced around the turn of the…

Statistical Mechanics · Physics 2019-08-20 J. M. Luck

Parrondo's paradox, a counterintuitive phenomenon where two losing strategies combine to produce a winning outcome, has been a subject of interest across various scientific fields, including quantum mechanics. In this study, we investigate…

Quantum Physics · Physics 2024-12-06 Vikash Mittal , Yi-Ping Huang

Parrondo's paradox is ubiquitous in games, ratchets and random walks.The apparent paradox, devised by J.~M.~R.~Parrondo, that two losing games $A$ and $B$ can produce an winning outcome has been adapted in many physical and biological…

Quantum Physics · Physics 2018-02-15 Jishnu Rajendran , Colin Benjamin

Continuous time random walks (CTRWs) are versatile models for anomalous diffusion processes that have found widespread application in the quantitative sciences. Their scaling limits are typically non-Markovian, and the computation of their…

Probability · Mathematics 2014-07-25 Mark M. Meerschaert , Peter Straka

In this paper, we consider a stochastic process that may experience random reset events which relocate the system to its starting position. We focus our attention on a one-dimensional, monotonic continuous-time random walk with a constant…

Mathematical Physics · Physics 2017-10-11 Miquel Montero , Axel Masó-Puigdellosas , Javier Villarroel

We derive the generalized master equation for reaction-diffusion on networks from an underlying stochastic process, the continuous time random walk (CTRW). The non-trivial incorporation of the reaction process into the CTRW is achieved by…

Dynamical Systems · Mathematics 2013-03-12 Christopher N. Angstmann , Isaac C. Donnelly , Bruce I. Henry

In a continuous time random walk (CTRW), each random jump follows a random waiting time. CTRW scaling limits are time-changed processes that model anomalous diffusion. The outer process describes particle jumps, and the non-Markovian inner…

Probability · Mathematics 2016-11-29 Mark M. Meerschaert , Erkan Nane , Yimin Xiao

The Parrondo effect describes the seemingly paradoxical situation in which two losing games can, when combined, become winning [Phys. Rev. Lett. 85, 24 (2000)]. Here we generalize this analysis to the case where both games are…

Condensed Matter · Physics 2009-11-07 Roland J. Kay , Neil F. Johnson

We analyze two models of subdiffusion with stochastic resetting. Each of them consists of two parts: subdiffusion based on the continuous-time random walk (CTRW) scheme and independent resetting events generated uniformly in time according…

Statistical Mechanics · Physics 2019-05-22 Łukasz Kuśmierz , Ewa Gudowska-Nowak

We study financial distributions within the framework of the continuous time random walk (CTRW). We review earlier approaches and present new results related to overnight effects as well as the generalization of the formalism which embodies…

Statistical Mechanics · Physics 2008-12-02 Jaume Masoliver , Miquel Montero , Josep Perello , George H. Weiss

We develop a continuous time random walk (CTRW) approach for the evolution of Lagrangian velocities in steady heterogeneous flows based on a stochastic relaxation process for the streamwise particle velocities. This approach describes…

Fluid Dynamics · Physics 2016-11-30 Marco Dentz , Peter K. Kang , Alessandro Comolli , Tanguy Le Borgne , Daniel R. Lester

We construct games of chance from simpler games of chance. We show that it may happen that the simpler games of chance are fair or unfavourable to a player andyet the new combined game is favourable -- this is a counter-intuitive…

Probability · Mathematics 2007-05-23 E. S. Key , M. Klosek , D. Abbott

The aim of this paper is to demonstrate the efficacy of using Contrastive Random Walk as a curiosity method to achieve faster convergence to the optimal policy.Contrastive Random Walk defines the transition matrix of a random walk with the…

Machine Learning · Computer Science 2022-04-26 Zixuan Pan , Zihao Wei , Yidong Huang , Aditya Gupta

We consider a new phenomenological model for a $1/f^{\mu}$ classical intermittent noise and study its effects on the dephasing of a two-level system. Within this model, the evolution of the relative phase between the $|\pm>$ states is…

Mesoscale and Nanoscale Physics · Physics 2009-11-11 Josef Schriefl , Maxime Clusel , David Carpentier , Pascal Degiovanni

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

Parrondo's paradox is a well-known counterintuitive phenomenon, where the combination of unfavorable situations can establish favorable ones. In this paper, we study one-dimensional discrete-time quantum walks, manipulating two different…

Quantum Physics · Physics 2022-08-02 Munsif Jan , Niaz Ali Khan , Gao Xianlong

We present a quantum implementation of Parrondo's game with randomly switched strategies using 1) a quantum walk as a source of ``randomness'' and 2) a completely positive (CP) map as a randomized evolution. The game exhibits the same…

Quantum Physics · Physics 2011-11-09 J. Kosik , J. A. Miszczak , V. Buzek

Many complex systems exhibit interactions that depend not only on pairwise connections, but also group structures and memory effects. To capture such effects, we develop a unified tensor framework for modeling higher-order Markov chains…

Systems and Control · Electrical Eng. & Systems 2026-04-09 Shaoxuan Cui , Lingfei Wang , Hildeberto Jardon-Kojakhmetov , Karl Henrik Johansson , Ming Cao