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We prove a strong law of large numbers and an annealed invariance principle for a random walk in a one-dimensional dynamic random environment evolving as the simple exclusion process with jump parameter $\gamma$. First, we establish that if…

Probability · Mathematics 2015-11-02 François Huveneers , François Simenhaus

In part I (math.PR/0406392) we proved for an arbitrary one-dimensional random walk with independent increments that the probability of crossing a level at a given time n is of the maximal order square root of n. In higher dimensions we call…

Probability · Mathematics 2007-05-23 Rainer Siegmund-Schultze , Heinrich von Weizsaecker

A system of agents moving along a road in both directions is studied numerically within a cellular-automata formulation. An agent steps to the right with probability $q$ or to the left with $1-q$ when encountering other agents. Our model is…

Physics and Society · Physics 2009-07-17 Seung Ki Baek , Petter Minnhagen , Sebastian Bernhardsson , Kweon Choi , Beom Jun Kim

We consider stochastic systems involving general -- non-Gaussian and asymmetric -- stable processes. The random quantities, either a stochastic force or a waiting time in a random walk process, explicitly depend on the position. A…

Statistical Mechanics · Physics 2015-06-18 Tomasz Srokowski

We derive a self-duality relation for a one-dimensional model of branching and annihilating random walkers with an even number of offsprings. With the duality relation and by deriving exact results in some limiting cases involving fast…

Statistical Mechanics · Physics 2009-10-31 K. Mussawisade , J. E. Santos , G. M. Schütz , ;

We study the annihilating random walk with long-range interaction in one dimension. Each particle performs random walks on a one-dimensional ring in such a way that the probability of hopping toward the nearest particle is $W= [1 - \epsilon…

Statistical Mechanics · Physics 2020-10-13 Su-Chan Park

A new master equation to mimic the dynamics of a collection of interacting random walkers in an open system is proposed and solved numerically.In this model, the random walkers interact through excluded volume interaction (single-file…

Soft Condensed Matter · Physics 2007-05-23 Prasanth P Jose , Biman Bagchi

A growing body of literature examines the effects of superdiffusive subballistic movement pre-measurement (ageing or time lag) on observations arising from single-particle tracking. A neglected aspect is the finite lifetime of these…

Statistical Mechanics · Physics 2018-01-03 Helena Stage

In this paper, we explore the reduction of functionality in a complex system as a consequence of cumulative random damage and imperfect reparation, a phenomenon modeled as a dynamical process on networks. We analyze the global…

Statistical Mechanics · Physics 2021-06-07 L. K. Eraso-Hernandez , A. P. Riascos , T. M. Michelitsch , J. Wang-Michelitsch

We consider the one-dimensional target search process that involves an immobile target located at the origin and $N$ searchers performing independent Brownian motions starting at the initial positions $\vec x = (x_1,x_2,..., x_N)$ all on…

Statistical Mechanics · Physics 2010-09-16 P. L. Krapivsky , Satya N. Majumdar , Alberto Rosso

We analyze the dynamics of a population of independent random walkers on a graph and develop a simple model of epidemic spreading. We assume that each walker visits independently the nodes of a finite ergodic graph in a discrete-time…

Physics and Society · Physics 2021-01-19 Michael Bestehorn , Alejandro P. Riascos , Thomas M. Michelitsch , Bernard A. Collet

Exploiting the coherent medium approximation, random walk among sites distributed randomly in space is investigated when the jump rate depends on the distance between two adjacent sites. In one dimension, it is shown that when the jump rate…

Statistical Mechanics · Physics 2021-09-27 Takashi Odagaki

Diffusion mediated reaction models are particularly ubiquitous in the description of physical, chemical or biological processes. The random walk schema is a useful tool for formulating these models. Recently, evanescent random walk models…

Data Analysis, Statistics and Probability · Physics 2015-10-08 Miguel A. Ré , Natalia C. Bustos

In this paper we consider the one-dimensional, biased, randomly trapped random walk when the trapping times have infinite variance. We prove sufficient conditions for the suitably scaled walk to converge to a transformation of a stable…

Probability · Mathematics 2026-01-14 Adam Bowditch

We consider a random walk among a Poisson system of moving traps on ${\mathbb Z}$. In earlier work [DGRS12], the quenched and annealed survival probabilities of this random walk have been investigated. Here we study the path of the random…

Probability · Mathematics 2017-02-01 Siva Athreya , Alexander Drewitz , Rongfeng Sun

We are studying the motion of a random walker in two and three dimensional continuum with uniformly distributed jump-length. This is different from conventional Lavy flight. In 2D and 3D continuum, a random walker can move in any direction,…

Statistical Mechanics · Physics 2015-06-08 Ajanta Bhowal Acharyya

We study the asymptotic behaviour of the probability that a weighted sum of centered i.i.d. random variables X_k does not exceed a constant barrier. For regular random walks, the results follow easily from classical fluctuation theory,…

Probability · Mathematics 2011-05-24 Frank Aurzada , Christoph Baumgarten

For certain materials science scenarios arising in rubber technology, one-dimensional moving boundary problems (MBPs) with kinetic boundary conditions are capable of unveiling the large-time behavior of the diffusants penetration front,…

Numerical Analysis · Mathematics 2023-12-04 Surendra Nepal , Magnus Ogren , Yosief Wondmagegne , Adrian Muntean

We study biased random walkers on lattices with randomly dispersed static traps in one, two and three dimensions. As the external bias is increased from zero the system undergoes a phase transition, most clearly manifested in the asymptotic…

Statistical Mechanics · Physics 2009-11-07 Vishal Mehra , Peter Grassberger

A possible mechanism leading to anomalous diffusion is the presence of long-range correlations in time between the displacements of the particles. Fractional Brownian motion, a non-Markovian self-similar Gaussian process with stationary…

Statistical Mechanics · Physics 2019-04-03 Alexander H O Wada , Alex Warhover , Thomas Vojta