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Related papers: Universal Order Statistics of Random Walks

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Continuous time random walk models with decoupled waiting time density are studied. When the spatial one jump probability density belongs to the Levy distribution type and the total time transition is exponential a generalized…

Statistical Mechanics · Physics 2009-10-31 C. Budde , D. Prato , M. R=E9

This article considers the statistical properties of L\'evy walks possessing a regular long-term linear scaling of the mean square displacement with time, for which the conditions of the classical Central Limit Theorem apply.…

Statistical Mechanics · Physics 2022-12-07 Massimiliano Giona , Andrea Cairoli , Rainer Klages

Let $r: S\times S\to \bb R_+$ be the jump rates of an irreducible random walk on a finite set $S$, reversible with respect to some probability measure $m$. For $\alpha >1$, let $g: \bb N\to \bb R_+$ be given by $g(0)=0$, $g(1)=1$, $g(k) =…

Probability · Mathematics 2009-10-22 Johel Beltran , Claudio Landim

We compute exactly the mean number of records $\langle R_N \rangle$ for a time-series of size $N$ whose entries represent the positions of a discrete time random walker on the line. At each time step, the walker jumps by a length $\eta$…

Statistical Mechanics · Physics 2022-01-03 Satya N. Majumdar , Philippe Mounaix , Sanjib Sabhapandit , Gregory Schehr

Several kinds of walks on complex networks are currently used to analyze search and navigation in different systems. Many analytical and computational results are known for random walks on such networks. Self-avoiding walks (SAWs) are…

Disordered Systems and Neural Networks · Physics 2009-11-10 Carlos P. Herrero

We study the trajectory of a simple random walk on a d-regular graph with d>2 and locally tree-like structure as the number n of vertices grows. Examples of such graphs include random d-regular graphs and large girth expanders. For these…

Probability · Mathematics 2015-05-20 Jiri Cerny , Augusto Teixeira , David Windisch

We introduce and study a new model consisting of a single classical random walker undergoing continuous monitoring at rate $\gamma$ on a discrete lattice. Although such a continuous measurement cannot affect physical observables, it has a…

Statistical Mechanics · Physics 2023-01-04 Tony Jin , David G. Martin

We consider the occurrence of record-breaking events in random walks with asymmetric jump distributions. The statistics of records in symmetric random walks was previously analyzed by Majumdar and Ziff and is well understood. Unlike the…

Statistical Finance · Quantitative Finance 2011-05-16 Gregor Wergen , Miro Bogner , Joachim Krug

The behaviors of one-dimensional quantum random walks are strikingly different from those of classical ones. However, when decoherence is involved, the limiting distributions take on many classical features over time. In this paper, we…

Quantum Physics · Physics 2009-11-13 Kai Zhang

We consider the scaling behavior of the range and $p$-multiple range, that is the number of points visited and the number of points visited exactly $p\geq 1$ times, of simple random walk on ${\mathbb Z}^d$, for dimensions $d\geq 2$, up to…

Probability · Mathematics 2020-03-25 Thomas Doehrman , Sunder Sethuraman , Shankar C. Venkataramani

A finite ergodic Markov chain exhibits cutoff if its distance to equilibrium remains close to its initial value over a certain number of iterations and then abruptly drops to near 0 on a much shorter time scale. Originally discovered in the…

Probability · Mathematics 2018-01-23 Charles Bordenave , Pietro Caputo , Justin Salez

We study continuous-time (variable speed) random walks in random environments on $\mathbb{Z}^d$, $d\ge2$, where, at time $t$, the walk at $x$ jumps across edge $(x,y)$ at time-dependent rate $a_t(x,y)$. The rates, which we assume stationary…

Probability · Mathematics 2020-01-06 Marek Biskup , Pierre-François Rodriguez

Second-order phase transitions are characterised by critical scaling and universality. The singular behaviour of thermodynamic quantities at the transition, in particular, is determined by critical exponents of the universality class of the…

We investigated the discrete-time quantum random walks on a line in periodic potential. The probability distribution with periodic potential is more complex compared to the normal quantum walks, and the standard deviation $\sigma$ has…

Quantum Physics · Physics 2015-06-11 Min Li , Yong-Sheng Zhang , Guang-Can Guo

We study the distribution of the number of (non-backtracking) periodic walks on large regular graphs. We propose a formula for the ratio between the variance of the number of $t$-periodic walks and its mean, when the cardinality of the…

Mathematical Physics · Physics 2015-03-19 Idan Oren , Uzy Smilansky

We study a family of correlated one-dimensional random walks with a finite memory range M.These walks are extensions of the Taylor's walk as investigated by Goldstein, which has a memory range equal to one. At each step, with a probability…

adap-org · Physics 2009-10-31 Roger Bidaux , Nino Boccara

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 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

In this paper, we study the dynamics of a random walker diffusing on a disordered one-dimensional lattice with random trappings. The distribution of escape probabilities is computed exactly for any strength of the disorder. These…

Statistical Mechanics · Physics 2016-08-31 Clement Sire

A vast variety of real-life networks display the ubiquitous presence of scale-free phenomenon and small-world effect, both of which play a significant role in the dynamical processes running on networks. Although various dynamical processes…

Physics and Society · Physics 2009-07-19 Zhongzhi Zhang , Shuigeng Zhou , Wenlei Xie , Lichao Chen , Yuan Lin , Jihong Guan