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The deterministic random walk is a deterministic process analogous to a random walk. While there are some results on the cover time of the rotor-router model, which is a deterministic random walk corresponding to a simple random walk,…

Discrete Mathematics · Computer Science 2016-05-16 Takeharu Shiraga

We consider a broad class of Continuous Time Random Walks with large fluctuations effects in space and time distributions: a random walk with trapping, describing subdiffusion in disordered and glassy materials, and a L\'evy walk process,…

Statistical Mechanics · Physics 2015-06-23 R. Burioni , G. Gradenigo , A. Sarracino , A. Vezzani , A. Vulpiani

We show the asymptotic long-time equivalence of a generic power law waiting time distribution to the Mittag-Leffler waiting time distribution, characteristic for a time fractional CTRW. This asymptotic equivalence is effected by a…

Statistical Mechanics · Physics 2008-05-18 Rudolf Gorenflo , Francesco Mainardi

We study, in d-dimensions, the random walker with geometrically shrinking step sizes at each hop. We emphasize the integrated quantities such as expectation values, cumulants and moments rather than a direct study of the probability…

Statistical Mechanics · Physics 2009-11-11 Tonguc Rador

A space fractional diffusion-like equation is introduced, which embodies the nonlocality in time, represented by the memory kernel and the non-locality in space. A specific example of the nonlocal term is considered in combination with…

Statistical Mechanics · Physics 2026-01-06 Pece Trajanovski , Irina Petreska , Katarzyna Gorska , Ljupco Kocarev , Trifce Sandev

We study the evolution of a random walker on a conservative dynamic random environment composed of independent particles performing simple symmetric random walks, generalizing results of [16] to higher dimensions and more general transition…

We review recent studies demonstrating a nonuniversal (continuously variable) survival exponent for history-dependent random walks, and analyze a new example, the hard movable partial reflector. These processes serve as a simplified models…

Statistical Mechanics · Physics 2015-06-24 Ronald Dickman , Francisco Fontenele Araujo , Daniel ben-Avraham

In this paper we focus our attention on a particle that follows a unidirectional quantum walk, an alternative version of the nowadays widespread discrete-time quantum walk on a line. Here the walker at each time step can either remain in…

Quantum Physics · Physics 2013-08-01 Miquel Montero

The continuous time random walk (CTRW) approach has been widely applied to model large-scale non-Fickian transport in the flow through disordered media. Often, the underlying microscopic transport mechanisms and disorder characteristics are…

Fluid Dynamics · Physics 2024-03-12 Xiangnan Yu , Marco Dentz , HongGuang Sun , Yong Zhang

Random walks in random environments (RWRE) model transport in quenched disorder, incorporating spatial heterogeneity, trapping, random drift, and random geometry. This paper summarizes discrete and continuous time formulations, identifies…

Statistical Mechanics · Physics 2026-05-14 Hazel Brookfield , Wei Zhou , Ian Weatherby

The three-dimensional (3D) Fick's diffusion equation and fractional diffusion equation are solved for different reflecting boundaries. We use the continuous time random walk model (CTRW) to investigate the time averaged mean square…

Soft Condensed Matter · Physics 2017-09-25 Shanlin Qin , Yong He

Self-interacting random walks (SIRWs) show long-range memory effects that result from the interaction of the random walker at time $t$ with the territory already visited at earlier times $t'<t$. This class of non-Markovian random walks has…

Statistical Mechanics · Physics 2024-04-25 Julien Brémont , Olivier Bénichou , Raphaël Voituriez

We study a branching random walk (BRW) taking its values in a random tree $\bT$ (seen as a family tree) with an infinite line of ancestors that is a variant of a supercritical Galton--Watson (GW) tree with offspring distribution $\nu$. The…

Probability · Mathematics 2026-05-05 Thomas Duquesne , Robin Khanfir

Continuous time random walks impose a random waiting time before each particle jump. Scaling limits of heavy tailed continuous time random walks are governed by fractional evolution equations. Space-fractional derivatives describe heavy…

Probability · Mathematics 2009-06-25 Mark M. Meerschaert , Erkan Nane , Yimin Xiao

In this work a Feynman-Kac path integral method based on Levy measure has been proposed for solving the Cauchy problems associated with the space-time fractional Schroedinger equations arising in interacting systems in fractional quantum…

Quantum Physics · Physics 2023-06-27 Sumita Datta , Radhika Prosad Datta

A generalized persistent random walk (GPRW) model to study anomalous particle diffusion influenced by angular heterogeneity is presented. Consider the motion of a particle is composed of many consecutive straight line segments. At the end…

Biological Physics · Physics 2021-11-30 Kejie Chen , Bogdan Epureanu

Levy walks are random processes with an underlying spatiotemporal coupling. This coupling penalizes long jumps, and therefore Levy walks give a proper stochastic description for a particle's motion with broad jump length distribution. We…

Statistical Mechanics · Physics 2009-11-07 Igor M. Sokolov , Ralf Metzler

It is well known that the weak limit of a suitably scaled continuous-time random walk (CTRW) is the Brownian motion. We investigate the convergence of certain patterned random matrices whose entries are independent CTRWs and their…

Probability · Mathematics 2026-01-05 Arup Bose , Pradeep Vishwakarma

In this paper we study continuous time random walks (CTRWs) such that the holding time in each state has a distribution depending on the state itself. For such processes, we provide integro-differential (backward and forward) equations of…

Probability · Mathematics 2017-10-11 Costantino Ricciuti , Bruno Toaldo

A continuous time random walk (CTRW) model with waiting times following the Levy-stable distribution with exponential cut-off in equilibrium is a simple theoretical model giving rise to normal, yet non-Gaussian diffusion. The distribution…

Data Analysis, Statistics and Probability · Physics 2017-05-31 S. M. J. Khadem , I. M. Sokolov
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