English
Related papers

Related papers: Characterizing Continuous Time Random Walks on Tim…

200 papers

In this issue we demonstrate the very inspiring role of the continuous-time random walk (CTRW) formalism and its numerous modifications thanks to their flexibility and various applications as well its promising perspectives in different…

Statistical Mechanics · Physics 2017-04-05 Ryszard Kutner , Jaume Masoliver

Analyzing the temporal behavior of nodes in time-varying graphs is useful for many applications such as targeted advertising, community evolution and outlier detection. In this paper, we present a novel approach, STWalk, for learning…

Social and Information Networks · Computer Science 2017-11-15 Supriya Pandhre , Himangi Mittal , Manish Gupta , Vineeth N Balasubramanian

We focus on the study of dynamics of two kinds of random walk: generic random walk (GRW) and maximal entropy random walk (MERW) on two model networks: Cayley trees and ladder graphs. The stationary probability distribution for MERW is given…

Statistical Mechanics · Physics 2012-06-01 Jeremi K. Ochab

In this work, we propose a scheme that provides an analytical estimate for the time-dependent degree distribution of some networks. This scheme maps the problem into a random walk in degree space, and then we choose the paths that are…

Physics and Society · Physics 2017-01-25 H. L. Casa Grande , M. Cotacallapa , M. O. Hase

We study continuous time Markov processes on graphs. The notion of frequency is introduced, which serves well as a scaling factor between any Markov time of a continuous time Markov process and that of its jump chain. As an application, we…

Probability · Mathematics 2007-05-23 Jianjun Tian , Xiao-Song Lin

The effects of spatial confinements and smooth cutoffs of the waiting time distribution in continuous-time random walks (CTRWs) are studied analytically. We also investigate dependences of ergodic properties on initial ensembles (i.e.,…

Statistical Mechanics · Physics 2013-03-27 Tomoshige Miyaguchi , Takuma Akimoto

We adapt continuous time random walk (CTRW) formalism to describe asset price evolution and discuss some of the problems that can be treated using this approach. We basically focus on two aspects: (i) the derivation of the price…

Physics and Society · Physics 2008-12-10 J. Masoliver , M. Montero , J. Perello , G. H. Weiss

Brownian motion is a well-known model for normal diffusion, but not all physical phenomena behave according to a Brownian motion. Many phenomena exhibit irregular diffusive behavior, called anomalous diffusion. Examples of anomalous…

Probability · Mathematics 2011-10-04 Meredith N. Burr

We show that for a weakly dense subset of the domain of attraction of a positive stable random variable of index $0<\alpha<1$($DOA\left(\alpha\right))$ the functional stable convergence is a time-changed renewal convergence of distribution…

Probability · Mathematics 2017-09-12 Ofer Busani

Dynamic graph representation learning plays a crucial role in understanding evolving behaviors. However, existing methods often struggle with flexibility, adaptability, and the preservation of temporal and structural dynamics. To address…

Machine Learning · Computer Science 2025-01-22 He Yu , Jing Liu

The continuous time random walks (CTRWs) are typically defned in the way that their trajectories are discontinuous step fuctions. This may be a unwellcome feature from the point of view of application of theese processes to model certain…

Probability · Mathematics 2017-11-08 Piotr Zebrowski , Marcin Magdziarz

Charge transport processes in disordered complex media are accompanied by anomalously slow relaxation for which usually a broad distribution of relaxation times is adopted. To account for those properties of the environment, a standard…

Statistical Mechanics · Physics 2009-11-10 Ewa Gudowska-Nowak , Kinga Bochenek , Agnieszka Jurlewicz , Karina Weron

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 derives and analyzes continuous time random walk (CTRW) models in radial flow geometries for the quantification of non-local solute transport induced by heterogeneous flow distributions and by mobile-immobile mass transfer…

Fluid Dynamics · Physics 2016-11-28 Marco Dentz , Peter K. Kang , Tanguy le Borgne

Random walks are basic diffusion processes on networks and have applications in, for example, searching, navigation, ranking, and community detection. Recent recognition of the importance of temporal aspects on networks spurred studies of…

Physics and Society · Physics 2015-01-14 Leo Speidel , Renaud Lambiotte , Kazuyuki Aihara , Naoki Masuda

Linear theory of stationary response in thermal systems subjected to external perturbations requires to find equilibrium correlation function of the responding system variable in the absence of external perturbations. Studies of the…

Statistical Mechanics · Physics 2014-09-24 Igor Goychuk

We show that the dynamics of supercooled liquids, analyzed from computer simulations of the binary mixture Lennard-Jones system, can be described in terms of a continuous time random walk (CTRW). The required discretization comes from…

Disordered Systems and Neural Networks · Physics 2008-02-26 Oliver Rubner , Andreas Heuer

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

Continuous time random walk (CTRW) subdiffusion along with the associated fractional Fokker-Planck equation (FFPE) is traditionally based on the premise of random clock with divergent mean period. This work considers an alternative CTRW and…

Statistical Mechanics · Physics 2014-09-24 Igor Goychuk

Based on the Langevin description of the Continuous Time Random Walk (CTRW), we consider a generalization of CTRW in which the waiting times between the subsequent jumps are correlated. We discuss the cases of exponential and slowly…

Statistical Mechanics · Physics 2015-05-13 A. V. Chechkin , M. Hofmann , I. M. Sokolov