Related papers: Is Quasar Optical Variability a Damped Random Walk…
The edge-reinforced random walk (ERRW) is a random process on the vertices of a graph that is more likely to cross the edges it has visited in the past. Depending on the strength of the reinforcement, the ERRW of a single particle can…
The origin of the variability in accretion disks of active galactic nuclei (AGN) is still unknown, but its behavior can be characterized by modeling the time series of optical wavelength fluxes coming from the accretion disks with damped…
A physical-mathematical approach to anomalous diffusion may be based on fractional diffusion equations and related random walk models. The fundamental solutions of these equations can be interpreted as probability densities evolving in time…
We offer theoretical explanations for some recent observations in numerical simulations of quantum random walks (QRW). Specifically, in the case of a QRW on the line with one particle (walker) and two entangled coins, we explain the…
We consider a random walk in a random environment (RWRE) on the strip of finite width $\mathbb{Z} \times \{1,2,\ldots,d\}$. We prove both quenched and averaged large deviation principles for the position and the hitting times of the RWRE.…
We present a new method of modelling time-series data based on the running optimal average (ROA). By identifying the effective number of parameters for the ROA model, in terms of the shape and width of its window function and the times and…
We study using large deviation theory the fluctuations of time-integrated functionals or observables of the unbiased random walk evolving on Erd\"os-R\'enyi random graphs, and construct a modified, biased random walk that explains how these…
The usual development of the continuous-time random walk (CTRW) proceeds by assuming that the present is one of the jumping times. Under this restrictive assumption integral equations for the propagator and mean escape times have been…
The variability of quasars across multiple wavelengths is a useful probe of physical conditions in active galactic nuclei. In particular, variable accretion rates, instabilities, and reverberation effects in the accretion disk of a…
Diffusing wave spectroscopy (DWS) can be employed as an optical rheology tool with numerous applications for studying the structure, dynamics and linear viscoelastic properties of complex fluids, foams, glasses and gels. To carry out DWS…
The usual development of the continuous time random walk (CTRW) assumes that jumps and time intervals are a two-dimensional set of independent and identically distributed random variables. In this paper we address the theoretical setting of…
We consider activated random walk (ARW), an interacting particle system and prototypical model of self-organized criticality in a setting which combines mean-field behavior with the geometry of an arbitrary graph, which we call the village…
In the present paper, we introduce and analyze elephant random walks (ERWs) on bipartite periodic lattices arising as coverings of dipole graphs. We focus on lattices whose admissible step directions in the two parts of the bipartition are…
We investigate shear and interface modes excited in neutron stars with an elastic crust in the full general relativistic framework and compare them to the results obtained within the relativistic Cowling approximation. We observe that the…
Active walker models have proved to be extremely effective in understanding the evolution of a large class of systems in biology like ant trail formation and pedestrian trails. We propose a simple model of a random walker which modifies its…
During the last decades, international attempts have been made to develop realistic space weather prediction tools aiming to forecast the conditions on the Sun and in the interplanetary environment. These efforts have led to the development…
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…
It has been observed in numerous experiments, simulations, and various theoretical treatments that the spreading of particles can be modeled by the continuous-time random walk. We consider two well-known cases, i.e., Gaussian displacements…
We investigate how a weak constant force becomes detectable through fluctuations in anomalous transport in strongly heterogeneous media. Rather than focusing on the mean drift, we show that the key signature of the force appears in the…
Continuous Time Random Walks (CTRWs) are jump processes with random waiting times between jumps. We study scaling limits for CTRWs where the distribution of jumps and waiting times is coupled and varies in space and time. Such processes…