Related papers: Is Quasar Optical Variability a Damped Random Walk…

Applied to statistical physics models, the random cost algorithm enforces a Random Walk (RW) in energy (or possibly other thermodynamic quantities). The dynamics of this procedure is distinct from fixed weight updates. The probability for a…

We present a graph random walk (GRW) method for the study of charge transport properties of complex molecular materials in the time-of-flight regime. The molecules forming the material are represented by the vertices of a directed weighted…

The Random Walks (RW) algorithm is one of the most e - cient and easy-to-use probabilistic segmentation methods. By combining contrast terms with prior terms, it provides accurate segmentations of medical images in a fully automated manner.…

Distribution of loops in a one-dimensional random walk (RW), or, equivalently, neutral segments in a sequence of positive and negative charges is important for understanding the low energy states of randomly charged polymers. We investigate…

In this article, we generalize the recent Discrete Time Random Walk (DTRW) algorithm, which was introduced for the computation of probability densities of fractional diffusion. Although it has the same computational complexity and shares…

Many stochastic time series can be modelled by discrete random walks in which a step of random sign but constant length $\delta x$ is performed after each time interval $\delta t$. In correlated discrete time random walks (CDTRWs), the…

Subordinating a random walk to a renewal process yields a continuous time random walk (CTRW) model for diffusion, including the possibility of anomalous diffusion. Transition densities of scaling limits of power law CTRWs have been shown to…

Diffusing-Wave Spectroscopy (DWS) treats the transport of photons through turbid samples as a diffusion process, thereby making it possible to extract the dynamics of scatterers from measured correlation functions. The analysis of DWS data…

Microvariability consists in small time scale variations of low amplitude in the photometric light curves of quasars, and represents an important tool to investigate their inner core. Detection of quasar microvariations is challenging for…

Quantum walks (QWs) exhibit different properties compared with classical random walks (RWs), most notably by linear spreading and localization. In the meantime, random walks that replicate quantum walks, which we refer to as…

In this paper we study controlled continuous time random walks (CTRWs) and heuristically derive pay-off function dynamic programming (DP) equations which turn in the limit of standard scaling to fractional Hamilton Jacobi Bellman type…

Continuous Time Random Walks (CTRW) are widely used to coarse-grain the evolution of systems jumping from a metastable sub-set of their configuration space, or trap, to another via rare intermittent events. The multi-scaled behavior typical…

A $\delta$ once-reinforced random walk ($\delta$-ORRW) on connected graph is a self-interacting random walk which moves to its neighbors at each step according to the weights of the edges at that time, where the weights are $1$ on edges…

Using a sample of over 25000 spectroscopically confirmed quasars from the Sloan Digital Sky Survey, we show how quasar variability in the rest frame optical/UV regime depends upon rest frame time lag, luminosity, rest wavelength, redshift,…

Standard continuous time random walk (CTRW) models are renewal processes in the sense that at each jump a new, independent pair of jump length and waiting time are chosen. Globally, anomalous diffusion emerges through action of the…

Dynamic time warping (DTW) is widely used to align time series evolving on mismatched timescales, yet most applications reduce alignment to a scalar distance. We introduce warp quantification analysis (WQA), a framework that derives…

The aim of this paper is to deepen the analysis of the asymptotic behavior of the so-called minimal random walk (MRW) using a new martingale approach. The MRW is a discrete-time random walk with infinite memory that has three regimes…

Continuous-time random walks (CTRW) play important role in understanding of a wide range of phenomena. However, most theoretical studies of these models concentrate only on stationary-state dynamics. We present a new theoretical approach,…

Continuous time random walks have random waiting times between particle jumps. We define the correlated continuous time random walks (CTRWs) that converge to fractional Pearson diffusions (fPDs). The jumps in these CTRWs are obtained from…

In this paper we study the behavior of a continuous time random walk (CTRW) on a stationary and ergodic time varying dynamic graph. We establish conditions under which the CTRW is a stationary and ergodic process. In general, the stationary…