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The one-dimensional random trap model with a power-law distribution of mean sojourn times exhibits a phenomenon of dynamical localization in the case where diffusion is anomalous: The probability to find two independent walkers at the same…

Data Analysis, Statistics and Probability · Physics 2015-03-03 Franziska Flegel , Igor M. Sokolov

The ensemble properties and time-averaged observables of a memory-induced diffusive-superdiffusive transition are studied. The model consists in a random walker whose transitions in a given direction depend on a weighted linear combination…

Statistical Mechanics · Physics 2017-05-11 Adrian A. Budini

We study a simple stochastic differential equation that models the dispersion of close heavy particles moving in a turbulent flow. In one and two dimensions, the model is closely related to the one-dimensional stationary Schroedinger…

Mathematical Physics · Physics 2014-07-16 Krzysztof Gawedzki , David P. Herzog , Jan Wehr

We study the motion of independent particles in a dynamical random environment on the integer lattice. The environment has a product distribution. For the multidimensional case, we characterize the class of spatially ergodic invariant…

Probability · Mathematics 2018-09-20 Mathew Joseph , Firas Rassoul-Agha , Timo Seppäläinen

We here study random evolutions on Banach spaces, driven by a class of semi-Markov processes. The expectation (in the sense of Bochner) of such evolutions is shown to solve some abstract Cauchy problems. Further, the abstract telegraph…

Probability · Mathematics 2023-04-13 Costantino Ricciuti , Bruno Toaldo

Abstract. The purpose of this paper is twofold. We introduce the theory of random tensors, which naturally extends the method of random averaging operators in our earlier work arXiv:1910.08492, to study the propagation of randomness under…

Analysis of PDEs · Mathematics 2020-06-17 Yu Deng , Andrea R. Nahmod , Haitian Yue

We explore the propagation and transformation of electromagnetic waves through spatially homogeneous yet smoothly time-dependent media within the framework of classical electrodynamics. By modelling the smooth transition, occurring during a…

Via operator theoretic methods, we formalize the concentration phenomenon for a given observable `$r$' of a discrete time Markov chain with `$\mu_{\pi}$' as invariant ergodic measure, possibly having support on an unbounded state space. The…

Machine Learning · Computer Science 2023-06-01 Muhammad Abdullah Naeem , Miroslav Pajic

We study the time evolution of the amount of entanglement generated by one dimensional spin-1/2 Ising-type Hamiltonians composed of many-body interactions. We investigate sets of states randomly selected during the time evolution generated…

Quantum Physics · Physics 2011-11-23 Yoshifumi Nakata , Mio Murao

We study a voting model on a branching Brownian motion process on $\mathbb{R}$ in which the diffusivity of each child particle is increased from that of the parent by a factor of $\gamma>1$. The probability distribution of the overall vote…

Analysis of PDEs · Mathematics 2023-12-29 Alexander Dunlap , Lenya Ryzhik

We study a planar random motion $\big(X(t),Y(t)\big)$ with orthogonal directions which can turn clockwise, counterclockwise and reverse its direction each with a different probability. The support of the process is given by a time-varying…

Probability · Mathematics 2024-04-18 Enzo Orsingher , Manfred Marvin Marchione

Consider two random walks on $\mathbb{Z}$. The transition probabilities of each walk is dependent on trajectory of the other walker i.e. a drift $p>1/2$ is obtained in a position the other walker visited twice or more. This simple model has…

Probability · Mathematics 2012-10-30 Noam Berger , Eviatar B. Procaccia

The purpose of this paper is to establish, via a martingale approach, some refinements on the asymptotic behavior of the one-dimensional elephant random walk (ERW). The asymptotic behavior of the ERW mainly depends on a memory parameter $p$…

Probability · Mathematics 2018-01-17 Bernard Bercu

For a class of time inhomogenous distribution dependent birth-death processes, we derive the well-posedness, $\mathbb{W}_p$-estimate, exponential ergodicity, and uniform in time propagation of chaos. These extend the corresponding results…

Probability · Mathematics 2025-12-30 Feng-Yu Wang , Yi Zhao

Brownian yet non-Gaussian phenomenon has recently been observed in many biological and active matter systems. The main idea of explaining this phenomenon is to introduce a random diffusivity for particles moving in inhomogeneous…

Statistical Mechanics · Physics 2022-01-19 Xudong Wang , Yao Chen

We study a class of random walk, the stored-energy-driven L\'evy flight (SEDLF), whose jump length is determined by a stored energy during a trapped state. The SEDLF is a continuous-time random walk with jump lengths being coupled with the…

Statistical Mechanics · Physics 2013-06-26 Takuma Akimoto , Tomoshige Miyaguchi

This paper deals with (globally) random substitutions on a finite set of prototiles. Using renormalization tools applied to objects from operator algebras we establish upper and lower bounds on the rate of deviations of ergodic averages for…

Dynamical Systems · Mathematics 2023-05-26 Rodrigo Treviño

This exposition presents a novel approach to solving an M/M/m queue for the waiting time and the residence time. The motivation comes from an algebraic solution for the residence time of the M/M/1 queue. The key idea is the introduction of…

Performance · Computer Science 2020-08-18 Neil J. Gunther

We introduce a persistent random walk model with finite velocity and self-reinforcing directionality, which explains how exponentially distributed runs self-organize into truncated L\'evy walks observed in active intracellular transport by…

Statistical Mechanics · Physics 2024-02-07 Daniel Han , Marco A. A. da Silva , Nickolay Korabel , Sergei Fedotov

In this paper, we consider the longitudinal and transversal vibrations of the transmission Euler-Bernoulli beam with Kelvin-Voigt damping distributed locally on any subinterval of the region occupied by the beam and only in one side of the…

Analysis of PDEs · Mathematics 2019-08-19 Fathi Hassine