Related papers: Semi-Markov approach to continuous time random wal…
We develop a continuous time random walk (CTRW) approach for the evolution of Lagrangian velocities in steady heterogeneous flows based on a stochastic relaxation process for the streamwise particle velocities. This approach describes…
A detailed study is presented for a large class of uncoupled continuous-time random walks (CTRWs). The master equation is solved for the Mittag-Leffler survival probability. The properly scaled diffusive limit of the master equation is…
In this paper we present analytical and random walk based solutions to diffusion in semi-permeable layered media with varying diffusivity. We propose a new random walk transit model (hybrid model) based on treating the membrane permeability…
We discuss large deviation properties of continuous-time random walks (CTRW) and present a general expression for the large deviation rate in CTRW in terms of the corresponding rates for the distributions of steps' lengths and waiting…
Continuous time random Walk model has been versatile analytical formalism for studying and modeling diffusion processes in heterogeneous structures, such as disordered or porous media. We are studying the continuous limits of Heterogeneous…
We study a general continuous-time random walk (CTRW), by including non-Markovian cases and L\'evy flights, under complete stochastic resetting to the initial position with an arbitrary law, which can be power-lawed as well as Poissonian.…
We consider a Markov jump process on a general state space to which we apply a time-dependent weak perturbation over a finite time interval. By martingale-based stochastic calculus, under a suitable exponential moment bound for the…
It has been alleged in several papers that the so called delayed continuous-time random walks (DCTRWs) provide a model for the one-dimensional telegraph equation at microscopic level. This conclusion, being widespread now, is strange, since…
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…
This paper reviews recent advances in continuous-time quantum walks (CTQW) and their application to transport in various systems. The introduction gives a brief survey of the historical background of CTQW. After a short outline of the…
The purpose of this paper is to consider the exit-time problem for a finite-range Markov jump process, i.e, the distance the particle can jump is bounded independent of its location. Such jump diffusions are expedient models for anomalous…
We consider random walks on discrete state spaces, such as general undirected graphs, where the random walkers are designed to approximate a target quantity over the network topology via sampling and neighborhood exploration in the form of…
In this paper, we study quasi-stationary distributions of nonlinearly perturbed semi-Markov processes in discrete time. This type of distributions is of interest for the analysis of stochastic systems which have finite lifetimes, but are…
Continuous-time random walk (CTRW) is a model of anomalous sub-diffusion in which particles are immobilized for random times between successive jumps. A power-law distribution of the waiting times, $\psi(\tau) \tau^{-(1+\alpha)}$, leads to…
An analytical soluble model based on a Continuous Time Random Walk (CTRW) scheme for the adsorption-desorption processes at interfaces, called bulk-mediated surface diffusion, is presented. The time evolution of the effective probability…
A semi-Markov process method for obtaining general counting statistics for open quantum systems is extended to the scenario of resetting. The simultaneous presence of random resets and wave function collapses means that the quantum jump…
We study financial distributions within the framework of the continuous time random walk (CTRW). We review earlier approaches and present new results related to overnight effects as well as the generalization of the formalism which embodies…
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…
Using two simple examples, the continuous-time random walk as well as a two state Markov chain, the relation between generalized anomalous relaxation equations and semi-Markov processes is illustrated. This relation is then used to discuss…
For a continuous-time catalytic branching random walk (CBRW) on Z, with an arbitrary finite number of catalysts, we study the asymptotic behavior of position of the rightmost particle when time tends to infinity. The mild requirements…