Related papers: All-time dynamics of continuous-time random walks …
We investigate random walks on complex networks and derive an exact expression for the mean first passage time (MFPT) between two nodes. We introduce for each node the random walk centrality $C$, which is the ratio between its coordination…
What is the most efficient search strategy for the random located target sites subject to the physical and biological constraints? Previous results suggested the L\'evy flight is the best option to characterize this optimal problem,…
We introduce the quantum stochastic walk (QSW), which determines the evolution of generalized quantum mechanical walk on a graph that obeys a quantum stochastic equation of motion. Using an axiomatic approach, we specify the rules for all…
We investigate aging continuous time random walks (ACTRW), introduced by Monthus and Bouchaud [{\em J. Phys. A} {\bf 29}, 3847 (1996)]. Statistical behaviors of the displacement of the random walker ${\bf r}={\bf r}(t) - {\bf r}(0)$ in the…
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…
We present a novel way to characterize the structure of complex networks by studying the statistical properties of the trajectories of random walks over them. We consider time series corresponding to different properties of the nodes…
Random walks are a fundamental tool for analyzing realistic complex networked systems and implementing randomized algorithms to solve diverse problems such as searching and sampling. For many real applications, their actual effect and…
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.…
In high-frequency financial data not only returns, but also waiting times between consecutive trades are random variables. Therefore, it is possible to apply continuous-time random walks (CTRWs) as phenomenological models of the…
Random walks in random environments (RWRE) model transport in quenched disorder, incorporating spatial heterogeneity, trapping, random drift, and random geometry. This paper summarizes discrete and continuous time formulations, identifies…
A correlated Gaussian random walk(CGRW) model is proposed as a simple model of animal dispersal. The general features of CGRW is described. We will discuss how from this single model a number of different kinds of correlated random walk can…
In this paper continuous time random walk models approximating fractional space-time diffusion processes are studied. Stochastic processes associated with the considered equations represent time-changed processes, where the time-change…
Based on the theory of continuous time random walks (CTRW), we build the models of characterizing the transitions among anomalous diffusions with different diffusion exponents, often observed in natural world. In the CTRW framework, we take…
The evolution of many stochastic systems is accurately described by random walks on graphs. We here explore the close connection between local steady-state fluctuations of random walks and the global structure of the underlying graph.…
The rotor walk is a derandomized version of the random walk on a graph. On successive visits to any given vertex, the walker is routed to each of the neighboring vertices in some fixed cyclic order, rather than to a random sequence of…
Discrete time quantum walks (DTQWs) are nontrivial generalizations of random walks with a broad scope of applications. In particular, they can be used as computational primitives, and they are suitable tools for simulating other quantum…
Some specific features and extensions of the continuous time random walk (CTRW) approach are analyzed in detail within the Markovian representation (MR) and CTRW-based non-Markovian stochastic Liouville equation (SLE). In the MR CTRW…
The random walk process underlies the description of a large number of real world phenomena. Here we provide the study of random walk processes in time varying networks in the regime of time-scale mixing; i.e. when the network connectivity…
We apply the Continuous Time Random Walk (CTRW) framework, introduced in finance by Scalas et al., to the analysis of the probability distribution of time intervals between two consecutive trades in the case of BTP futures prices traded at…
Network models have been widely used to study diverse systems and analyze their dynamic behaviors. Given the structural variability of networks, an intriguing question arises: Can we infer the type of system represented by a network based…