English
Related papers

Related papers: All-time dynamics of continuous-time random walks …

200 papers

We consider a continuous-time random walk which is the generalization, by means of the introduction of waiting periods on sites, of the one-dimensional nonhomogeneous random walk with a position-dependent drift known in the mathematical…

Statistical Mechanics · Physics 2021-10-25 Gaia Pozzoli , Mattia Radice , Manuele Onofri , Roberto Artuso

We derive an exact closed-form analytical expression for the distribution of the cover time for a random walk over an arbitrary graph. In special case, we derive simplified exact expressions for the distributions of cover time for a…

Mathematical Physics · Physics 2009-10-20 Nikola Zlatanov , Ljupco Kocarev

By a theorem of Volkov (2001) we know that on most graphs with positive probability the linearly vertex-reinforced random walk (VRRW) stays within a finite "trapping" subgraph at all large times. The question of whether this tail behavior…

Probability · Mathematics 2010-11-16 Vlada Limic , Stanislav Volkov

Intermittent stochastic processes appear in a wide field, such as chemistry, biology, ecology, and computer science. This paper builds up the theory of intermittent continuous time random walk (CTRW) and L\'{e}vy walk, in which the…

Statistical Mechanics · Physics 2020-03-20 Tian Zhou , Pengbo Xu , Weihua Deng

Systems living in complex non equilibrated environments often exhibit subdiffusion characterized by a sublinear power-law scaling of the mean square displacement. One of the most common models to describe such subdiffusive dynamics is the…

Statistical Mechanics · Physics 2015-07-03 Andrea Cairoli , Adrian Baule

Branching processes are widely used to model the viral epidemic evolution. For more adequate investigation of viral epidemic modelling, we suggest to apply branching processes with transport of particles usually called branching random…

Probability · Mathematics 2019-01-29 Elizaveta Ermakova , Polina Makhmutova , Elena Yarovaya

Anomalous random walks having long-range jumps are a critical branch of dynamical processes on networks, which can model a number of search and transport processes. However, traditional measurements based on mean first passage time are not…

Physics and Society · Physics 2016-10-11 Tongfeng Weng , Jie Zhang , Moein Khajehnejad , Michael Small , Rui Zheng , Pan Hui

Random walks on graphs are widely used in all sciences to describe a great variety of phenomena where dynamical random processes are affected by topology. In recent years, relevant mathematical results have been obtained in this field, and…

Statistical Mechanics · Physics 2009-11-11 R. Burioni , D. Cassi

Random walk in random environment (RWRE) is a fundamental model of statistical mechanics, describing the movement of a particle in a highly disordered and inhomogeneous medium as a random walk with random jump probabilities. It has been…

Probability · Mathematics 2013-09-11 Alexander Drewitz , Alejandro F. Ramírez

Time-fluctuating signals are ubiquitous and diverse in many physical, chemical, and biological systems, among which random telegraph signals (RTSs) refer to a series of instantaneous switching events between two discrete levels from…

Applied Physics · Physics 2022-06-02 Marcel Robitaille , HeeBong Yang , Lu Wang , Na Young Kim

We propose a new Directed Continuous-Time Random Walk (CTRW) model with memory. As CTRW trajectory consists of spatial jumps preceded by waiting times, in Directed CTRW, we consider the case with only positive spatial jumps. Moreover, we…

Statistical Finance · Quantitative Finance 2019-05-01 Jarosław Klamut , Tomasz Gubiec

Characterizing hydrodynamic transport in fractured rocks is essential for carbon storage and geothermal energy production. Multiscale heterogeneities lead to anomalous solute transport, with breakthrough-curve (BTC) tailing and nonlinear…

Fluid Dynamics · Physics 2025-10-28 Alessandro Lenci , Yves Méheust , Marco Dentz , Vittorio Di Federico

The phenomenon of spatial clustering induced by death and reproduction in a population of anomalously diffusing individuals is studied analytically. The possibility of social behaviors affecting the migration strategies has been taken into…

Populations and Evolution · Quantitative Biology 2015-05-30 Piero Olla

We complement the theory of tick-by-tick dynamics of financial markets based on a Continuous-Time Random Walk (CTRW) model recently proposed by Scalas et al., and we point out its consistency with the behaviour observed in the waiting-time…

Statistical Mechanics · Physics 2009-10-31 Francesco Mainardi , Marco Raberto , Rudolf Gorenflo , Enrico Scalas

We have developed a steady state theory of complex transport networks used to model the flow of commodity, information, viruses, opinions, or traffic. Our approach is based on the use of the Markov chains defined on the graph…

Physics and Society · Physics 2009-11-13 D. Volchenkov , Ph. Blanchard

We show that for a weakly dense subset of the domain of attraction of a positive stable random variable of index $0<\alpha<1$($DOA\left(\alpha\right))$ the functional stable convergence is a time-changed renewal convergence of distribution…

Probability · Mathematics 2017-09-12 Ofer Busani

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…

Statistical Mechanics · Physics 2025-04-01 Zhongquan Chen , Pim van der Hoorn , Björn Baumeier

Levy flights were introduced through the mathematical research of the algebra or random variables with infinite moments. Mandelbrot recognized that the Levy flight prescription had a deep connection to scale-invariant fractal random walk…

Soft Condensed Matter · Physics 2009-11-07 A. Posadas , J. Morales , F. Vidal , O. Sotolongo-Costa , J. C. Antoranz

Fractional extensions of the cable equation have been proposed in the literature to describe transmembrane potential in spiny dendrites. The anomalous behavior has been related in the literature to the geometrical properties of the system,…

Neurons and Cognition · Quantitative Biology 2018-08-22 Silvia Vitali , Francesco Mainardi , Gastone Castellani

We study the transport properties of continuous-time quantum walks (CTQW) over finite two-dimensional structures with a given number of randomly placed bonds and with different aspect ratios (AR). Here, we focus on the transport from, say,…

Quantum Physics · Physics 2015-06-17 Anastasiia Anishchenko , Alexander Blumen , Oliver Muelken