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We develop the idea of non-Markovian CTRW (continuous time random walk) approximation to the evolution of interacting particle systems, which leads to a general class of fractional kinetic measure-valued evolutions with variable order. We…

Probability · Mathematics 2022-06-07 Vassili N. Kolokoltsov , Marianna S. Troeva

The main goal of this study is to propose a mathematical model describing paths of the axon growth cones and differences in the behavior of normal and mutant axons. We introduce a probabilistic model for axon growing, such that each family…

Neurons and Cognition · Quantitative Biology 2015-12-09 Elena Zhizhina , Sergey Komech , Xavier Descombes

The behavior of a spin undergoing Larmor precession in the presence of fluctuating fields is of interest to workers in many fields. The fluctuating fields cause frequency shifts and relaxation which are related to their power spectrum,…

Statistical Mechanics · Physics 2016-06-15 Christopher M. Swank , Alexander K. Petukhov , Robert Golub

In this note we study dynamical random walks (DRW) with internal states. We consider a particle which performs a dynamical random walk on $\mathbb{Z}$ and whose local dynamics is given by expanding maps. We provide sufficient conditions for…

Dynamical Systems · Mathematics 2021-10-07 D. Dolgopyat , D. Karagulyan

It is often critical for prediction models to be robust to distributional shifts between training and testing data. From a causal perspective, the challenge is to distinguish the stable causal relationships from the unstable spurious…

Machine Learning · Computer Science 2021-01-15 Shuxi Zeng , Murat Ali Bayir , Joesph J. Pfeiffer , Denis Charles , Emre Kiciman

A new class of one-dimensional, discrete time random walk model with memory, termed "Random walk with $n$ memory channels" (RW$n$MC) is proposed. In this model the information of $n$ ($n\in \mathbb{Z}$) previous steps from the walker's…

Statistical Mechanics · Physics 2025-06-19 Surajit Saha

A multifractal random walk (MRW) is defined by a Brownian motion subordinated by a class of continuous multifractal random measures $M[0,t], 0\le t\le1$. In this paper we obtain an extension of this process, referred to as multifractal…

Probability · Mathematics 2008-12-18 Carenne Ludeña

The study of quasar light curves poses two problems: inference of the power spectrum and interpolation of an irregularly sampled time series. A baseline approach to these tasks is to interpolate a time series with a Damped Random Walk (DRW)…

Astrophysics of Galaxies · Physics 2022-11-21 Egor Danilov , Aleksandra Ćiprijanović , Brian Nord

Many real-world datasets have an underlying dynamic graph structure, where entities and their interactions evolve over time. Machine learning models should consider these dynamics in order to harness their full potential in downstream…

Machine Learning · Computer Science 2024-02-20 Ahmad Naser Eddin , Jacopo Bono , David Aparício , Hugo Ferreira , João Ascensão , Pedro Ribeiro , Pedro Bizarro

Very often when studying non-equilibrium systems one is interested in analysing dynamical behaviour that occurs with very low probability, so called rare events. In practice, since rare events are by definition atypical, they are often…

Statistical Mechanics · Physics 2021-01-06 Dominic C. Rose , Jamie F. Mair , Juan P. Garrahan

We establish and generalise several bounds for various random walk quantities including the mixing time and the maximum hitting time. Unlike previous analyses, our derivations are based on rather intuitive notions of local expansion…

Probability · Mathematics 2019-03-05 Thomas Sauerwald , Luca Zanetti

Automated animal behavior analysis relies on long-term, interpretable individual trajectories; however, multi-animal tracking in space science experimental videos remains highly challenging due to weak appearance cues, low-quality imaging,…

Computer Vision and Pattern Recognition · Computer Science 2026-04-30 Jianing You , Han Wang , Kang Liu , Jiale Ding , Fengjie Chu , Zihan Guo , Shengyang Li

Understanding the activity of large populations of neurons is difficult due to the combinatorial complexity of possible cell-cell interactions. To reduce the complexity, coarse-graining had been previously applied to experimental neural…

Neurons and Cognition · Quantitative Biology 2021-03-24 Mia C. Morrell , Audrey J. Sederberg , Ilya Nemenman

We study the causes of anomalous dispersion in Darcy-scale porous media characterized by spatially heterogeneous hydraulic properties. Spatial variability in hydraulic conductivity leads to spatial variability in the flow properties through…

Fluid Dynamics · Physics 2017-11-22 Alessandro Comolli , Marco Dentz

Levy flights and fractional Brownian motion (fBm) have become exemplars of the heavy tailed jumps and long-ranged memory seen in space physics and elsewhere. Natural time series frequently combine both effects, and Linear Fractional Stable…

Mathematical Physics · Physics 2008-03-20 Nicholas W. Watkins , Daniel Credgington , Raul Sanchez , Sandra C. Chapman

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…

Probability · Mathematics 2014-09-16 Sabir Umarov

We consider one-dimensional systems comprising either active run-and-tumble particles (RTPs) or passive Brownian random walkers. These particles are either noninteracting or have hardcore exclusions. We study the dynamics of a single tracer…

Statistical Mechanics · Physics 2022-02-11 Tirthankar Banerjee , Robert L. Jack , Michael E. Cates

Motile biological cells in tissue often display the phenomenon of durotaxis, i.e. they tend to move towards stiffer parts of substrate tissue. The mechanism for this behavior is not completely understood. We consider simplified models for…

Biological Physics · Physics 2019-01-03 Charles R. Doering , Xiaoming Mao , Leonard M. Sander

We investigate the dynamic relaxation of random walks on temporal networks by focusing in the recently proposed activity driven model [Perra \textit{et al.} Sci. Rep. srep00469 (2012)]. For realistic activity distributions with a power-law…

Statistical Mechanics · Physics 2014-11-18 Angélica S. Mata , Romualdo Pastor-Satorras

The data-based discovery of effective, coarse-grained (CG) models of high-dimensional dynamical systems presents a unique challenge in computational physics and particularly in the context of multiscale problems. The present paper offers a…

Computational Physics · Physics 2021-02-10 Sebastian Kaltenbach , Phaedon-Stelios Koutsourelakis