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We consider a one-dimensional Brownian motion of fixed duration $T$. Using a path-integral technique, we compute exactly the probability distribution of the difference $\tau=t_{\min}-t_{\max}$ between the time $t_{\min}$ of the global…

Statistical Mechanics · Physics 2020-05-13 Francesco Mori , Satya N. Majumdar , Gregory Schehr

Bias plays an important role in the enhancement of diffusion in periodic potentials. Using the continuous-time random walk in the presence of a bias, we provide a novel mechanism for the enhancement of diffusion in a random energy…

Statistical Mechanics · Physics 2018-08-15 Takuma Akimoto , Andrey G. Cherstvy , Ralf Metzler

We study diffusion of a particle in a system composed of K parallel channels, where the transition rates within the channels are quenched random variables whereas the inter-channel transition rate v is homogeneous. A variant of the strong…

Disordered Systems and Neural Networks · Physics 2015-05-14 R. Juhász , F. Iglói

Statistical fluctuations of the light emitted from amplifying random media are studied theoretically and numerically. The characteristic scales of the diffusive motion of light lead to Gaussian or power-law (Levy) distributed fluctuations…

We consider a walker moving in a one-dimensional interval with absorbing boundaries under the effect of Markovian resettings to the initial position. The walker's motion follows a random walk characterized by a general waiting time…

Statistical Mechanics · Physics 2022-05-25 Vicenç Méndez , Axel Masó-Puigdellosas , Daniel Campos

We show that particle transport in a uniform, quantum multi-baker map, is generically ballistic in the long time limit, for any fixed value of Planck's constant. However, for fixed times, the semi-classical limit leads to diffusion. Random…

Quantum Physics · Physics 2009-11-07 Daniel K. Wojcik , J. R. Dorfman

The non-Markovian continuous-time random walk model, featuring fat-tailed waiting times and narrow distributed displacements with a non-zero mean, is a well studied model for anomalous diffusion. Using an analytical approach, we recently…

Statistical Mechanics · Physics 2023-09-18 Wanli Wang , Eli Barkai

In search for mathematically tractable models of anomalous diffusion, we introduce a simple dynamical system consisting of a chain of coupled maps of the interval whose Lyapunov exponents vanish everywhere. The volume preserving property…

Mathematical Physics · Physics 2013-10-03 Lucia Salari , Lamberto Rondoni , Claudio Giberti

Recently observation of random walks in complex environments like the cell and other glassy systems revealed that the spreading of particles, at its tails, follows a spatial exponential decay instead of the canonical Gaussian. We use the…

Statistical Mechanics · Physics 2022-03-23 Wanli Wang , Eli Barkai , Stanislav Burov

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…

Statistical Mechanics · Physics 2015-05-13 A. V. Chechkin , M. Hofmann , I. M. Sokolov

We consider a random walk model in a one-dimensional environment, formed by several zones of finite width with the fixed transition probabilities. It is also assumed that the transitions to the left and right neighboring points have unequal…

Statistical Mechanics · Physics 2017-08-18 A. V. Nazarenko , V. Blavatska

For one-dimensional Jump-Drift and Jump-Diffusion processes converging towards some steady state, the large deviations of a long dynamical trajectory are described from two perspectives. Firstly, the joint probability of the empirical…

Statistical Mechanics · Physics 2021-08-17 Cecile Monthus

Phase diagram based on the mean square displacement (MSD) and the distribution of diffusion coefficients of the time-averaged MSD for the stored-energy-driven L\'evy flight (SEDLF) is presented. In the SEDLF, a random walker cannot move…

Statistical Mechanics · Physics 2015-06-22 Takuma Akimoto , Tomoshige Miyaguchi

The recent availability of large databases allows to study macroscopic properties of many complex systems. However, inferring a model from a fit of empirical data without any knowledge of the dynamics might lead to erroneous interpretations…

Physics and Society · Physics 2016-08-31 Riccardo Gallotti , Armando Bazzani , Sandro Rambaldi , Marc Barthelemy

We study sums of independent and identically distributed random velocities in special relativity. We show that the resulting one-dimensional velocity distributions are not only stable under relativistic velocity addition but define a…

Statistical Mechanics · Physics 2025-12-03 Lucas G. B. de Souza , M. G. E. da Luz , E. P. Raposo , Evaldo M. F. Curado , G. M. Viswanathan

As well known, the generalized Langevin equation with a memory kernel decreasing at large times as an inverse power law of time describes the motion of an anomalously diffusing particle. Here, we focus attention on some new aspects of the…

Statistical Mechanics · Physics 2011-05-27 Noëlle Pottier

We investigate active lattice walks: biased continuous time random walks which perform orientational diffusion between lattice directions in one and two spatial dimensions. We study the occupation probability of an arbitrary site on the…

Statistical Mechanics · Physics 2024-02-27 Stephy Jose , Dipanjan Mandal , Mustansir Barma , Kabir Ramola

Many dynamical processes on real world networks display complex temporal patterns as, for instance, a fat-tailed distribution of inter-events times, leading to heterogeneous waiting times between events. In this work, we focus on…

Physics and Society · Physics 2016-05-25 Sarah De Nigris , Anthony Hastir , Renaud Lambiotte

L\'evy walk process is one of the most effective models to describe superdiffusion, which underlies some important movement patterns and has been widely observed in the micro and macro dynamics. From the perspective of random walk theory,…

Statistical Mechanics · Physics 2021-04-07 Tian Zhou , Pengbo Xu , Weihua Deng

Commonly, normal diffusive behavior is characterized by a linear dependence of the second central moment on time, $< x^2(t) >\propto t$, while anomalous behavior is expected to show a different time dependence, $ < x^2(t) > \propto…

Statistical Mechanics · Physics 2015-05-13 Bartlomiej Dybiec , Ewa Gudowska-Nowak
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