Related papers: Aging renewal theory and application to random wal…
We investigate the random walk of prices by developing a simple model relating the properties of the signs and absolute values of individual price changes to the diffusion rate (volatility) of prices at longer time scales. We show that this…
It is a common practice to describe branching random walks in terms of birth, death and walk of particles, which makes it easier to use them in different applications. The main results obtained for the models of symmetric continuous-time…
We introduce a continuous-time random walk model on an infinite multilayer structure inspired by transportation networks. Each layer is a copy of $\mathbb{R}^d$, indexed by a non-negative integer. A walker moves within a layer by means of…
We study the Metropolis dynamics of the simplest mean-field spin glass model, the Random Energy Model. We show that this dynamics exhibits aging by showing that the properly rescaled time change process between the Metropolis dynamics and a…
Motivated by various recent experimental findings, we propose a dynamical model of intermittently self-propelled particles: active particles that recurrently switch between two modes of motion, namely an active run-state and a turn state,…
Certain renewal theorems are extended to the case that the rate of the renewal process goes to 0 and, more generally, to the case that the drift of the random walk goes to infinity. These extensions are motivated by and applied to the…
We study a stochastic model based on a modified fragmentation of a finite interval. The mechanism consists in cutting the interval at a random location and substituting a unique fragment on the right of the cut to regenerate and preserve…
We develop a rigorously controlled multi-time scale averaging technique; the averaging is done on a finite time interval, properly chosen, and then, via iterations and normal form transformations, the time intervals are scaled to arbitrary…
Single-particle tracking offers detailed information about the motion of molecules in complex environments such as those encountered in live cells, but the interpretation of experimental data is challenging. One of the most powerful tools…
We investigate the statistics of three kinds of records associated with planar random walks, namely diagonal, simultaneous and radial records. The mean numbers of these records grow as universal power laws of time, with respective exponents…
We study the long-time behavior of the probability density associated with the decoupled continuous-time random walk which is characterized by a superheavy-tailed distribution of waiting times. It is shown that if the random walk is…
We introduce and study here a renewal process defined by means of a time-fractional relaxation equation with derivative order $\alpha(t)$ varying with time $t\geq0$. In particular, we use the operator introduced by Scarpi in the Seventies…
Event correlation between aftershocks in the coherent noise model is studied by making use of natural time, which has recently been introduced in complex time-series analysis. It is found that the aging phenomenon and the associated scaling…
The model of a tired random walker, whose jump-length decays exponentially in time, is proposed and the motion of such a tired random walker is studied systematically in one, two and three dimensional contin- uum. In all cases, the…
We derive a perturbation expansion for general self-interacting random walks, where steps are made on the basis of the history of the path. Examples of models where this expansion applies are reinforced random walk, excited random walk, the…
The renewal process is a key statistical model for describing a wide range of stochastic systems in Physics. This work investigates the behavior of the probability distribution of the number of renewals in renewal processes in the…
We consider the diffusion-advection problem in two simple cellular flow models (often invoked as examples for subdiffusive tracer's motion) and concentrate on the intermediate time range, in which the tracer's motion indeed may show…
Random walks with a general, nonlinear barrier have found recent applications ranging from reionization topology to refinements in the excursion set theory of halos. Here, we derive the first-crossing distribution of random walks with a…
Daily, are reported systems in nature that present anomalous diffusion phenomena due to irregularities of medium, traps or reactions process. In this scenario, the diffusion with traps or localised--reactions emerge through various…
Random walks are studied on disordered cellular networks in 2-and 3-dimensional spaces with arbitrary curvature. The coefficients of the evolution equation are calculated in term of the structural properties of the cellular system. The…