English
Related papers

Related papers: Aging uncoupled continuous time random walk limits

200 papers

The long-time dynamics of the critical contact process which is brought suddenly out of an uncorrelated initial state undergoes ageing in close analogy with quenched magnetic systems. In particular, we show through Monte Carlo simulations…

Statistical Mechanics · Physics 2007-05-23 Jose J. Ramasco , Malte Henkel , Maria Augusta Santos , Constantino A. da Silva Santos

Recent studies on the phenomenology of ageing in certain many-particle systems which are at a critical point of their non-equilibrium steady-states, are reviewed. Examples include the contact process, the parity-conserving…

Statistical Mechanics · Physics 2007-05-23 Malte Henkel

We consider random walks in dynamic random environments which arise naturally as spatial embeddings of ancestral lineages in spatial locally regulated population models. In particular, as the main result, we prove the quenched central limit…

Probability · Mathematics 2024-03-15 Matthias Birkner , Andrej Depperschmidt , Timo Schlüter

The uncoupled Continuous Time Random Walk (CTRW) in one space-dimension and under power law regime is splitted into three distinct random walks: (rw_1), a random walk along the line of natural time, happening in operational time; (rw_2), a…

Probability · Mathematics 2011-04-21 Rudolf Gorenflo , Francesco Mainardi

We present a numerical method for the Monte Carlo simulation of uncoupled continuous-time random walks with a Levy alpha-stable distribution of jumps in space and a Mittag-Leffler distribution of waiting times, and apply it to the…

Statistical Mechanics · Physics 2013-03-19 Daniel Fulger , Enrico Scalas , Guido Germano

We study the intermittent dynamics and the fluctuations of the dynamic correlation function of a simple aging system. Given its size $L$ and its coherence length $\xi$, the system can be divided into $N$ independent subsystems, where…

Disordered Systems and Neural Networks · Physics 2016-08-31 Estelle Pitard

In this article, we generalize the recent Discrete Time Random Walk (DTRW) algorithm, which was introduced for the computation of probability densities of fractional diffusion. Although it has the same computational complexity and shares…

Computational Physics · Physics 2018-08-20 Gurtek Gill , Peter Straka

Continuous Time Random Walks (CTRWs) are jump processes with random waiting times between jumps. We study scaling limits for CTRWs where the distribution of jumps and waiting times is coupled and varies in space and time. Such processes…

Probability · Mathematics 2015-01-06 Peter Straka

A growing body of literature examines the effects of superdiffusive subballistic movement pre-measurement (ageing or time lag) on observations arising from single-particle tracking. A neglected aspect is the finite lifetime of these…

Statistical Mechanics · Physics 2018-01-03 Helena Stage

Levy walk (LW) process has been used as a simple model for describing anomalous diffusion in which the mean squared displacement of the walker grows non-linearly with time in contrast to the diffusive motion described by simple random walks…

Statistical Mechanics · Physics 2021-10-27 Santanu Das , Anupam Kundu

In this paper, we consider a spectral analysis of the Correlated Random Walk (CRW) on the path. We apply an analytical method for the Quantum Walk to CRW. For the isospectral coin cases, we obtain all of the eigenvalues and the…

Probability · Mathematics 2023-11-01 Yusuke Ide , Akihiro Narimatsu

We show the asymptotic long-time equivalence of a generic power law waiting time distribution to the Mittag-Leffler waiting time distribution, characteristic for a time fractional CTRW. This asymptotic equivalence is effected by a…

Statistical Mechanics · Physics 2008-05-18 Rudolf Gorenflo , Francesco Mainardi

We introduce a new random walk with unbounded memory obtained as a mixture of the Elephant Random Walk and the Dynamic Random Walk which we call the Dynamic Elephant Random Walk (DERW). As a consequence of this mixture the distribution of…

Probability · Mathematics 2021-02-04 Cristian F. Coletti , Lucas R. de Lima , Renato J. Gava , Denis A. Luiz

We study Random Walks in an i.i.d. Random Environment (RWRE) defined on $b$-regular trees. We prove a functional central limit theorem (FCLT) for transient processes, under a moment condition on the environment. We emphasize that we make no…

Probability · Mathematics 2020-03-31 Andrea Collevecchio , Masato Takei , Yuma Uematsu

Recently, a generalized Bernoulli process (GBP) was developed as a stationary binary sequence that can have long-range dependence. In this paper, we find the scaling limit of a random walk that follows GBP. The result is a new class of…

Probability · Mathematics 2025-12-30 Jeonghwa Lee

The long-time dynamics of the 1D contact process suddenly brought out of an uncorrelated initial state is studied through a light-cone transfer-matrix renormalisation group approach. At criticality, the system undergoes ageing which is…

Statistical Mechanics · Physics 2007-05-23 Tilman Enss , Malte Henkel , Alan Picone , Ulrich Schollwöck

Continuous Time Random Walk models (CTRW) of anomalous diffusion are studied, where the anomalous exponent $\beta(x) \in (0,1)$ varies in space. This type of situation occurs e.g. in biophysics, where the density of the intracellular matrix…

Statistical Mechanics · Physics 2018-03-13 Peter Straka

We investigate the behaviour of the response function in the one dimensional trap model using scaling arguments that we confirm by numerical simulations. We study the average position of the random walk at time tw+t given that a small bias…

Disordered Systems and Neural Networks · Physics 2009-11-10 E. M. Bertin , J. -P. Bouchaud

Aging refers to the evolution of system properties with waiting time $t_w$. It is a key feature of glassy dynamics. Recent experiments have demonstrated aging in biological systems that are inherently active with a magnitude of…

Soft Condensed Matter · Physics 2026-04-10 Soumitra Kolya , Nir S. Gov , Saroj Kumar Nandi

The statistics of records for a time series generated by a continuous time random walk is studied, and found to be independent of the details of the jump length distribution, as long as the latter is continuous and symmetric. However, the…

Statistical Mechanics · Physics 2011-04-13 Sanjib Sabhapandit