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We experimentally demonstrate that the statistical properties of distances between pedestrians which are hindered from avoiding each other are described by the Gaussian Unitary Ensemble of random matrices. The same result has recently been…

Physics and Society · Physics 2010-02-01 Daniel Jezbera , David Kordek , Jan Kriz , Petr Seba , Petr Sroll

We study analytically the order statistics of a time series generated by the successive positions of a symmetric random walk of n steps with step lengths of finite variance \sigma^2. We show that the statistics of the gap d_{k,n}=M_{k,n}…

Statistical Mechanics · Physics 2012-01-27 Gregory Schehr , Satya N. Majumdar

The set of visited sites and the number of visited sites are two basic properties of the random walk trajectory. We consider two independent random walks on a hyper-cubic lattice and study ordering probabilities associated with these…

Statistical Mechanics · Physics 2022-11-23 E. Ben-Naim , P. L. Krapivsky

Community assembly is studied using individual-based multispecies models. The models have stochastic population dynamics with mutation, migration, and extinction of species. Mutants appear as a result of mutation of the resident species,…

Populations and Evolution · Quantitative Biology 2010-05-18 Yohsuke Murase , Takashi Shimada , Nobuyasu Ito , Per Arne Rikvold

These notes are devoted to fluctuations of one-dimensional random walks. We discuss various approaches to first-passage times and to the corresponding conditional distributions. After discussion of some classical methods, such as reflection…

Probability · Mathematics 2026-02-23 Denis Denisov , Vitali Wachtel

When using ordinal patterns, which describe the ordinal structure within a data vector, the problem of ties appeared permanently. So far, model classes were used which do not allow for ties; randomization has been another attempt to…

Applications · Statistics 2024-01-24 Alexander Schnurr , Svenja Fischer

We study random walk on complex networks with transition probabilities which depend on the current and previously visited nodes. By using an absorbing Markov chain we derive an exact expression for the mean first passage time between pairs…

Physics and Society · Physics 2024-11-14 Lasko Basnarkov , Miroslav Mirchev , Ljupco Kocarev

Several cycle lexicographical orders are found to describe the relative likelihood of elements of the random walks on the symmetric group generated by the conjugacy classes of transpositions, 3-cycles, and n-cycles. Spectral analysis finds…

Combinatorics · Mathematics 2014-11-14 Megan Bernstein

We model financial transactions as random walks on activity-driven temporal networks. By enforcing fund conservation, our framework analytically derives heavy-tailed distributions for the stationary balances and transaction sizes.…

Physics and Society · Physics 2026-02-25 Carolina E. Mattsson , Claudio Cellerini , Jaume Ojer , Michele Starnini

The existence of forbidden patterns, i.e., certain missing sequences in a given time series, is a recently proposed instrument of potential application in the study of time series. Forbidden patterns are related to the permutation entropy,…

Statistical Finance · Quantitative Finance 2009-11-13 Massimiliano Zanin

We introduce Ordinal Synchronization ($OS$) as a new measure to quantify synchronization between dynamical systems. $OS$ is calculated from the extraction of the ordinal patterns related to two time series, their transformation into…

Quantitative Methods · Quantitative Biology 2019-01-30 Ignacio Echegoyen , Victor Vera-Ávila , Ricardo Sevilla-Escoboza , Johann H. Martínez , Javier M. Buldú

In recent years there has been a substantial increase in the availability of datasets which contain information about the location and timing of an event or group of events and the application of methods to analyse spatio-temporal datasets…

Methodology · Statistics 2019-10-02 Nik Lomax , Nick Malleson , Le-Minh Kieu

Ordinal regression falls between discrete-valued classification and continuous-valued regression. Ordinal target variables can be associated with ranked random variables. These random variables are known as order statistics and they are…

Machine Learning · Statistics 2019-12-12 Joonas Pääkkönen

We consider a simple model for active random walk with general temporal correlations, and investigate the shape of the probability distribution function of the displacement during a short time interval. We find that under certain conditions…

Statistical Mechanics · Physics 2020-01-06 Eial Teomy , Yael Roichman , Yair Shokef

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…

Disordered Systems and Neural Networks · Physics 2009-10-28 Tomaso Aste

We study the behavior of the random walk in a continuum independent long-range percolation model, in which two given vertices $x$ and $y$ are connected with probability that asymptotically behaves like $|x-y|^{-\alpha}$ with $\alpha>d$,…

Probability · Mathematics 2022-09-30 Ercan Sönmez , Arnaud Rousselle

We describe and analyze different approaches to represent ordinal patterns. All of these can be found in the literature. The most important representations (plus sub-classes) are compared in terms of their applicability from different…

Databases · Computer Science 2024-02-13 Alexander Schnurr , Angelika Silbernagel

A sample of n generic points in the xy-plane defines a permutation that relates their ranks along the two axes. Every subset of k points similarly defines a pattern, which occurs in that permutation. The number of occurrences of small…

Data Structures and Algorithms · Computer Science 2021-09-14 Chaim Even-Zohar , Calvin Leng

We study the biased random walk process in random uncorrelated networks with arbitrary degree distributions. In our model, the bias is defined by the preferential transition probability, which, in recent years, has been commonly used to…

Disordered Systems and Neural Networks · Physics 2013-05-29 Agata Fronczak , Piotr Fronczak

Random walks are gaining much attention from the networks research community. They are the basis of many proposals aimed to solve a variety of network-related problems such as resource location, network construction, nodes sampling, etc.…

Disordered Systems and Neural Networks · Physics 2009-08-06 Luis Rodero-Merino , Antonio Fernandez Anta , Luis Lopez , Vicent Chovi
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