Related papers: Random walk model of subdiffusion in a system with…
In this paper we study the asymptotic behavior of the Random-Walk Metropolis algorithm on probability densities with two different `scales', where most of the probability mass is distributed along certain key directions with the…
An intrinsic branching structure within the transient random walk on a strip in a random environment is revealed. As applications, which enables us to express the hitting time explicitly, and specifies the density of the absolutely…
We consider an asymptotically stable multidimensional random walk $S(n)=(S_1(n),\ldots, S_d(n) )$. Let $\tau_x:=\min\{n>0: x_{1}+S_1(n)\le 0\}$ be the first time the random walk $S(n)$ leaves the upper half-space. We obtain the asymptotics…
We give the random environment version of Mogul'ski\v{\i} estimation in quenched sense.Assume that $\{\mu\}_{n\in\bfN}$ (called environment) is a sequence of i.i.d. random probability measures on $\bfR.$~ Let $\{X_n\}_{n\in\bfN}$ be a…
Continuous-time random walks are generalisations of random walks frequently used to account for the consistent observations that many molecules in living cells undergo anomalous diffusion, i.e. subdiffusion. Here, we describe the…
We analyze the Brownian Motion limit of a prototypical unit step reinforced random-walk on the half line. A reinforced random walk is one which changes the weight of any edge (or vertex) visited to increase the frequency of return visits.…
This paper presents a simple model that mimics quantum mechanics (QM) results in terms of probability fields of free particles subject to self-interference, without using Schr\"{o}dinger equation or wavefunctions. Unlike the standard QM…
We present a method of deriving two boundary conditions at a thin membrane for diffusion from experimental data. This method can be really useful in complex membrane systems in which we do not know mechanisms of processes occurring within…
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…
This work deals with the stationary analysis of two-dimensional partially homogeneous nearest-neighbour random walks. Such type of random walks in the quarter plane are characterized by the fact that the one-step transition probabilities…
The diffusion of a particle in a crowded environment typically proceeds through three regimes: for very short times the particle diffuses freely until it collides with an obstacle for the first time, while for very long times diffusion the…
We study random walk with adaptive move strategies on a class of directed graphs with variable wiring diagram. The graphs are grown from the evolution rules compatible with the dynamics of the world-wide Web [Tadi\'c, Physica A {\bf 293},…
The diffusion equation and its time-fractional counterpart can be obtained via the diffusion limit of continuous-time random walks with exponential and heavy-tailed waiting time distributions. The space dependent variable-order…
We investigate the properties of a quantum walk which can simulate the behavior of a spin $1/2$ particle in a model with an ordinary spatial dimension, and one extra dimension with warped geometry between two branes. Such a setup…
We present a realistic phenomenological description of liquid transport through defective, layered membranes. We derive general expressions based on conventional models of laminar flow and extend the formalism to accommodate slip flow. We…
We study a one-dimensional sluggish random walk with space-dependent transition probabilities between nearest-neighbour lattice sites. Motivated by trap models of slow dynamics, we consider a model in which the trap depth increases…
We propose a method to extract from experimental data the subdiffusion parameter $\alpha$ and subdiffusion coefficient $D_\alpha$ which are defined by means of the relation $<x^2> =2D_\alpha/\Gamma(1+\alpha) t^\alpha$ where $<x^2>$ denotes…
Low-dimensional periodic arrays of scatterers with a moving point particle are ideal models for studying deterministic diffusion. For such systems the diffusion coefficient is typically an irregular function under variation of a control…
The goal of this note is to prove a law of large numbers for the empirical speed of a green particle that performs a random walk on top of a field of red particles which themselves perform independent simple random walks on $\Z^d$, $d \geq…
We consider a non-nestling random walk in a product random environment. We assume an exponential moment for the step of the walk, uniformly in the environment. We prove an invariance principle (functional central limit theorem) under almost…