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Anisotropic distributions of charged particles including two-stream distributions give rise to generation of either stochastic electric fields (in the form of Langmuir waves, Buneman instability) or random quasi-static magnetic fields…

Astrophysics · Physics 2009-11-13 Gregory D. Fleishman , Igor N. Toptygin

We propose a stochastic dynamics to be associated to a deterministic motion defined by a set of first order differential equation. The transitions that defined the stochastic dynamics are unidirectional and the rates are equal to the…

Statistical Mechanics · Physics 2024-11-13 Mário J. de Oliveira

We show that the transience or recurrence of a random walk in certain random environments on an arbitrary infinite locally finite tree is determined by the branching number of the tree, which is a measure of the average number of branches…

Probability · Mathematics 2007-05-23 Robin Pemantle , Russell Lyons

Modelling the propagation of a pulse in a dense {\em milieu} poses fundamental challenges at the theoretical and applied levels. To this aim, in this paper we generalize the telegraph equation to non-ideal conditions by extending the…

Statistical Mechanics · Physics 2015-06-16 Marta Galanti , Duccio Fanelli , Francesco Piazza

We establish an invariance principle for a one-dimensional random walk in a dynamical random environment given by a speed-change exclusion process. The jump probabilities of the walk depend on the configuration of the exclusion in a finite…

Probability · Mathematics 2018-07-17 Milton Jara , Otávio Menezes

The Abelian Born-Infeld classical non-linear electrodynamic has been used to investigate the electric and magnetostatic fields generated by a point-like electrical charge at rest in an inertial frame. The results show a rich internal…

High Energy Physics - Theory · Physics 2008-11-26 S. O. Vellozo , Jose A. Helayel-Neto , A. W. Smith , L. P. G. De Assis

We consider the group of permutations of the vertices of a lattice. A random walk is generated by unit steps that each interchange two nearest neighbor vertices of the lattice. We study the heat equation on the permutation group, using the…

Mathematical Physics · Physics 2007-05-23 Paul Federbush

The career of an employee can be described (under certain circumstances) by a random walk, where the states of the random walk are determined by the level and position of an employee. At each decision moment the state of the employee is…

Probability · Mathematics 2023-11-06 Theo van Uem

We study the asymptotic behaviour of random walks in i.i.d. non-elliptic random environments on $\mathbb{Z}^d$. Standard conditions (and proofs) for ballisticity and the central limit theorem require ellipticity. We use oriented percolation…

Probability · Mathematics 2018-11-27 Mark Holmes , Thomas S. Salisbury

We study a scenario under which variable step random walks give anomalous statistics. We begin by analyzing the Martingale Central Limit Theorem to find a sufficient condition for the limit distribution to be non-Gaussian. We note that the…

Data Analysis, Statistics and Probability · Physics 2009-11-10 Gemunu H. Gunaratne , Joseph L. McCauley , Matthew Nicol , Andrei Torok

A kicking sequence of the atom optics kicked rotor at quantum resonance can be interpreted as a quantum random walk in momentum space. We show how to steer such a random walk by applying a random sequence of intensities and phases of the…

This work is an analytical calculation of the path probability for random dynamics of mechanical system described by Langevin equation with Gaussian noise. The result shows an exponential dependence of the probability on the action. In the…

Statistical Mechanics · Physics 2015-10-27 Aziz El Kaabouchi , Qiuping A. Wang

This paper presents a new simulation-based approach to address the stochastic Dynamic Traffic Assignment (DTA) problem, focusing on large congested networks and dynamic settings. The proposed methodology incorporates a random walk model…

Multiagent Systems · Computer Science 2023-11-22 Kaveh Khoshkhah , Mozhgan Pourmoradnasseri , Sadok Ben Yahia , Amnir Hadachi

In this paper we study finite velocity planar random motions with an infinite number of possible directions, where the number of changes of direction is randomized by means of an inhomogeneous fractional Poisson distribution. We first…

Probability · Mathematics 2014-11-25 R. Garra , E. Orsingher

We study the asymptotic position distribution of general quantum walks on a lattice, including walks with a random coin, which is chosen from step to step by a general Markov chain. In the unitary (i.e., non-random) case, we allow any…

Quantum Physics · Physics 2011-04-21 Andre Ahlbrecht , Holger Vogts , Albert H. Werner , Reinhard F. Werner

We analyze a class of continuous time random walks in $\mathbb R^d,d\geq 2,$ with uniformly distributed directions. The steps performed by these processes are distributed according to a generalized Dirichlet law. Given the number of changes…

Probability · Mathematics 2015-06-16 Alessandro De Gregorio

We study the dynamics of a particle in continuous time and space, the displacement of which is governed by an internal degree of freedom (spin). In one definite limit, the so-called quantum random walk is recovered but, although quite…

Quantum Physics · Physics 2009-11-10 Claude Aslangul

Stochastic electrodynamics is the classical electrodynamic theory of interacting point charges which includes random classical radiation with a Lorentz-invariant spectrum whose scale is set by Planck's constant. Here we give a cursory…

Classical Physics · Physics 2019-03-05 Timothy H. Boyer

We present a graph random walk (GRW) method for the study of charge transport properties of complex molecular materials in the time-of-flight regime. The molecules forming the material are represented by the vertices of a directed weighted…

Statistical Mechanics · Physics 2025-04-01 Zhongquan Chen , Pim van der Hoorn , Björn Baumeier

For a homogeneous random walk in the quarter plane with nearest-neighbor transitions, starting from some state $(i_0,j_0)$, we study the event that the walk reaches the vertical axis, before reaching the horizontal axis. We derive an exact…

Probability · Mathematics 2013-06-18 Johan S. H. van Leeuwaarden , Kilian Raschel