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We address the theory of records for integrated random walks with finite variance. The long-time continuum limit of these walks is a non-Markov process known as the random acceleration process or the integral of Brownian motion. In this…

Statistical Mechanics · Physics 2022-03-03 Claude Godrèche , Jean-Marc Luck

Many systems across the sciences evolve through a combination of multiplicative growth and diffusive transport. In the presence of disorder, these systems tend to form localized structures which alternate between long periods of relative…

Statistical Mechanics · Physics 2022-12-19 Matteo Smerlak

We study the decay dynamics of an interacting Bose-Einstein condensate in the presence of a metastable trapping potential from which the condensate can escape via tunneling through finite barriers. The time-dependent decay process is…

Other Condensed Matter · Physics 2015-06-25 Peter Schlagheck , Sandro Wimberger

In this review we define and discuss metastates, mathematical tools with general applicability to thermodynamic systems which are particularly useful when working with disordered or inhomogeneous short-range systems. In an infinite such…

Disordered Systems and Neural Networks · Physics 2022-05-03 C. M. Newman , N. Read , D. L. Stein

Annealed functional CLT in the rough path topology is proved for the standard class of ballistic random walks in random environment. Moreover, the `area anomaly', i.e. a deterministic linear correction for the second level iterated integral…

Probability · Mathematics 2020-08-10 Olga Lopusanschi , Tal Orenshtein

We analyze a one-dimensional intermittent random walk on an unbounded domain in the presence of stochastic resetting. In this process, the walker alternates between local intensive search, diffusion, and rapid ballistic relocations in which…

Statistical Mechanics · Physics 2024-01-31 Rosa Flaquer-Galmés , Daniel Campos , Vicenç Méndez

The motion of self-propelled particles is modeled as a persistent random walk. An analytical framework is developed that allows the derivation of exact expressions for the time evolution of arbitrary moments of the persistent walk's…

Soft Condensed Matter · Physics 2015-07-28 Zeinab Sadjadi , M. Reza Shaebani , Heiko Rieger , Ludger Santen

A convergence theorem is obtained for quantum random walks with particles in an arbitrary normal state. This result unifies and extends previous work on repeated-interactions models, including that of the author (2010, J. London Math. Soc.…

Operator Algebras · Mathematics 2012-11-22 Alexander C. R. Belton

A switching random walk, commonly known under the misnomer `oscillating random walk', is a real-valued Markov chain whose distribution of increments is determined by the sign of the current position. We explicitly identify an invariant…

Probability · Mathematics 2025-06-10 Vladislav Vysotsky

This article introduces a model for interacting vertex-reinforced random walks, each taking values on a complete sub-graph of a locally finite undirected graph. The transition probability for a walk to a given vertex depends on the…

Probability · Mathematics 2025-08-25 Fernando P. A. Prado , Rafael A. Rosales

We study random walks on the integers driven by a sample of time-dependent nearest-neighbor conductances that are bounded but are permitted to vanish over time intervals of positive Lebesgue-length. Assuming only ergodicity of the…

Probability · Mathematics 2024-03-05 Marek Biskup , Minghao Pan

We study small perturbations of diffusion processes in $\mathbb{R}^d$ that leave invariant a finite collection of hypersurfaces. Each surface is assumed to be repelling for the unperturbed process, and the unperturbed motion on each of the…

Probability · Mathematics 2026-02-12 Leonid Koralov , Chenglin Liu

The mean-squared displacement (MSD) is an averaged quantity widely used to assess anomalous diffusion. In many cases, such as molecular motors with finite processivity, dynamics of the system of interest produce trajectories of varying…

Statistical Mechanics · Physics 2020-10-07 Chapin S. Korosec , David A. Sivak , Nancy R. Forde

We introduce a class of multi-scale systems with discrete time, motivated by the problem of inviscid limit in fluid dynamics in the presence of small-scale noise. These systems are infinite-dimensional and defined on a scale-invariant…

Mathematical Physics · Physics 2023-04-19 Alexei A. Mailybaev , Artem Raibekas

The point process of vertices of an iteration infinitely divisible or more specifically of an iteration stable random tessellation in the Euclidean plane is considered. We explicitly determine its covariance measure and its pair-correlation…

Probability · Mathematics 2011-04-05 Tomasz Schreiber , Christoph Thaele

Entropy creation rate is introduced for a system interacting with thermostats ({\it i.e.}, in the usual language, for a system subject to internal conservative forces interacting with ``external'' thermostats via conservative forces) and a…

Statistical Mechanics · Physics 2007-05-23 G. Gallavotti

We consider a zero-range process with two species of interacting particles. The steady state phase diagram of this model shows a variety of condensate phases in which a single site contains a finite fraction of all the particles in the…

Statistical Mechanics · Physics 2018-04-26 Stefan Grosskinsky , Tom Hanney

We consider a discrete-time continuous-space random walk under the constraints that the number of returns to the origin (local time) and the total area under the walk are fixed. We first compute the joint probability of an excursion having…

Statistical Mechanics · Physics 2016-12-13 Juraj Szavits-Nossan , Martin R. Evans , Satya N. Majumdar

Thermodynamic irreversibility is a fundamental concept in statistical physics, yet its experimental measurement remains challenging, especially for complex systems. We introduce a novel random coarse-graining framework to identify…

Statistical Mechanics · Physics 2025-09-25 Ruicheng Bao , Naruo Ohga , Sosuke Ito

We study a random walk in a random environment (RWRE) on $\Z^d$, $1 \leq d < +\infty$. The main assumptions are that conditionned on the environment the random walk is reversible. Moreover we construct our environment in such a way that the…

Probability · Mathematics 2009-03-17 Pierre Andreoletti