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Diffusion has been widely used to describe a random walk of particles or waves, and it requires only one parameter -- the diffusion constant. For waves, however, diffusion is an approximation that disregards the possibility of interference.…

Optics · Physics 2014-01-23 Alexey G. Yamilov , Raktim Sarma , Brandon Redding , Ben Payne , Heeso Noh , Hui Cao

We consider a basic one-dimensional model of diffusion which allows to obtain a diversity of diffusive regimes whose speed depends on the moments of the per-site trapping time. This model is closely related to the continuous time random…

Probability · Mathematics 2019-03-08 Elena Floriani , Ricardo Lima , Edgardo Ugalde

In this paper we study a one-dimensional quantum random walk with the Hadamard transformation which is often called the Hadamard walk. We construct the Hadamard walk using a transition matrix on probability amplitude and give some results…

Quantum Physics · Physics 2007-05-23 Norio Konno , Takao Namiki , Takahiro Soshi

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…

Computation · Statistics 2015-10-12 Alexandros Beskos , Gareth Roberts , Alexandre Thiery , Natesh Pillai

We consider a population of $N$ labeled random walkers moving on a substrate, and an excitation jumping among the walkers upon contact. The label $\mathcal{X}(t)$ of the walker carrying the excitation at time $t$ can be viewed as a…

Statistical Mechanics · Physics 2007-12-19 E. Agliari , R. Burioni , D. Cassi , F. M. Neri

We study a class of nearest-neighbor discrete time integer random walks introduced by Zerner, the so called multi-excited random walks. The jump probabilities for such random walker have a drift to the right whose intensity depends on a…

Probability · Mathematics 2011-08-15 Thomas Mountford , Leandro P. R. Pimentel , Glauco Valle

We present a procedure that determines the law of a random walk in an iid random environment as a function of a single "typical" trajectory. We indicate when the trajectory characterizes the law of the environment, and we say how this law…

Probability · Mathematics 2007-05-23 Omer Adelman , Nathanaël Enriquez

We consider a simple random walk (dimension one, nearest neighbour jumps) in a quenched random environment. The goal of this work is to provide sufficient conditions, stated in terms of properties of the environment, under which the Central…

Probability · Mathematics 2007-05-23 I. Ya. Goldsheid

Quantum walks and random walks bear similarities and divergences. One of the most remarkable disparities affects the probability of finding the particle at a given location: typically, almost a flat function in the first case and a…

Quantum Physics · Physics 2017-06-21 Miquel Montero

We introduce a diffusion model for energetically inhomogeneous systems. A random walker moves on a spin-S Ising configuration, which generates the energy landscape on the lattice through the nearest-neighbors interaction. The underlying…

Statistical Mechanics · Physics 2008-06-17 E. Agliari , R. Burioni , D. Cassi , A. Vezzani

We calculate the explicit probability distribution function for the flux between sites in a simple discrete time diffusive system composed of independent random walkers. We highlight some of the features of the distribution and we discuss…

Statistical Mechanics · Physics 2007-05-23 Alba Margarita Resendiz Antonio , Hernan Larralde

The random walk in Dirichlet environment is a random walk in random environment where the transition probabilities are independent Dirichlet random variables. This random walk exhibits a property of statistical invariance by time-reversal…

Probability · Mathematics 2019-11-07 Rémy Poudevigne

We study a random walk on $\mathbb{Z}$ which evolves in a dynamic environment determined by its own trajectory. Sites flip back and forth between two modes, $p$ and $q$. $R$ consecutive right jumps from a site in the $q$-mode are required…

Probability · Mathematics 2015-03-05 Ross G. Pinsky , Nicholas F. Travers

We investigate crossing path probabilities for two agents that move randomly in a bounded region of the plane or on a sphere (denoted $R$). At each discrete time-step the agents move, independently, fixed distances $d_1$ and $d_2$ at angles…

Applications · Statistics 2009-09-29 Marc Artzrouni

We present a probabilistic theory of random walks in turbid media with non-scattering regions. It is shown that important characteristics such as diffusion constants, average step lengths, crossing statistics and void spacings can be…

Disordered Systems and Neural Networks · Physics 2013-02-18 Tomas Svensson , Kevin Vynck , Marco Grisi , Romolo Savo , Matteo Burresi , Diederik S. Wiersma

We study analytically a simple random walk model on a one-dimensional lattice, where at each time step the walker resets to the maximum of the already visited positions (to the rightmost visited site) with a probability $r$, and with…

Statistical Mechanics · Physics 2015-11-30 Satya N. Majumdar , Sanjib Sabhapandit , Gregory Schehr

We introduce a class of discrete random walk model driven by global memory effects. At any time the right-left transitions depend on the whole previous history of the walker, being defined by an urn-like memory mechanism. The characteristic…

Statistical Mechanics · Physics 2016-12-28 Adrian A. Budini

We study a one dimensional generalization of the exponential trap model using both numerical simulations and analytical approximations. We obtain the asymptotic shape of the average diffusion front in the sub-diffusive phase. Our central…

Disordered Systems and Neural Networks · Physics 2009-11-07 E. M. Bertin , J. -P. Bouchaud

It has been recently suggested that a totally asymmetric exclusion process with two species on an open chain could exhibit spontaneous symmetry breaking in some range of the parameters defining its dynamics. The symmetry breaking is…

Condensed Matter · Physics 2009-10-28 C. Godreche , J. M. Luck , M. R. Evans , D. Mukamel , S. Sandow , E. R. Speer

There are many fields where the transition from diffusive to ballistic motion is important. Here we deal with relaxation processes in nmr in gases. Correlation functions for trajectory variables (position and velocity) valid across this…

Statistical Mechanics · Physics 2010-12-21 R. Golub , C. M. Swank