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We consider the distribution of the duration time, the time elapsed since it began, of a diffusion process given its present position, under the assumption that the process began at the origin. For unbiased diffusion, the distribution does…

Statistical Mechanics · Physics 2013-11-28 Hernán Larralde

Random walks with memory typically involve rules where a preference for either revisiting or avoiding those sites visited in the past are introduced somehow. Such effects have a direct consequence on the statistics of first-passage and…

Statistical Mechanics · Physics 2019-07-03 Daniel Campos , Vicenç Méndez

We study random walks with stochastic resetting to the initial position on arbitrary networks. We obtain the stationary probability distribution as well as the mean and global first passage times, which allow us to characterize the effect…

Statistical Mechanics · Physics 2020-07-03 Alejandro P. Riascos , Denis Boyer , Paul Herringer , José L. Mateos

In this paper, we extend some ideas of statistical physics to describe the properties of human mobility. From a physical point of view, we consider the statistical empirical laws of private cars mobility, taking advantage of a GPS database…

Physics and Society · Physics 2015-01-12 Riccardo Gallotti , Armando Bazzani , Sandro Rambaldi

We consider a random walker whose motion is tethered around a focal point. We use two models that exhibit the same spatial dependence in the steady state but widely different dynamics. In one case, the walker is subject to a deterministic…

Statistical Mechanics · Physics 2019-01-11 Luca Giuggioli , Shamik Gupta , Matt Chase

We review recent advances on the record statistics of strongly correlated time series, whose entries denote the positions of a random walk or a L\'evy flight on a line. After a brief survey of the theory of records for independent and…

Statistical Mechanics · Physics 2017-07-21 Claude Godreche , Satya N. Majumdar , Gregory Schehr

The random walk process underlies the description of a large number of real world phenomena. Here we provide the study of random walk processes in time varying networks in the regime of time-scale mixing; i.e. when the network connectivity…

We consider random i.i.d. samples of absolutely continuous measures on bounded connected domains. We prove an upper bound on the $\infty$-transportation distance between the measure and the empirical measure of the sample. The bound is…

Probability · Mathematics 2014-07-07 Nicolás García Trillos , Dejan Slepčev

In the study of dynamical processes on networks, there has been intense focus on network structure -- i.e., the arrangement of edges and their associated weights -- but the effects of the temporal patterns of edges remains poorly…

Physics and Society · Physics 2015-06-16 Till Hoffmann , Mason A. Porter , Renaud Lambiotte

The iterated random walk is a random process in which a random walker moves on a one-dimensional random walk which is itself taking place on a one-dimensional random walk, and so on. This process is investigated in the continuum limit using…

Statistical Mechanics · Physics 2007-05-23 L. Turban

We study the first-passage properties of a random walk in the unit interval in which the length of a single step is uniformly distributed over the finite range [-a,a]. For a of the order of one, the exit probabilities to each edge of the…

Data Analysis, Statistics and Probability · Physics 2007-05-23 T. Antal , S. Redner

1. Animal movement patterns contribute to our understanding of variation in breeding success and survival of individuals, and the implications for population dynamics. 2. Over time, sensor technology for measuring movement patterns has…

Quantitative Methods · Quantitative Biology 2018-01-11 Leah R. Johnson , Philipp H. Boersch-Supan , Richard A. Phillips , Sadie J. Ryan

We study a one-dimensional random walk with memory in which the step lengths to the left and to the right evolve at each step in order to reduce the wandering of the walker. The feedback is quite efficient and lead to a non-diffusive walk.…

Statistical Mechanics · Physics 2010-06-18 L. Turban

We present analytical results for the distribution of first-passage (FP) times of random walks (RWs) on random regular graphs that consist of $N$ nodes of degree $c \ge 3$. Starting from a random initial node at time $t=0$, at each time…

Statistical Mechanics · Physics 2022-11-28 Ido Tishby , Ofer Biham , Eytan Katzav

Adaptive multilevel splitting algorithms have been introduced rather recently for estimating tail distributions in a fast and efficient way. In particular, they can be used for computing the so-called reactive trajectories corresponding to…

Numerical Analysis · Mathematics 2014-12-25 Joran Rolland , Eric Simonnet

We study quantum transport on finite discrete structures and we model the process by means of continuous-time quantum walks. A direct and effective comparison between quantum and classical walks can be attained based on the average…

Quantum Physics · Physics 2008-10-08 E. Agliari , A. Blumen , O. Muelken

We introduce a path sampling method for obtaining statistical properties of an arbitrary stochastic dynamics. The method works by decomposing a trajectory in time, estimating the probability of satisfying a progress constraint, modifying…

Statistical Mechanics · Physics 2015-06-04 Nicholas Guttenberg , Aaron R. Dinner , Jonathan Weare

We study the stochastic motion of active particles that undergo spontaneous transitions between two distinct modes of motion. Each mode is characterized by a velocity distribution and an arbitrary (anti-)persistence. We present an…

Statistical Mechanics · Physics 2023-07-07 M. Reza Shaebani , Heiko Rieger , Zeinab Sadjadi

Human Mobility has attracted attentions from different fields of studies such as epidemic modeling, traffic engineering, traffic prediction and urban planning. In this survey we review major characteristics of human mobility studies…

Social and Information Networks · Computer Science 2013-07-04 Fereshteh Asgari , Vincent Gauthier , Monique Becker

We investigate reflected random walks in the quarter plane, with particular emphasis on the time spent along the reflection boundary axes. Assuming the drift of the random walk lies within the cone, the local time converges -- without the…

Probability · Mathematics 2025-07-08 Viet Hung Hoang , Kilian Raschel
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