Related papers: Semi-Markov models and motion in heterogeneous med…
The proliferation and migration dichotomy of the tumor cell invasion is examined within a two-component continuous time random walk (CTRW) model. The balance equations for the cancer cells of two phenotypes with random switching between…
In this paper, we demonstrate through the use of matrix calculus a transparent analysis of fractional inhomogeneous Markov models for life insurance where transition matrices commute. The resulting formulae are intuitive matrix…
We show that for a weakly dense subset of the domain of attraction of a positive stable random variable of index $0<\alpha<1$($DOA\left(\alpha\right))$ the functional stable convergence is a time-changed renewal convergence of distribution…
The fractional diffusion equation is derived from the master equation of continuous-time random walks (CTRWs) via a straightforward application of the Gnedenko-Kolmogorov limit theorem. The Cauchy problem for the fractional diffusion…
We consider a broad class of Continuous Time Random Walks with large fluctuations effects in space and time distributions: a random walk with trapping, describing subdiffusion in disordered and glassy materials, and a L\'evy walk process,…
Heterogeneous media diffusion is often described using position-dependent diffusion coefficients and estimated indirectly through mean squared displacement in experiments. This approach may overlook other mechanisms and their interaction…
We study the dynamics given by the iteration of a (half-line) CMV matrix with sparse, high barriers. Using an approach of Tcheremchantsev, we are able to explicitly compute the transport exponents for this model in terms of the given…
Continuous time random walks (CTRW) on finite arbitrarily inhomogeneous chains are studied. By introducing a technique of counting all possible trajectories, we derive closed-form solutions in Laplace space for the Green's function and for…
We consider random walkers that deform the medium as they move, enabling a faster motion in regions which have been recently visited. This induces an effective attraction between walkers mediated by the medium, which can be regarded as a…
The Continuous Time Random Walk (CTRW) formalism is used to model the non-Poisson relaxation of a system response to perturbation. Two mechanisms to perturb the system are analyzed: a first in which the perturbation, seen as a potential…
We propose diffusion-like equations with time and space fractional derivatives of the distributed order for the kinetic description of anomalous diffusion and relaxation phenomena, whose diffusion exponent varies with time and which,…
Neutrino oscillation is phenomenon of random transition from a flavor state of neutrino to another, and should obey quantum statistics theory, and constitutes Markoffian process. The process is depicted by method of CTRW (continuous time…
We introduce a persistent random walk model for the stochastic transport of particles involving self-reinforcement and a rest state with Mittag-Leffler distributed residence times. The model involves a system of hyperbolic partial…
Representations based on random walks can exploit discrete data distributions for clustering and classification. We extend such representations from discrete to continuous distributions. Transition probabilities are now calculated using a…
In the present Short Note an idea is proposed to explain the emergence and the observation of processes in complex media that are driven by fractional non-Markovian master equations. Particle trajectories are assumed to be solely Markovian…
We show the asymptotic long-time equivalence of a generic power law waiting time distribution to the Mittag-Leffler waiting time distribution, characteristic for a time fractional CTRW. This asymptotic equivalence is effected by a…
The paper studies an improved estimate for the rate of convergence for nonlinear homogeneous discrete-time Markov chains. These processes are nonlinear in terms of the distribution law. Hence, the transition kernels are dependent on the…
We study a class of Markov processes with finite state space and continuous time that have product form stationary distributions. We obtain a number of examples that can generate conjectures for diffusions with inert drift.
We present a physical model to explain the behavior of long-term, time series measurements of chloride, a natural passive tracer, in rainfall and runoff in catchments [Kirchner et al., Nature 403(524), 2000]. A spectral analysis of the data…
We study non-interacting Poissonian run-and-tumble particles (RTPs) in two dimensions whose velocity orientations are controlled by an arbitrary circular distribution $Q(\phi)$. RTP-type active transport has been reported to undergo…