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We consider a discrete-time random walk where the random increment at time step $t$ depends on the full history of the process. We calculate exactly the mean and variance of the position and discuss its dependence on the initial condition…

Statistical Mechanics · Physics 2009-11-10 Gunter M. Schütz , Steffen Trimper

We extend the random walk framework to include compounded steps, providing first-passage time (FPT) properties for a new class of superdiffusive processes, which are governed by the space-fractional spectral Fokker-Planck equation. This…

Statistical Mechanics · Physics 2026-04-14 Christopher N. Angstmann , Daniel S. Han , Bruce I. Henry , Boris Z. Huang

The usual Langevin approach to describe systems driven by noise fails to describe the long time behavior of systems with multiple attractors. The solution of the associated linear Fokker-Planck equation is always unique, even though it…

Statistical Mechanics · Physics 2017-06-20 M. Morillo , J. M. Casado

The interpretation of experimental and numerical data describing off-equilibrium aging dynamics crucially depends on the connection between spontaneous and induced fluctuations. The hypothesis that linear response fluctuations are…

Statistical Mechanics · Physics 2008-03-18 Simon Christiansen , Paolo Sibani

We study the evolution in time of the statistical distribution of some addiction phenomena in a system of individuals. The kinetic approach leads to build up a novel class of Fokker--Planck equations describing relaxation of the probability…

Physics and Society · Physics 2019-10-01 Giuseppe Toscani

We report new results about the two-time dynamics of an anomalously diffusing classical particle, as described by the generalized Langevin equation with a frequency-dependent noise and the associated friction. The noise is defined by its…

Statistical Mechanics · Physics 2009-11-07 Noelle Pottier

We consider branching random walks in $d$-dimensional integer lattice with time-space i.i.d. offspring distributions. When $d \ge 3$ and the fluctuation of the environment is well moderated by the random walk, we prove a central limit…

Probability · Mathematics 2007-12-06 Nobuo Yoshida

Single-particle tracking offers detailed information about the motion of molecules in complex environments such as those encountered in live cells, but the interpretation of experimental data is challenging. One of the most powerful tools…

Statistical Mechanics · Physics 2022-01-12 Zachary R Fox , Eli Barkai , Diego Krapf

Motivated by the theory of reaction kinetics based on nonequilibrium thermodynamics and the linear stability of driven reaction-diffusion, we apply the Fokker-Planck equation to describe the population dynamics of an ensemble of reactive…

Chemical Physics · Physics 2019-07-31 Hongbo Zhao , Martin Z. Bazant

We study a random walk in random environment on the non-negative integers. The random environment is not homogeneous in law, but is a mixture of two kinds of site, one in asymptotically vanishing proportion. The two kinds of site are (i)…

Probability · Mathematics 2014-04-28 Ostap Hryniv , Mikhail V. Menshikov , Andrew R. Wade

Multitime correlation functions provide useful probes for the ensembles of trajectories underlying the stochastic dynamics of complex systems. These can be obtained by measuring their optical response to sequences of ultrashort optical…

Soft Condensed Matter · Physics 2009-11-13 Frantisek Sanda , Shaul Mukamel

Motivated by the wide range of known self-replicating systems, some far from genetics, we study a system composed by individuals having an internal dynamics with many possible states that are partially stable, with varying mutation rates.…

Biological Physics · Physics 2015-10-07 Tommaso Brotto , Guy Bunin , Jorge Kurchan

We demonstrate aging behavior in a simple non-linear system. Our model is a chaotic map which generates deterministically sub-diffusion. Asymptotic behaviors of the diffusion process are described using aging continuous time random walks,…

Statistical Mechanics · Physics 2007-05-23 E. Barkai

We consider an asexual population under strong selection-weak mutation conditions evolving on rugged fitness landscapes with many local fitness peaks. Unlike the previous studies in which the initial fitness of the population is assumed to…

Populations and Evolution · Quantitative Biology 2011-11-18 Kavita Jain , Sarada Seetharaman

We consider a linear Fermi-Pasta-Ulam-Tsingou lattice with random spatially varying material coefficients. Using the methods of stochastic homogenization we show that solutions with long wave initial data converge in an appropriate sense to…

Analysis of PDEs · Mathematics 2021-04-02 Joshua A. McGinnis , J. Douglas Wright

We study a discrete random walk on a one-dimensional finite lattice, where each state has different probabilities to move one step forward, backward, staying for a moment or being absorbed. We obtain expected number of arrivals and expected…

Probability · Mathematics 2023-07-26 Theo van Uem

In this paper, we review recent results of ours concerning branching processes with general lifetimes and neutral mutations, under the infinitely many alleles model, where mutations can occur either at birth of individuals or at a constant…

Probability · Mathematics 2012-11-29 Nicolas Champagnat , Amaury Lambert , Mathieu Richard

We consider a random walk in a random potential on a square lattice of arbitrary dimension. The potential is a function of an ergodic environment and some steps of the walk. The potential can be unbounded, but it is subject to a moment…

Probability · Mathematics 2013-02-12 Firas Rassoul-Agha , Timo Seppäläinen

Random walks are used for modeling various dynamics in, for example, physical, biological, and social contexts. Furthermore, their characteristics provide us with useful information on the phase transition and critical phenomena of even…

Statistical Mechanics · Physics 2007-05-23 Naoki Masuda , Norio Konno

Human longevity leaders with remarkably long lifespan play a crucial role in the advancement of longevity research. In this paper, we propose a stochastic model to describe the evolution of the age of the oldest person in the world by a…

Populations and Evolution · Quantitative Biology 2024-09-06 Csaba Kiss , László Németh , Bálint Vető
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