Related papers: Continuous-time statistics and generalized relaxat…
We consider random walks in dynamic random environments given by Markovian dynamics on $\mathbb{Z}^d$. We assume that the environment has a stationary distribution $\mu$ and satisfies the Poincar\'e inequality w.r.t. $\mu$. The random walk…
Reaction-diffusion equations deliver a versatile tool for the description of reactions in inhomogeneous systems under the assumption that the characteristic reaction scales and the scales of the inhomogeneities in the reactant…
The theory of large deviations has been applied successfully in the last 30 years or so to study the properties of equilibrium systems and to put the foundations of equilibrium statistical mechanics on a clearer and more rigorous footing. A…
We discuss large deviation properties of continuous-time random walks (CTRW) and present a general expression for the large deviation rate in CTRW in terms of the corresponding rates for the distributions of steps' lengths and waiting…
Methods for the reduction of the complexity of computational problems are presented, as well as their connections to renormalization, scaling, and irreversible statistical mechanics. Several statistically stationary cases are analyzed; for…
In this paper, we consider the long time asymptotics of multi-time correlation functions for quantum dynamical systems that are sufficiently random to relax to a ``reference state''. In particular, the evolution of such systems must have a…
We take on a Random Matrix theory viewpoint to study the spectrum of certain reversible Markov chains in random environment. As the number of states tends to infinity, we consider the global behavior of the spectrum, and the local behavior…
Functional limit theorem for continuous-time random walks (CTRW) are found in general case of dependent waiting times and jump sizes that are also position dependent. The limiting anomalous diffusion is described in terms of fractional…
Continuous time random walks and Langevin equations are two classes of stochastic models for describing the dynamics of particles in the natural world. While some of the processes can be conveniently characterized by both of them, more…
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,…
The analytic properties of the Markov operator associated to a random walk are common tools in the study of the behaviour and some probabilistic features related to the walk. In this paper we consider a class of Markov operators which…
We formulate the generalized master equation for a class of continuous time random walks in the presence of a prescribed deterministic evolution between successive transitions. This formulation is exemplified by means of an…
We address the question as to why, in the semiclassical limit, classically chaotic systems generically exhibit universal quantum spectral statistics coincident with those of Random Matrix Theory. To do so, we use a semiclassical resummation…
A semi-Markov process is one that changes states in accordance with a Markov chain but takes a random amount of time between changes. We consider the generalisation to semi-Markov processes of the classical Lamperti law for the occupation…
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 study the distribution of the maximal jump of continuous-state branching processes. Several exact expressions and explicit asymptotics of both the local maximal jump and the global maximal jump are obtained. We also compare the…
We propose two nonlinear random walk models which are suitable for the analysis of both chemotaxis and anomalous transport. We derive the balance equations for the population density for the case when the transition rate for a random walk…
Random walks (or Markov chains) are models extensively used in theoretical computer science. Several tools, including analysis of quantities such as hitting and mixing times, are helpful for devising randomized algorithms. A notable example…
We consider Markov processes, which describe e.g. queueing network processes, in a random environment which influences the network by determining random breakdown of nodes, and the necessity of repair thereafter. Starting from an explicit…
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…