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We review the ageing phenomenon in the context of simplest trap model, Bouchaud's REM-like trap model from a spectral theoretic point of view. We show that the generator of the dynamics of this model can be diagonalised exactly. Using this…

Probability · Mathematics 2007-05-23 A. Bovier , A. Faggionato

Continuous-time random walks offer powerful coarse-grained descriptions of transport processes. We here microscopically derive such a model for a Brownian particle diffusing in a deep periodic potential. We determine both the waiting-time…

Statistical Mechanics · Physics 2019-08-21 Andreas Dechant , Farina Kindermann , Artur Widera , Eric Lutz

Diffusion in a one dimensional random force field leads to interesting localisation effects, which we study using the equivalence with a directed walk model with traps. We show that although the average dispersion of positions $\bar{< x^2 >…

Disordered Systems and Neural Networks · Physics 2009-10-31 Albert Compte , Jean-Philippe Bouchaud

Brownian motion is a Gaussian process described by the central limit theorem. However, exponential decays of the positional probability density function $P(X,t)$ of packets of spreading random walkers, were observed in numerous situations…

Statistical Mechanics · Physics 2020-02-18 Eli Barkai , Stanislav Burov

The symbiotic branching model is a spatial population model describing the dynamics of two interacting types that can only branch if both types are present. A classical result for the underlying stochastic partial differential equation…

Probability · Mathematics 2016-09-23 Matthias Hammer , Marcel Ortgiese , Florian Völlering

Daily, are reported systems in nature that present anomalous diffusion phenomena due to irregularities of medium, traps or reactions process. In this scenario, the diffusion with traps or localised--reactions emerge through various…

Statistical Mechanics · Physics 2019-05-01 Maike A. F. dos Santos

The propagation of an initially localized perturbation via an interacting many-particle Hamiltonian dynamics is investigated. We argue that the propagation of the perturbation can be captured by the use of a continuous-time random walk…

Statistical Mechanics · Physics 2012-09-11 V. Zaburdaev , S. Denisov , P. Hanggi

Branching processes are widely used to model the viral epidemic evolution. For more adequate investigation of viral epidemic modelling, we suggest to apply branching processes with transport of particles usually called branching random…

Probability · Mathematics 2019-01-29 Elizaveta Ermakova , Polina Makhmutova , Elena Yarovaya

We consider one-dimensional asymmetric exclusion processes with a simple attractive interaction, where the distance between consecutive particles is not allowed to exceed a certain limit and investigate the consequences of this coupling on…

Disordered Systems and Neural Networks · Physics 2009-11-13 Róbert Juhász

A wide class of binary-state dynamics on networks---including, for example, the voter model, the Bass diffusion model, and threshold models---can be described in terms of transition rates (spin-flip probabilities) that depend on the number…

Physics and Society · Physics 2013-05-08 James P. Gleeson

The one-dimensional random trap model with a power-law distribution of mean sojourn times exhibits a phenomenon of dynamical localization in the case where diffusion is anomalous: The probability to find two independent walkers at the same…

Data Analysis, Statistics and Probability · Physics 2015-03-03 Franziska Flegel , Igor M. Sokolov

Double (or parity conserving) branching annihilating random walk, introduced by Sudbury in '90, is a one-dimensional non-attractive particle system in which positive and negative particles perform nearest neighbor hopping, produce two…

Probability · Mathematics 2015-09-04 Márton Balázs , Attila László Nagy

We discuss here in detail a new analytical random walk approach to calculating the phase-diagram for spatially extended systems with multiplicative noise. We use the Anderson localization problem as an example. The transition from…

Disordered Systems and Neural Networks · Physics 2009-11-11 V. N. Kuzovkov , W. von Niessen

We identify a fundamental phenomenon of heterogeneous one dimensional random walks: the escape (traversal) time is maximized when the heterogeneity in transition probabilities forms a pyramid-like potential barrier. This barrier corresponds…

Probability · Mathematics 2020-07-29 Asaf Cassel , Shie Mannor , Guy Tennenholtz

We studied the Bouchaud-M\'ezard(BM) model, which was introduced to explain Pareto's law in a real economy, on a random network. Using "adiabatic and independent" assumptions, we analytically obtained the stationary probability distribution…

Adaptation and Self-Organizing Systems · Physics 2012-09-19 Takashi Ichinomiya

Self-activation coupled to a transport mechanism results in traveling waves that describe polymerization reactions, forest fires, tumor growth, and even the spread of epidemics. Diffusion is a simple and commonly used model of particle…

Statistical Mechanics · Physics 2020-07-06 Keisuke Ishihara , Ashish B. George , Ryan Cornelius , Kirill S. Korolev

The stochastic motion in a nonhomogeneous medium with traps is studied and diffusion properties of that system are discussed. The particle is subjected to a stochastic stimulation obeying a general L\'evy stable statistics and experiences…

Statistical Mechanics · Physics 2015-06-11 Tomasz Srokowski

We consider the multi armed bandit problem in non-stationary environments. Based on the Bayesian method, we propose a variant of Thompson Sampling which can be used in both rested and restless bandit scenarios. Applying discounting to the…

Machine Learning · Statistics 2017-08-01 Vishnu Raj , Sheetal Kalyani

* ACTIVATED RANDOM WALK MODEL * This is a conservative particle system on the lattice, with a Markovian continuous-time evolution. Active particles perform random walks without interaction, and they may as well change their state to…

Probability · Mathematics 2011-03-15 Leonardo T. Rolla

We review the aging phenomenon in the context of the simplest trap model, Bouchaud's REM-like trap model, from a spectral theoretic point of view. We show that the generator of the dynamics of this model can be diagonalized exactly. Using…

Probability · Mathematics 2007-05-23 Anton Bovier , Alessandra Faggionato