Related papers: Emergence of L\'evy walks from second order stocha…
This note continues paper of Denisov and Wachtel (2010), where we have constructed a $k$-dimensional random walk conditioned to stay in the Weyl chamber of type $A$. The construction was done under the assumption that the original random…
The first passage time process of a L\'evy subordinator with heavy-tailed L\'evy measure has long-range dependent paths. The random fluctuations that appear under two natural schemes of summation and time scaling of such stochastic…
Evolutionary algorithms, inspired by natural evolution, aim to optimize difficult objective functions without computing derivatives. Here we detail the relationship between population genetics and evolutionary optimization and formulate a…
We introduce a persistent random walk model with finite velocity and self-reinforcing directionality, which explains how exponentially distributed runs self-organize into truncated L\'evy walks observed in active intracellular transport by…
With the rapid increase of valuable observational, experimental and simulated data for complex systems, much efforts have been devoted to identifying governing laws underlying the evolution of these systems. Despite the wide applications of…
Random walks are powerful tools to analyze spatial-temporal patterns produced by living organisms ranging from cells to humans. At the same time, it is evident that these patterns are not completely random but are results of a convolution…
In this paper, we intend to formulate a new metaheuristic algorithm, called Cuckoo Search (CS), for solving optimization problems. This algorithm is based on the obligate brood parasitic behaviour of some cuckoo species in combination with…
The L\'evy walk process for the lower interval of the time of flight distribution ($\alpha<1$) and with finite resting time between consecutive flights is discussed. The motion is restricted to a region bounded by two absorbing barriers and…
Using data on the Berlin public transport network, the present study extends previous observations of fractality within public transport routes by showing that also the distribution of inter-station distances along routes displays…
We investigate the emergence of self-organised trails between two specific target areas in collective motion of social organisms by means of an agent-based model. We present numerical evidences that an increase in the efficiency of…
Molecular search phenomena are observed in a variety of chemical and biological systems. During the search the participating particles frequently move in complex inhomogeneous environments with random transitions between different dynamic…
Slow self-avoiding adaptive walks by an infinite radius search algorithm (Limax) are analyzed as themselves, and as the network they form. The study is conducted on several NK problems and two HIFF problems. We find that examination of such…
For a random walk defined for a doubly infinite sequence of times, we let the time parameter itself be an integer-valued process, and call the orginal process a random walk at random time. We find the scaling limit which generalizes the…
L\'evy walk process is one of the most effective models to describe superdiffusion, which underlies some important movement patterns and has been widely observed in the micro and macro dynamics. From the perspective of random walk theory,…
Although stochastic optimization is central to modern machine learning, the precise mechanisms underlying its success, and in particular, the precise role of the stochasticity, still remain unclear. Modelling stochastic optimization…
Order can spontaneously emerge from seemingly noisy interactions between biological agents, like a flock of birds changing their direction of flight in unison, without a leader or an external cue. We are interested in the generic conditions…
Our study focuses on analyzing the behavior of a stochastic predator-prey model with a time delay and logistic growth of prey, influenced by L\'{e}vy noise. Initially, we establish the existence, uniqueness, and boundedness of a positive…
We present a simple paradigm for detection of an immobile target by a space-time coupled random walker with a finite lifetime. The motion of the walker is characterized by linear displacements at a fixed speed and exponentially distributed…
Interest in multimodal function optimization is expanding rapidly since real world optimization problems often demand locating multiple optima within a search space. This article presents a new multimodal optimization algorithm named as the…
Natural gradient descent is an optimization method traditionally motivated from the perspective of information geometry, and works well for many applications as an alternative to stochastic gradient descent. In this paper we critically…