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Recently, Stochastic Variational Inference (SVI) has been increasingly attractive thanks to its ability to find good posterior approximations of probabilistic models. It optimizes the variational objective with stochastic optimization,…

Machine Learning · Computer Science 2022-03-16 Minta Liu , Suliang Bu

We report on the emergence of scaling laws in the temporal evolution of the daily closing values of the S\&P 500 index prices and its modeling based on the L\'evy flights in two dimensions (2D). The efficacy of our proposed model is…

Statistical Finance · Quantitative Finance 2022-03-16 Hediye Yarahmadi , Abbas Ali Saberi

The Levy-flight dynamics can stem from simple random walks in a system whose operational time (number of steps n) typically grows superlinearly with physical time t. Thus, this processes is a kind of continuous-time random walks (CTRW),…

Statistical Mechanics · Physics 2009-10-31 I. M. Sokolov

For both Levy flight and Levy walk search processes we analyse the full distribution of first-passage and first-hitting (or first-arrival) times. These are, respectively, the times when the particle moves across a point at some given…

Statistical Mechanics · Physics 2019-10-15 V. V. Palyulin , G. Blackburn , M. A. Lomholt , N. W. Watkins , R. Metzler , R. Klages , A. V. Chechkin

We present an individual-based model for two interacting populations diffusing on lattices in which a strong natural selection develops spontaneously. The models combine traditional local predator-prey dynamics with random walks.…

Populations and Evolution · Quantitative Biology 2007-05-23 Monica F. B. Moreira , Marcio P. Dantas , A. T. Costa

Multiple-scale mobility is ubiquitous in nature and has become instrumental for understanding and modeling animal foraging behavior. However, the impact of individual movements on the long-term stability of populations remains largely…

Populations and Evolution · Quantitative Biology 2018-04-04 Teodoro Dannemann , Denis Boyer , Octavio Miramontes

Search processes in the natural world are often punctuated by home returns that reset the position of foraging animals, birds, and insects. Many theoretical, numerical, and experimental studies have now demonstrated that this strategy can…

The emergence of heavy-tailed statistics in complex systems is conventionally attributed to non-local stochastic jumps or non-Markovian memory. Here, we present a one-dimensional random walk where power-law behaviors arise instead from a…

Statistical Mechanics · Physics 2026-05-25 Henrique S. Lima , Evaldo M. F. Curado

Understanding how simple local interactions give rise to emergent exploration patterns is a fundamental question in statistical physics. We introduce a minimal model of two coupled agents that avoid retracing their own paths while being…

Populations and Evolution · Quantitative Biology 2026-03-24 Nick Dashti , M. N. Najafi , Debra J. Searles

The search for hidden targets is a fundamental problem in many areas of science, engineering, and other fields. Studies of search processes often adopt a probabilistic framework, in which a searcher randomly explores a spatial domain for a…

Probability · Mathematics 2021-03-16 Sean D Lawley

Random walks describe diffusion processes, where movement at every time step is restricted to only the neighbouring locations. We construct a quantum random walk algorithm, based on discretisation of the Dirac evolution operator inspired by…

Quantum Physics · Physics 2015-03-13 Apoorva Patel , Md. Aminoor Rahaman

Collective motion - or flocking - is an emergent phenomena that underlies many biological processes of relevance, from cellular migrations to animal groups movement. In this work, we derive scaling relations for the fluctuations of the mean…

Soft Condensed Matter · Physics 2023-02-13 Martino Brambati , Giuseppe Fava , Francesco Ginelli

We analyze a specific class of random systems that are driven by a symmetric L\'{e}vy stable noise. In view of the L\'{e}vy noise sensitivity to the confining "potential landscape" where jumps take place (in other words, to environmental…

Statistical Mechanics · Physics 2015-06-11 M. Zaba , P. Garbaczewski , V. Stephanovich

Predator-prey coevolution is commonly thought to result in reciprocal arms races that produce increasingly extreme and complex traits. However, such directional change is not inevitable. Here, we provide evidence for a previously…

Populations and Evolution · Quantitative Biology 2014-02-18 Aaron P Wagner , Luis Zaman , Ian Dworkin , Charles Ofria

We study a model for a random walk of two classes of particles (A and B). Where both species are present in the same site, the motion of A's takes precedence over that of B's. The model was originally proposed and analyzed in Maragakis et…

Disordered Systems and Neural Networks · Physics 2015-01-28 Nikolaos Bastas , Michalis Maragakis , Panos Argyrakis , Daniel ben-Avraham , Shlomo Havlin , Shai Carmi

The paper is devoted to the relationship between the continuous Markovian description of Levy flights developed previously and their equivalent representation in terms of discrete steps of a wandering particle, a certain generalization of…

Statistical Mechanics · Physics 2015-06-04 Ihor Lubashevsky

Collective movement is observed widely in nature, where individuals interact locally to produce globally ordered, coherent motion. In typical models of collective motion, each individual takes the average direction of multiple neighbors,…

Quantitative Methods · Quantitative Biology 2026-01-23 Yogesh Kumar KC , Arshed Nabeel , Srikanth Iyer , Vishwesha Guttal

In turbulent flows, tracking the source of a passive scalar cue requires exploiting the limited information that can be gleaned from rare, stochastic encounters with the cue. When crafting a search policy, the most challenging and important…

Fluid Dynamics · Physics 2025-04-10 Robin A. Heinonen , Luca Biferale , Antonio Celani , Massimo Vergassola

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 pedestrian escape from an obscure corridor using a lattice gas model with two species of particles. One species, called passive, performs a symmetric random walk on the lattice, whereas the second species, called active, is…

Physics and Society · Physics 2019-07-23 Emilio N. M. Cirillo , Matteo Colangeli , Adrian Muntean , T. K. Thoa Thieu