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We are studying the motion of a random walker in two and three dimensional continuum with uniformly distributed jump-length. This is different from conventional Lavy flight. In 2D and 3D continuum, a random walker can move in any direction,…

Statistical Mechanics · Physics 2015-06-08 Ajanta Bhowal Acharyya

Let $X$ be a L\'evy process with regularly varying L\'evy measure $\nu$. We obtain sample-path large deviations for scaled processes $\bar X_n(t) \triangleq X(nt)/n$ and obtain a similar result for random walks. Our results yield detailed…

Probability · Mathematics 2017-12-12 Chang-Han Rhee , Jose Blanchet , Bert Zwart

We analyze a class of linear partial differential equations that arise as deterministic descriptions of the scaling limits of L\'evy walks, in which transport is driven by a convex combination of fractional material derivatives and a source…

Numerical Analysis · Mathematics 2026-02-03 Łukasz Płociniczak , Marek A. Teuerle , Hubert Woszczek

The reflected process of a random walk or L\'evy process arises in many areas of applied probability, and a question of particular interest is how the tail of the distribution of the heights of the excursions away from zero behaves…

Probability · Mathematics 2017-08-09 R. A. Doney , Philip S. Griffin

We study a class of random walk, the stored-energy-driven L\'evy flight (SEDLF), whose jump length is determined by a stored energy during a trapped state. The SEDLF is a continuous-time random walk with jump lengths being coupled with the…

Statistical Mechanics · Physics 2013-06-26 Takuma Akimoto , Tomoshige Miyaguchi

We consider a particle moving in continuous time as a Markov jump process; its discrete chain is given by an ordinary random walk on ${\mathbb Z}^d$ , and its jump rate at $({\mathbf x},t)$ is given by a fixed function $\varphi$ of the…

Probability · Mathematics 2025-01-03 Luiz Renato Fontes , Pablo Almeida Gomes , Maicon Aparecido Pinheiro

We compare the fluctuations in the velocity and in the fraction of time spent at a given position for minimal models of a passive and an active particle: an asymmetric random walker and a run-and-tumble particle in continuous time and on a…

Statistical Mechanics · Physics 2019-10-03 Emil Mallmin , Richard A Blythe , Martin R Evans

We introduce a persistent random walk model for the stochastic transport of particles involving self-reinforcement and a rest state with Mittag-Leffler distributed residence times. The model involves a system of hyperbolic partial…

Statistical Mechanics · Physics 2021-11-16 Daniel Han , Dmitri V. Alexandrov , Anna Gavrilova , Sergei Fedotov

We present a heuristic derivation of the first passage time exponent for the integral of a random walk [Y. G. Sinai, Theor. Math. Phys. {\bf 90}, 219 (1992)]. Building on this derivation, we construct an estimation scheme to understand the…

Statistical Mechanics · Physics 2009-11-07 J. M. Schwarz , Ron Maimon

In many random search processes of interest in chemistry, biology or during rescue operations, an entity must find a specific target site before the latter becomes inactive, no longer available for reaction or lost. We present exact results…

Statistical Mechanics · Physics 2024-02-16 Denis Boyer , Gabriel Mercado-Vásquez , Satya N. Majumdar , Grégory Schehr

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…

Statistical Mechanics · Physics 2023-07-07 M. Reza Shaebani , Heiko Rieger , Zeinab Sadjadi

We consider a one dimensional asymmetric random walk whose jumps are identical, independent and drawn from a distribution \phi(\eta) displaying asymmetric power law tails (i.e. \phi(\eta) \sim c/\eta^{\alpha +1} for large positive jumps and…

Statistical Mechanics · Physics 2014-02-24 Clélia de Mulatier , Alberto Rosso , Gregory Schehr

In classical diffusion, particle step-sizes have a Gaussian distribution. However, in superdiffusion, they have power-law tails, with transport dominated by rare, long L\'evy flights. Similarly, if the time interval between scattering…

High Energy Astrophysical Phenomena · Physics 2025-10-08 Naixin Liang , Siang Peng Oh

Recent works have explored the properties of L\'evy flights with resetting in one-dimensional domains and have reported the existence of phase transitions in the phase space of parameters which minimizes the Mean First Passage Time (MFPT)…

Statistical Mechanics · Physics 2016-01-20 Daniel Campos , Vicenç Méndez

We introduce the quantum Levy walk to study transport and decoherence in a quantum random model. We have derived from second order perturbation theory the quantum master equation for a \textit{Levy-like particle}that moves along a lattice…

Quantum Physics · Physics 2011-12-19 Manuel O. Cáceres , Marco Nizama

Anomalous (or non-Fickian) diffusion has been widely found in fluid reactive transport and the traditional advection diffusion reaction equation based on Fickian diffusion is proved to be inadequate to predict this anomalous transport of…

Statistical Mechanics · Physics 2018-09-26 Hong Zhang , Guo-Hua Li

In this paper we focus our attention on a particle that follows a unidirectional quantum walk, an alternative version of the nowadays widespread discrete-time quantum walk on a line. Here the walker at each time step can either remain in…

Quantum Physics · Physics 2013-08-01 Miquel Montero

Truncated L\'{e}vy flights are random walks in which the arbitrarily large steps of a L\'{e}vy flight are eliminated. Since this makes the variance finite, the central limit theorem applies, and as time increases the probability…

Statistical Mechanics · Physics 2008-12-02 Paolo Santini

We study slow-subdiffusion in comparison to subdiffusion. Both of the processes are treated as random walks and can be described within continuous time random walk formalism. However, the probability density of the waiting time of a random…

Statistical Mechanics · Physics 2013-01-22 K. D. Lewandowska , Tadeusz Kosztołowicz

In this paper we are examining diffusion properties of stationary continuous-time Weierstrass walk (CTWW). We are showing it is a multi-phase representation of the L\'evy walk. The hierarchical spatial-temporal coupling, combined with…

Statistical Mechanics · Physics 2019-09-13 Tomasz Gubiec , Jarosław Klamut , Ryszard Kutner