English
Related papers

Related papers: Directed Continuous-Time Random Walk with memory

200 papers

Vertex-Reinforced Random Walk (VRRW), defined by Pemantle (1988a), is a random process in a continuously changing environment which is more likely to visit states it has visited before. We consider VRRW on arbitrary graphs and show that on…

Probability · Mathematics 2016-09-07 Stanislov Volkov

Quantum walk (QW), which is considered as the quantum counterpart of the classical random walk (CRW), is actually the quantum extension of CRW from the single-coin interpretation. The sequential unitary evolution engenders correlation…

Quantum Physics · Physics 2020-03-11 Jin-Fu Chen , Yu-Han Ma , Chang-Pu Sun

The uncoupled Continuous Time Random Walk (CTRW) in one space-dimension and under power law regime is splitted into three distinct random walks: (rw_1), a random walk along the line of natural time, happening in operational time; (rw_2), a…

Probability · Mathematics 2011-04-21 Rudolf Gorenflo , Francesco Mainardi

We propose dynamic scaling in temporal networks with heterogeneous activities and memory, and provide a comprehensive picture for the dynamic topologies of such networks, in terms of the modified activity-driven network model [H. Kim…

Statistical Mechanics · Physics 2018-06-29 Hyewon Kim , Meesoon Ha , Hawoong Jeong

The elephant random walk (ERW) is a microscopic, one-dimensional, discrete-time, non-Markovian random walk, which can lead to anomalous diffusion due to memory effects. In this study, I propose a multi-dimensional generalization in which…

Statistical Mechanics · Physics 2019-12-02 Vitor M. Marquioni

In this paper, we consider a spectral analysis of the Correlated Random Walk (CRW) on the path. We apply an analytical method for the Quantum Walk to CRW. For the isospectral coin cases, we obtain all of the eigenvalues and the…

Probability · Mathematics 2023-11-01 Yusuke Ide , Akihiro Narimatsu

Random walks (RWs) are fundamental stochastic processes with applications across physics, computer science, and information processing. A recent extension, the laser chaos decision-maker, employs chaotic time series from semiconductor…

Probability · Mathematics 2025-11-04 Akihiro Narimatsu , Tomoki Yamagami

In this paper continuous time random walk models approximating fractional space-time diffusion processes are studied. Stochastic processes associated with the considered equations represent time-changed processes, where the time-change…

Probability · Mathematics 2014-09-16 Sabir Umarov

It has been alleged in several papers that the so called delayed continuous-time random walks (DCTRWs) provide a model for the one-dimensional telegraph equation at microscopic level. This conclusion, being widespread now, is strange, since…

Statistical Mechanics · Physics 2012-03-01 Sergey A. Rukolaine , Alexander M. Samsonov

Since its introduction, some sixty years ago, the Montroll-Weiss continuous time random walk has found numerous applications due its ease of use and ability to describe both regular and anomalous diffusion. Yet, despite its broad…

Statistical Mechanics · Physics 2023-09-14 Maxence Arutkin , Shlomi Reuveni

Self-driving vehicles plan around both static and dynamic objects, applying predictive models of behavior to estimate future locations of the objects in the environment. However, future behavior is inherently uncertain, and models of motion…

Computer Vision and Pattern Recognition · Computer Science 2019-10-18 Ajay Jain , Sergio Casas , Renjie Liao , Yuwen Xiong , Song Feng , Sean Segal , Raquel Urtasun

Applied to statistical physics models, the random cost algorithm enforces a Random Walk (RW) in energy (or possibly other thermodynamic quantities). The dynamics of this procedure is distinct from fixed weight updates. The probability for a…

Statistical Mechanics · Physics 2009-10-31 Bernd A. Berg , Ulrich H. E. Hansmann

In recent years a huge interdisciplinary field has emerged which is devoted to the complex dynamics of anomalous transport with long-time memory and non-markovian features. It was found that the framework of fractional calculus and its…

Probability · Mathematics 2022-04-27 Thomas M. Michelitsch , Federico Polito , Alejandro P. Riascos

Annual maximum temperature data provides crucial insights into the impacts of climate change, especially for regions like India, where temperature variations have significant implications for agriculture, health, and infrastructure. In this…

Applications · Statistics 2025-07-03 Chitradipa Chakraborty

Financial time series have historically been assumed to be a martingale process under the Random Walk hypothesis. Instead of making investment decisions using the raw prices alone, various multimodal pattern matching algorithms have been…

Statistical Finance · Quantitative Finance 2023-08-21 Minsuk Kim , Byungchul Kim , Junyeong Yong , Jeongwoo Park , Gyeongmin Kim

Research in human action recognition has accelerated significantly since the introduction of powerful machine learning tools such as Convolutional Neural Networks (CNNs). However, effective and efficient methods for incorporation of…

Computer Vision and Pattern Recognition · Computer Science 2018-03-21 Jinliang Zang , Le Wang , Ziyi Liu , Qilin Zhang , Zhenxing Niu , Gang Hua , Nanning Zheng

The study of quasar light curves poses two problems: inference of the power spectrum and interpolation of an irregularly sampled time series. A baseline approach to these tasks is to interpolate a time series with a Damped Random Walk (DRW)…

Astrophysics of Galaxies · Physics 2022-11-21 Egor Danilov , Aleksandra Ćiprijanović , Brian Nord

It is shown in this paper that the quantum master equation can be mapped to a modified continuous time random walk (CTRW) if the relaxation term is composed of transitions over a set of states. When the Hamiltonian is time-independent and…

Statistical Mechanics · Physics 2007-05-23 C. F. Huang

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…

Statistical Mechanics · Physics 2021-04-14 Adrian Pacheco-Pozo , Igor M. Sokolov

The continuous time random walk (CTRW) approach has been widely applied to model large-scale non-Fickian transport in the flow through disordered media. Often, the underlying microscopic transport mechanisms and disorder characteristics are…

Fluid Dynamics · Physics 2024-03-12 Xiangnan Yu , Marco Dentz , HongGuang Sun , Yong Zhang
‹ Prev 1 4 5 6 7 8 10 Next ›