Related papers: Continuous-time random walk for a particle in a pe…
We prove a central limit theorem for the momentum distribution of a particle undergoing an unbiased spatially periodic random forcing at exponentially distributed times without friction. The start is a linear Boltzmann equation for the…
Continuous time random Walk model has been versatile analytical formalism for studying and modeling diffusion processes in heterogeneous structures, such as disordered or porous media. We are studying the continuous limits of Heterogeneous…
Three-dimensional Monte Carlo simulations provide a striking confirmation to a recent theoretical prediction: the Brownian non-Gaussian diffusion of critical self-avoiding walks. Although the mean square displacement of the polymer center…
The paper presents a multidimensional model for nonlinear Markovian random walks that generalizes one we developed previously (Phys. Rev. E v.79, 011110, 2009) in order to describe the Levy type stochastic processes in terms of continuous…
A quantum finite multi-barrier system, with a periodic potential, is considered and exact expressions for its plane wave amplitudes are obtained using the Transfer Matrix method [10]. This quantum model is then associated with a stochastic…
The continuous-time random walk is defined as a Poissonization of discrete-time random walk. We study the noncolliding system of continuous-time simple and symmetric random walks on ${\mathbb{Z}}$. We show that the system is determinantal…
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…
Nonintersecting motion of Brownian particles in one dimension is studied. The system is constructed as the diffusion scaling limit of Fisher's vicious random walk. N particles start from the origin at time t=0 and then undergo mutually…
This paper studies particle propagation in a one-dimensional inhomogeneous medium where the laws of motion are generated by chaotic and deterministic local maps. Assuming that the particle's initial location is random and uniformly…
Levy walk (LW) process has been used as a simple model for describing anomalous diffusion in which the mean squared displacement of the walker grows non-linearly with time in contrast to the diffusive motion described by simple random walks…
* 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…
Persistent random walks are intermediate transport processes between a uniform rectilinear motion and a Brownian motion. They are formed by successive steps of random finite lengths and directions travelled at a fixed speed. The isotropic…
It is shown that time reversibility of Hamiltonian microscopic dynamics and Gibbs canonical statistical ensemble of initial conditions for it together produce an exact virial expansion for probability distribution of path of molecular…
We survey recent results of normal and anomalous diffusion of two types of random motions with long memory in ${\Bbb R}^d$ or ${\Bbb Z}^d$. The first class consists of random walks on ${\Bbb Z}^d$ in divergence-free random drift field,…
We give a lower bound for the non-collision probability up to a long time T in a system of n independent random walks with fixed obstacles on the two-dimensional lattice. By `collision' we mean collision between the random walks as well as…
We address this work to investigate some statistical properties of symbolic sequences generated by a numerical procedure in which the symbols are repeated following a power law probability density. In this analysis, we consider that the sum…
Continuous time random walks have random waiting times between particle jumps. We define the correlated continuous time random walks (CTRWs) that converge to fractional Pearson diffusions (fPDs). The jumps in these CTRWs are obtained from…
We study random walks evolving in continuous time on a one-dimensional lattice where each site $x$ hosts a quenched random potential $U_x$. The potentials on different sites are independent, identically distributed Gaussian random…
A one-dimensional system of nonintersecting Brownian particles is constructed as the diffusion scaling limit of Fisher's vicious random walk model. $N$ Brownian particles start from the origin at time $t=0$ and undergo mutually avoiding…
According to the classical theory of Brownian motion, the mean squared displacement of diffusing particles evolves linearly with time whereas the distribution of their displacements is Gaussian. However, recent experiments on mesoscopic…