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We provide asymptotic results and develop high frequency statistical procedures for time-changed L\'evy processes sampled at random instants. The sampling times are given by first hitting times of symmetric barriers whose distance with…

Probability · Mathematics 2010-07-20 Mathieu Rosenbaum , Peter Tankov

A classical wave-particle entity in the form of a millimetric walking droplet can emerge on the free surface of a vertically vibrating liquid bath. Such wave-particle entities have been shown to exhibit hydrodynamic analogs of quantum…

Chaotic Dynamics · Physics 2022-01-19 Rahil N. Valani

Traditional concepts for flow in porous media assume that the heterogeneous distribution of hydraulic conductivity is the source for the contaminant temporal and spatial heavy tail, a process known as anomalous or non-Fickian transport;…

Geophysics · Physics 2020-01-14 Yaniv Edery

Superdiffusion arises when complicated, correlated and noisy motion at the microscopic scale conspires to yield peculiar dynamics at the macroscopic scale. It ubiquitously appears in a variety of scenarios, spanning a broad range of…

Statistical Mechanics · Physics 2020-08-26 Asaf Miron

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

A framework for studying the effect of the coupling to the heat bath in models exhibiting anomalous heat conduction is described. The framework is applied to the harmonic chain with momentum exchange model where the non-trivial temperature…

Statistical Mechanics · Physics 2017-02-01 J. Cividini , A. Kundu , A. Miron , D. Mukamel

This article considers the statistical properties of L\'evy walks possessing a regular long-term linear scaling of the mean square displacement with time, for which the conditions of the classical Central Limit Theorem apply.…

Statistical Mechanics · Physics 2022-12-07 Massimiliano Giona , Andrea Cairoli , Rainer Klages

We consider the energy current correlation function for the FPU-beta lattice. For small non-linearity one can rely on kinetic theory. The issue reduces then to a spectral analysis of the linearized collision operator. We prove thereby that,…

Mathematical Physics · Physics 2008-10-07 Jani Lukkarinen , Herbert Spohn

In cellular vortical flows, namely arrays of counter-rotating vortices, short but flexible filaments can show simple random walks through their stretch-coil interactions with flow stagnation points. Here, we study the dynamics of semi-rigid…

Soft Condensed Matter · Physics 2021-08-18 Shi-Yuan Hu , Jun-Jun Chu , Michael J. Shelley , Jun Zhang

We introduce via perturbation a class of random walks in reversible dynamic environments having a spectral gap. In this setting one can apply the mathematical results derived in http://arxiv.org/abs/1602.06322. As first results, we show…

Probability · Mathematics 2016-09-21 Luca Avena , Oriane Blondel , Alessandra Faggionato

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…

Statistical Mechanics · Physics 2024-02-07 Daniel Han , Marco A. A. da Silva , Nickolay Korabel , Sergei Fedotov

The Riemann walk is the lattice version of the Levy flight. For the one-dimensional Riemann walk of Levy exponent 0<\alpha<2 we study the statistics of the support, i.e. the set of visited sites, after t steps. We consider a wide class of…

Statistical Mechanics · Physics 2010-08-26 A. M. Mariz , F. van Wijland , H. J. Hilhorst , S. R. Gomes Junior , C. Tsallis

The problem of a travelling wave over an arbitrary quasi-flat bathymetry in a semi infinite channel is studied in the shallow-water formulation. It is shown how the streamfunction can be cast, in the vicinity of an elliptic equilibrium for…

Dynamical Systems · Mathematics 2018-02-12 Alessandro Fortunati

We consider lattice walks in $\R^k$ confined to the region $0<x_1<x_2...<x_k$ with fixed (but arbitrary) starting and end points. The walks are required to be "reflectable", that is, we assume that the number of paths can be counted using…

Combinatorics · Mathematics 2010-12-17 Thomas Feierl

Diffusion and anomalous diffusion are widely observed and used to study movement across organisms, resulting in extensive use of the mean and mean-squared displacement (MSD). However, these measures - corresponding to specific displacement…

Populations and Evolution · Quantitative Biology 2025-08-14 Ohad Vilk , Motti Charter , Sivan Toledo , Eli Barkai , Ran Nathan

Levy flights are random walks in which the probability distribution of the step sizes is fat-tailed. Levy spatial diffusion has been observed for a collection of ultra-cold Rb atoms and single Mg+ ions in an optical lattice. Using the…

Statistical Mechanics · Physics 2015-07-28 E. Barkai , E. Aghion , D. A. Kessler

We provide explicit formulas for asymptotic densities of $d$-dimensional isotropic L\'evy walks, when $d>1$. The densities of multidimensional undershooting and overshooting L\'evy walks are presented as well. Interestingly, when the number…

Probability · Mathematics 2017-03-08 Marcin Magdziarz , Tomasz Zorawik

The notion of walk entropy $S^V(G,\beta)$ for a graph $G$ at the inverse temperature $\beta$ was put forward recently by Estrada et al. (2014) \cite{6}. It was further proved by Benzi \cite{1} that a graph is walk-regular if and only if its…

Mathematical Physics · Physics 2019-02-05 Ernesto Estrada , Jose A. de la Pena

Dynamical systems driven by a general L\'evy stable noise are considered. The inertia is included and the noise, represented by a generalised Ornstein-Uhlenbeck process, has a finite relaxation time. A general linear problem (the additive…

Statistical Mechanics · Physics 2012-02-15 Tomasz Srokowski

The random walk process in a nonhomogeneous medium, characterised by a L\'evy stable distribution of jump length, is discussed. The width depends on a position: either before the jump or after that. In the latter case, the density slope is…

Statistical Mechanics · Physics 2017-03-29 Tomasz Srokowski