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As a model of market price, we introduce a new type of random walk in a moving potential which is approximated by a quadratic function with its center given by the moving average of its own trace. The properties of resulting random walks…

Physics and Society · Physics 2008-12-02 Misako Takayasu , Takayuki Mizuno , Hideki Takayasu

Recently, quantized versions of random walks have been explored as effective elements for quantum algorithms. In the simplest case of one dimension, the theory has remained divided into the discrete-time quantum walk and the continuous-time…

Quantum Physics · Physics 2009-11-13 Frederick W. Strauch

A random walk is known as a random process which describes a path including a succession of random steps in the mathematical space. It has increasingly been popular in various disciplines such as mathematics and computer science.…

Social and Information Networks · Computer Science 2020-08-11 Feng Xia , Jiaying Liu , Hansong Nie , Yonghao Fu , Liangtian Wan , Xiangjie Kong

In this paper, we derive a kinetic description of swarming particle dynamics in an interacting multi-agent system featuring emerging leaders and followers. Agents are classically characterized by their position and velocity plus a…

Mathematical Physics · Physics 2024-09-30 Emiliano Cristiani , Nadia Loy , Marta Menci , Andrea Tosin

Random walkers characterized by random positions and random velocities lead to normal diffusion. A random walk was originally proposed by Einstein to model Brownian motion and to demonstrate the existence of atoms and molecules. Such a…

Statistical Mechanics · Physics 2018-08-01 Daniel Escaff , Raul Toral , Christian Van den Broeck , Katja Lindenberg

For a random walk $S_n$ on $\mathbb{R}^d$ we study the asymptotic behaviour of the associated centre of mass process $G_n = n^{-1} \sum_{i=1}^n S_i$. For lattice distributions we give conditions for a local limit theorem to hold. We prove…

Probability · Mathematics 2019-10-04 Chak Hei Lo , Andrew R. Wade

Under some mild condition, a random walk in the plane is recurrent. In particular each trajectory is dense, and a natural question is how much time one needs to approach a given small neighborhood of the origin. We address this question in…

Dynamical Systems · Mathematics 2007-09-18 Françoise Pène , Benoit Saussol

We characterize ballistic behavior for general i.i.d. random walks in random environments on $\mathbb{Z}$ with bounded jumps. The two characterizations we provide do not use uniform ellipticity conditions. They are natural in the sense that…

Probability · Mathematics 2022-05-16 Daniel J. Slonim

This manuscript gathers and subsumes a long series of works on using QW to simulate transport phenomena. Quantum Walks (QWs) consist of single and isolated quantum systems, evolving in discrete or continuous time steps according to a…

Quantum Physics · Physics 2021-12-23 Giuseppe Di Molfetta

We study a particle system with hopping (random walk) dynamics on the integer lattice $\mathbb Z^d$. The particles can exist in two states, active or inactive (sleeping); only the former can hop. The dynamics conserves the number of…

Statistical Mechanics · Physics 2017-02-22 Ronald Dickman , Leonardo T. Rolla , Vladas Sidoravicius

A random walk on a countable group $G$ acting on a metric space $X$ gives a characteristic called the drift which depends only on the transition probability measure $\mu$ of the random walk. The drift is the `translation distance' of the…

Geometric Topology · Mathematics 2019-04-10 Hidetoshi Masai

A novel version of the Continuous-Time Random Walk (CTRW) model with memory is developed. This memory means the dependence between arbitrary number of successive jumps of the process, while waiting times between jumps are considered as…

Data Analysis, Statistics and Probability · Physics 2016-12-16 Tomasz Gubiec , Ryszard Kutner

A switching random walk, commonly known under the misnomer `oscillating random walk', is a real-valued Markov chain whose distribution of increments is determined by the sign of the current position. We explicitly identify an invariant…

Probability · Mathematics 2025-06-10 Vladislav Vysotsky

We introduce a general model of trapping for random walks on graphs. We give the possible scaling limits of these Randomly Trapped Random Walks on $\mathbb {Z}$. These scaling limits include the well-known fractional kinetics process, the…

Probability · Mathematics 2015-10-30 Gérard Ben Arous , Manuel Cabezas , Jiří Černý , Roman Royfman

In this paper we give general criteria on tightness and weak convergence of discrete Markov chains to symmetric jump processes on metric measure spaces under mild conditions. As an application, we investigate discrete approximation for a…

Probability · Mathematics 2010-09-01 Zhen-Qing Chen , Panki Kim , Takashi Kumagai

We study the dynamics of a deterministic walk confined in a narrow two-dimensional space randomly filled with point-like targets. At each step, the walker visits the nearest target not previously visited. Complex dynamics is observed at…

Disordered Systems and Neural Networks · Physics 2009-11-13 Denis Boyer

The Kinematic Theory of rapid movements, and its associated Sigma-Lognormal, model 2D spatiotemporal trajectories. It is constructed mainly as a temporal overlap of curves between virtual target points. Specifically, it uses an arc and a…

Computer Vision and Pattern Recognition · Computer Science 2024-01-31 Miguel A. Ferrer , Moises Diaz , Jose J. Quintana , Cristina Carmona-Duarte

Quantum walks, both discrete and continuous, serve as fundamental tools in quantum information processing with diverse applications. This work introduces a hybrid quantum walk model that integrates the coin mechanism of discrete walks with…

Quantum Physics · Physics 2025-09-12 Tianen Chen , Yun Shang

Consider a continuous time random walk in $\mathbb{Z}$ with independent and exponentially distributed jumps $\pm1$. The model in this paper consists in an infinite number of such random walks starting from the complement of…

Mathematical Physics · Physics 2013-07-25 Mark Adler , Patrik L. Ferrari , Pierre van Moerbeke

We consider homogeneous open quantum random walks on a lattice with finite dimensional local Hilbert space and we study in particular the position process of the quantum trajectories of the walk. We prove that the properly rescaled position…

Probability · Mathematics 2022-06-08 Raffaella Carbone , Federico Girotti , Anderson Melchor Hernandez