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We are concerned with random walks on $\mathbb{Z}^d$, $d\geq 3$, in an i.i.d. random environment with transition probabilities $\epsilon$-close to those of simple random walk. We assume that the environment is balanced in one fixed…

Probability · Mathematics 2016-12-28 Erich Baur

The standard Levy walk is performed by a particle that moves ballistically between randomly occurring collisions, when the intercollision time is a random variable governed by a power-law distribution. During instantaneous collision events…

Statistical Mechanics · Physics 2012-04-03 S. Denisov , V. Zaburdaev , P. Hanggi

We give a complete and unified description -- under some stability assumptions -- of the functional scaling limits associated with some persistent random walks for which the recurrent or transient type is studied in [1]. As a result, we…

Probability · Mathematics 2016-12-02 Peggy Cénac , Arnaud Le Ny , Basile De Loynes , Yoann Offret

The L\'evy walk process for the lower interval of the time of flight distribution ($\alpha<1$) and with finite resting time between consecutive flights is discussed. The motion is restricted to a region bounded by two absorbing barriers and…

Statistical Mechanics · Physics 2023-07-19 A. Kamińska , T. Srokowski

The myopic (or `true') self-avoiding walk model (MSAW) was introduced in the physics literature by Amit, Parisi and Peliti (1983). It is a random motion in Z^d pushed towards domains less visited in the past by a kind of negative gradient…

Probability · Mathematics 2010-04-27 Illes Horvath , Balint Toth , Balint Veto

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

Since the pioneering work of Richardson in 1926, later refined by Batchelor and Obukhov in 1950, it is predicted that the rate of separation of pairs of fluid elements in turbulent flows with initial separation at inertial scales, grows…

Fluid Dynamics · Physics 2023-07-19 Mickael Bourgoin

We consider a persistent random walk on an inhomogeneous environment where the reflection probability depends only on the distance from the origin. Such an environment is the result of an average over all realizations of disorder of a…

Statistical Mechanics · Physics 2020-10-20 Mattia Radice , Manuele Onofri , Roberto Artuso , Giampaolo Cristadoro

The theory of diffusion seeks to describe the motion of particles in a chaotic environment. Classical theory models individual particles as independent random walkers, effectively forgetting that particles evolve together in the same…

Statistical Mechanics · Physics 2025-04-02 Jacob Hass , Hindy Drillick , Ivan Corwin , Eric Corwin

A novel first-order moving-average model for analyzing time series observed at irregularly spaced intervals is introduced. Two definitions are presented, which are equivalent under Gaussianity. The first one relies on normally distributed…

Statistics Theory · Mathematics 2021-05-14 Cesar Ojeda , Wilfredo Palma , Susana Eyheramendy , Felipe Elorrieta

In this paper, we consider random walk in random environment on $\mathbb{Z}^{d}\,(d\geq1)$ and prove the Strassen's strong invariance principle for this model, via martingale argument and the theory of fractional coboundaries of Derriennic…

Probability · Mathematics 2010-04-20 Guangyu Yang , Yu Miao , Dihe Hu

Standard Reaction-Diffusion (RD) systems are characterized by infinite velocities and no persistence in the movement of individuals, two conditions that are violated when considering living organisms. Here we consider a discrete particle…

Biological Physics · Physics 2019-01-09 Davide Vergni , Stefano Berti , Angelo Vulpiani , Massimo Cencini

In this paper we derive and analyse mean-field models for the dynamics of groups of individuals undergoing a random walk. The random motion of individuals is only influenced by the perceived densities of the different groups present as well…

The mean squared displacement has been widely used as the primary metric for comparing quantum and classical random walks, with quantum walks showing quadratic scaling versus linear scaling for classical walks. However, this comparison may…

Quantum Physics · Physics 2026-03-20 Jan Wójcik

With the purpose of explaining recent experimental findings, we study the distribution $A(\lambda)$ of distances $\lambda$ traversed by a block that slides on an inclined plane and stops due to friction. A simple model in which the friction…

Statistical Mechanics · Physics 2009-10-31 A. R. Lima , Cristian F. Moukarzel , I. Grosse , T. J. P. Penna

Deterministic walks over a random set of points in one and two dimensions (d=1,2) are considered. Points (``cities'') are randomly scattered in R^d following a uniform distribution. A walker (a ``tourist''), at each time step, goes to the…

Disordered Systems and Neural Networks · Physics 2016-08-31 Gilson F. Lima , Alexandre S. Martinez , Osame Kinouchi

We consider an active Brownian particle moving in a disordered two-dimensional energy or motility landscape. The averaged mean-square-displacement (MSD) of the particle is calculated analytically within a systematic short-time expansion. As…

Soft Condensed Matter · Physics 2021-05-03 Davide Breoni , Michael Schmiedeberg , Hartmut Löwen

Self-diffusion coefficients, $D^*$, are routinely estimated from molecular dynamics simulations by fitting a linear model to the observed mean-squared displacements (MSDs) of mobile species. MSDs derived from simulation exhibit statistical…

Statistical Mechanics · Physics 2026-01-05 Andrew R. McCluskey , Samuel W. Coles , Benjamin J. Morgan

We study the ergodic properties of superdiffusive, spatiotemporally coupled Levy walk processes. For trajectories of finite duration, we reveal a distinct scatter of the scaling exponents of the time averaged mean squared displacement…

Statistical Mechanics · Physics 2015-06-11 Aljaz Godec , Ralf Metzler

In vivo measurements of the passive movements of biomolecules or vesicles in cells consistently report ''anomalous diffusion'', where mean-squared displacements scale as a power law of time with exponent $\alpha< 1$ (subdiffusion). While…

Quantitative Methods · Quantitative Biology 2014-01-27 Hugues Berry , Hugues Chaté