English
Related papers

Related papers: Inverse square L\'evy walks are not optimal search…

200 papers

In a step reinforced random walk, at each integer time and with a fixed probability p $\in$ (0, 1), the walker repeats one of his previous steps chosen uniformly at random, and with complementary probability 1 -- p, the walker makes an…

Probability · Mathematics 2018-10-22 Jean Bertoin

We describe a model for $m$ vertex reinforced interacting random walks on complete graphs with $d\geq 2$ vertices. The transition probability of a random walk to a given vertex depends exponentially on the proportion of visits made by all…

Probability · Mathematics 2022-03-22 Benito Pires , Fernando P. A. Prado , Rafael A. Rosales

L\'{e}vy walk is a practical model and has wide applications in various fields. Here we focus on the effect of an external constant force on the L\'{e}vy walk with the exponent of the power-law distributed flight time $\alpha\in(0,2)$. We…

Statistical Mechanics · Physics 2020-01-08 Yao Chen , Xudong Wang , Weihua Deng

We address the generic problem of random search for a point-like target on a line. Using the measures of search reliability and efficiency to quantify the random search quality, we compare Brownian search with L\'evy search based on…

Statistical Mechanics · Physics 2017-11-01 V. V. Palyulin , Vladimir N. Mantsevich , R. Klages , R. Metzler , A. V. Chechkin

We report on the emergence of scaling laws in the temporal evolution of the daily closing values of the S\&P 500 index prices and its modeling based on the L\'evy flights in two dimensions (2D). The efficacy of our proposed model is…

Statistical Finance · Quantitative Finance 2022-03-16 Hediye Yarahmadi , Abbas Ali Saberi

For a random walk defined for a doubly infinite sequence of times, we let the time parameter itself be an integer-valued process, and call the orginal process a random walk at random time. We find the scaling limit which generalizes the…

Probability · Mathematics 2013-07-30 Paul Jung , Greg Markowsky

A Levy walk is a non-Markovian stochastic process in which the elementary steps of the walker consist of motion with constant speed in randomly chosen directions and for a random period of time. The time of flight is chosen from a…

Statistical Mechanics · Physics 2013-08-27 Abhishek Dhar , Keiji Saito

Let $X$ be a L\'evy process with regularly varying L\'evy measure $\nu$. We obtain sample-path large deviations for scaled processes $\bar X_n(t) \triangleq X(nt)/n$ and obtain a similar result for random walks. Our results yield detailed…

Probability · Mathematics 2017-12-12 Chang-Han Rhee , Jose Blanchet , Bert Zwart

We study the convergence rate of translation-invariant discrete-time quantum dynamics on a one-dimensional lattice. We prove that the cumulative distributions function of the ballistically scaled position $X(n)/{n}$ after $n$ steps…

Mathematical Physics · Physics 2026-01-27 Benjamin Hinrichs , Pascal Mittenbühler

In this paper, we explore different Markovian random walk strategies on networks with transition probabilities between nodes defined in terms of functions of the Laplacian matrix. We generalize random walk strategies with local information…

Statistical Mechanics · Physics 2018-05-23 A. P. Riascos , T. M. Michelitsch , B. A. Collet , A. F. Nowakowski , F. C. G. A. Nicolleau

We consider a previously devised model describing Levy random walks (Phys. Rev E 79, 011110; 80, 031148, (2009)). It is demonstrated numerically that the given model describes Levy random walks with superdiffusive, ballistic, as well as…

Statistical Mechanics · Physics 2015-05-19 Ihor Lubashevsky , Andreas Heuer , Rudolf Friedrich , Ramil Usmanov

We consider a one dimensional asymmetric random walk whose jumps are identical, independent and drawn from a distribution \phi(\eta) displaying asymmetric power law tails (i.e. \phi(\eta) \sim c/\eta^{\alpha +1} for large positive jumps and…

Statistical Mechanics · Physics 2014-02-24 Clélia de Mulatier , Alberto Rosso , Gregory Schehr

We discuss various features of the trajectories of spider monkeys looking for food in a tropical forest, as observed recently in an extensive {\it in situ} study. Some of the features observed can be interpreted as the result of social…

Disordered Systems and Neural Networks · Physics 2009-11-10 D. Boyer , O. Miramontes , G. Ramos-Fernández , J. L. Mateos , G. Cocho

The study of animal movement is challenging because it is a process modulated by many factors acting at different spatial and temporal scales. Several models have been proposed which differ primarily in the temporal conceptualization,…

Continuous-time random walks combining diffusive scattering and ballistic propagation on lattices model a class of L\'evy walks. The assumption that transitions in the scattering phase occur with exponentially-distributed waiting times…

Statistical Mechanics · Physics 2015-06-11 Giampaolo Cristadoro , Thomas Gilbert , Marco Lenci , David P. Sanders

This paper shows the convergence of adele-valued random walks to an adelic L\'evy process under scaling limits. We use random walks on the $p$-adic numbers to construct random walks initially on the infinite product space, and use survival…

Probability · Mathematics 2026-05-11 Rahul Rajkumar

High-dimensional limit theorems have been shown useful to derive tuning rules for finding the optimal scaling in random-walk Metropolis algorithms. The assumptions under which weak convergence results are proved are however restrictive: the…

Methodology · Statistics 2022-02-16 Sebastian M Schmon , Philippe Gagnon

We experimentally investigate the transmission of light by dense atomic vapor. The light propagating in dense atomic vapor can be modeled as a L\'evy flight random walk. For such system, the step-length distribution can be modeled as…

In this paper we study random walks on dynamical random environments in $1 + 1$ dimensions. Assuming that the environment is invariant under space-time shifts and fulfills a mild mixing hypothesis, we establish a law of large numbers and a…

Probability · Mathematics 2018-05-25 Oriane Blondel , Marcelo R. Hilario , Augusto Teixeira

In this paper, we analyze the application of the Multi-self-loop Lackadaisical Quantum Walk on the hypercube that uses partial phase inversion to search for multiple adjacent marked vertices. We evaluate the influence of the relative…

‹ Prev 1 8 9 10 Next ›