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Related papers: Large deviations for continuous time random walks

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In a growing number of strongly disordered and dense systems, the dynamics of a particle pulled by an external force field exhibits super-diffusion. In the context of glass forming systems, super cooled glasses and contamination spreading…

Statistical Mechanics · Physics 2019-12-18 Wanli Wang , Alessandro Vezzani , Raffaella Burioni , Eli Barkai

We prove a {\it{quenched}} large deviation principle (LDP) for a simple random walk on a supercritical percolation cluster on $\Z^d$, $d\geq 2$.. We take the point of view of the moving particle and first prove a quenched LDP for the…

Probability · Mathematics 2015-04-02 Noam Berger , Chiranjib Mukherjee

We prove a version of Nagaev's theorem for the branching random walk with heavy-tailed associated random walk. For a branching random walk on $\mathbb{R}$ we consider the random measure $Z_n = \sum_{|u|=n} e^{-V_u} \delta_{V_u}$ where…

Probability · Mathematics 2026-03-18 Jakob Stonner

We study the distribution of the maximal displacement of particles positions for the whole time of the population existence in the model of critical and subcritical catalytic branching random walk on Z. In particular, we prove that in the…

Probability · Mathematics 2020-07-14 Ekaterina Vl. Bulinskaya

Behind the nice unification provided by the notion of the level 2.5 in the field of large deviations for time-averages over a long Markov trajectory, there are nevertheless very important qualitative differences between the meaning of the…

Statistical Mechanics · Physics 2024-02-20 Cecile Monthus

We study an agent-based model of animals marking their territory and evading adversarial territory in one dimension, with respect to the distribution of the size of the resulting territories. In particular, we use sophisticated sampling…

Statistical Mechanics · Physics 2021-01-04 Hendrik Schawe , Alexander K. Hartmann

Motivated by various recent experimental findings, we propose a dynamical model of intermittently self-propelled particles: active particles that recurrently switch between two modes of motion, namely an active run-state and a turn state,…

Soft Condensed Matter · Physics 2025-10-30 Agniva Datta , Carsten Beta , Robert Großmann

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…

Statistical Mechanics · Physics 2012-09-11 V. Zaburdaev , S. Denisov , P. Hanggi

In this paper we study the large deviations of time averaged mean square displacement (TAMSD) for Gaussian processes. The theory of large deviations is related to the exponential decay of probabilities of large fluctuations in random…

Probability · Mathematics 2018-11-29 J. Gajda , A. Wylomanska , H. Kantz , A. V. Chechkin , G. Sikora

We investigate a L\'evy-Walk alternating between velocities $\pm v_0$ with opposite sign. The sojourn time probability distribution at large times is a power law lacking its mean or second moment. The first case corresponds to a ballistic…

Statistical Mechanics · Physics 2014-06-03 D. Froemberg , E. Barkai

Particle hopping is a common feature in heterogeneous media. We explore such motion by using the widely applicable formalism of the continuous time random walk and focus on the statistics of rare events. Numerous experiments have shown that…

Statistical Mechanics · Physics 2023-01-10 R. K. Singh , Stanislav Burov

We study a model for microscopic segregation in a homogeneous system of particles moving on a one-dimensional lattice. Particles tend to separate from each other, and evolution ceases when at least one empty site is found between any two…

Adaptation and Self-Organizing Systems · Physics 2009-11-11 Santiago Gil , Damian H. Zanette

We propose an analytical method to determine the shape of density profiles in the asymptotic long time limit for a broad class of coupled continuous time random walks which operate in the ballistic regime. In particular, we show that…

Statistical Mechanics · Physics 2015-06-23 D. Froemberg , M. Schmiedeberg , E. Barkai , V. Zaburdaev

We study the one-dimensional branching random walk in the case when the step size distribution has a stretched exponential tail, and, in particular, no finite exponential moments. The tail of the step size $X$ decays as $\mathbb{P}[X \geq…

Probability · Mathematics 2022-04-12 Piotr Dyszewski , Nina Gantert , Thomas Höfelsauer

Glassy dynamics is intermittent, as particles suddenly jump out of the cage formed by their neighbours, and heterogeneous, as these jumps are not uniformly distributed across the system. Relating these features of the dynamics to the…

Soft Condensed Matter · Physics 2017-05-16 Raffaele Pastore , Giuseppe Pesce , Antonio Sasso , Massimo Pica Ciamarra

We study how an evanescence process affects the number of distinct sites visited by a continuous time random walker in one dimension. We distinguish two very different cases, namely, when evanescence can only occur concurrently with a jump,…

Statistical Mechanics · Physics 2015-06-17 E. Abad , S. B. Yuste , Katja Lindenberg

The dynamic properties of a classical tracer particle in a random, disordered medium are investigated close to the localization transition. For Lorentz models obeying Newtonian and diffusive motion at the microscale, we have performed…

Soft Condensed Matter · Physics 2008-04-29 Felix Höfling , Tobias Munk , Erwin Frey , Thomas Franosch

Spatial persistent large deviations probability of surface growth processes governed by the Edwards-Wilkinson dynamics, $P_x(x,s)$, with $-1 \leq s \leq 1$ is mapped isomorphically onto the temporal persistent large deviations probability…

Statistical Mechanics · Physics 2007-05-23 M. Constantin , S. Das Sarma

For a supercritical catalytic branching random walk on Z^d (d is positive integer) with an arbitrary finite catalysts set we study the spread of particles population as time grows to infinity. Namely, we divide by t the position coordinates…

Probability · Mathematics 2018-08-07 Ekaterina Vl. Bulinskaya

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…

Statistical Mechanics · Physics 2021-10-27 Santanu Das , Anupam Kundu
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