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This thesis investigates critical phenomena and equilibrium states in various stochastic models through three interconnected studies. In the first chapter, we analyze the Activated Random Walk model on a one-dimensional ring in the…

Probability · Mathematics 2024-12-24 Célio Terra

Blockchain technology, with implications in the financial domain, offers data in the form of large-scale transaction networks. Analyzing transaction networks facilitates fraud detection, market analysis, and supports government regulation.…

Computational Engineering, Finance, and Science · Computer Science 2025-01-23 Junliang Luo , Xue Liu

Experimental studies of the diffusion of biomolecules in the environment of biological cells are routinely confronted with multiple sources of stochasticity, whose identification renders the detailed data analysis of single molecule…

Statistical Mechanics · Physics 2015-06-15 Jae-Hyung Jeon , Eli Barkai , R. Metzler

Random walks find applications in many areas of science and are the heart of essential network analytic tools. When defined on temporal networks, even basic random walk models may exhibit a rich spectrum of behaviours, due to the…

Physics and Society · Physics 2019-11-11 Julien Petit , Renaud Lambiotte , Timoteo Carletti

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

A new class of one-dimensional, discrete time random walk model with memory, termed "Random walk with $n$ memory channels" (RW$n$MC) is proposed. In this model the information of $n$ ($n\in \mathbb{Z}$) previous steps from the walker's…

Statistical Mechanics · Physics 2025-06-19 Surajit Saha

In this paper, we derive the distribution of a two-dimensional (complex) random walk in which the angle of each step is restricted to a subset of the circle. This setting appears in various domains, such as in over-the-air computation in…

Signal Processing · Electrical Eng. & Systems 2026-05-18 Karl-Ludwig Besser

We study the asymptotic position distribution of general quantum walks on a lattice, including walks with a random coin, which is chosen from step to step by a general Markov chain. In the unitary (i.e., non-random) case, we allow any…

Quantum Physics · Physics 2011-04-21 Andre Ahlbrecht , Holger Vogts , Albert H. Werner , Reinhard F. Werner

The motion of self-propelled particles is modeled as a persistent random walk. An analytical framework is developed that allows the derivation of exact expressions for the time evolution of arbitrary moments of the persistent walk's…

Soft Condensed Matter · Physics 2015-07-28 Zeinab Sadjadi , M. Reza Shaebani , Heiko Rieger , Ludger Santen

This paper addresses consensus optimization problems in a multi-agent network, where all agents collaboratively find a minimizer for the sum of their private functions. We develop a new decentralized algorithm in which each agent…

Optimization and Control · Mathematics 2019-07-03 Xianghui Mao , Kun Yuan , Yubin Hu , Yuantao Gu , Ali H. Sayed , Wotao Yin

A 3D copepod trajectory is recorded in the laboratory, using 2 digital cameras. The copepod undergoes a very structured type of trajectory, with successive moves displaying intermittent amplitudes. We perform a statistical analysis of this…

Disordered Systems and Neural Networks · Physics 2007-05-23 Francois G. Schmitt , Laurent Seuront

In many physical, social or economical phenomena we observe changes of a studied quantity only in discrete, irregularly distributed points in time. The stochastic process used by physicists to describe this kind of variables is the…

Statistical Finance · Quantitative Finance 2020-04-14 Jarosław Klamut , Tomasz Gubiec

We consider a directed version of the classical Stochastic Block Model with $m\ge 2$ communities and a parameter $\alpha$ controlling the inter-community connectivity. We show that, depending on the scaling of $\alpha$, the mixing time of…

Probability · Mathematics 2026-01-30 Alessandra Bianchi , Giacomo Passuello , Matteo Quattropani

We propose a simple and time-optimal algorithm for property testing a graph for its conductance in the CONGEST model. Our algorithm takes only $O(\log n)$ rounds of communication (which is known to be optimal), and consists of simply…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-03-12 Tugkan Batu , Amitabh Trehan , Chhaya Trehan

The spatial coverage produced by a single discrete-time random walk, with asymmetric jump probability $p\neq 1/2$ and non-uniform steps, moving on an infinite one-dimensional lattice is investigated. Analytical calculations are complemented…

Statistical Mechanics · Physics 2009-11-13 C. Anteneodo , W. A. M. Morgado

In the study of dynamical processes on networks, there has been intense focus on network structure -- i.e., the arrangement of edges and their associated weights -- but the effects of the temporal patterns of edges remains poorly…

Physics and Society · Physics 2015-06-16 Till Hoffmann , Mason A. Porter , Renaud Lambiotte

Starting from a simple animal-biology example, a general, somewhat counter-intuitive property of diffusion random walks is presented. It is shown that for any (non-homogeneous) purely diffusing system, under any isotropic uniform incidence,…

Statistical Mechanics · Physics 2019-02-20 Stephane Blanco , Fournier Richard

We present a novel approach to identify potential dispersed signals of new physics in the slew of published LHC results. It employs a random walk algorithm to introduce sets of new particles, dubbed "proto-models", which are tested against…

High Energy Physics - Phenomenology · Physics 2021-05-20 Sabine Kraml , Andre Lessa , Wolfgang Waltenberger

Quantum crosstalk which stems from unwanted interference of quantum operations with nearby qubits is a major source of noise or errors in a quantum processor. In the context of shared quantum computing, it is challenging to mitigate the…

Quantum Physics · Physics 2025-08-18 Haiyue Kang , Benjamin Harper , Muhammad Usman , Martin Sevior

A discrete time quantum walk is known to be the single-particle sector of a quantum cellular automaton. For a long time, these models have interested the community for their nice properties such as locality or translation invariance. This…

Quantum Physics · Physics 2025-03-03 Mathieu Roget , Giuseppe Di Molfetta