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Superslow diffusion, i.e., the long-time diffusion of particles whose mean-square displacement (variance) grows slower than any power of time, is studied in the framework of the decoupled continuous-time random walk model. We show that this…

Statistical Mechanics · Physics 2010-11-24 S. I. Denisov , H. Kantz

We seek to establish qualitative convergence results to a general class of evolution PDEs described by gradient flows in optimal transportation distances. These qualitative convergence results come from dynamical systems under the general…

Analysis of PDEs · Mathematics 2020-10-02 J. A. Carrillo , R. S. Gvalani , J. Wu

In \cite{SzT}, D. Sz\'asz and A. Telcs have shown that for the diffusively scaled, simple symmetric random walk, weak convergence to the Brownian motion holds even in the case of local impurities if $d \ge 2$. The extension of their result…

Probability · Mathematics 2015-05-20 Daniel Paulin , Domokos Szász

In this paper we introduce the concept of random time changes in dynamical systems. The subordination principle may be applied to study the long time behavior of the random time systems. We show, under certain assumptions on the class of…

Dynamical Systems · Mathematics 2021-01-01 José Luís da Silva , Yuri Kondratiev

We study a random walk in random environment on the non-negative integers. The random environment is not homogeneous in law, but is a mixture of two kinds of site, one in asymptotically vanishing proportion. The two kinds of site are (i)…

Probability · Mathematics 2014-04-28 Ostap Hryniv , Mikhail V. Menshikov , Andrew R. Wade

The continuous time random walk model has been widely applied in various fields, including physics, biology, chemistry, finance, social phenomena, etc. In this work, we present an algorithm that utilizes a subordinate formula to generate…

Statistical Mechanics · Physics 2024-09-10 Danhua Jiang , Yuanze Hong , Wanli Wang

We study a diffusion process with random space-time dependent coefficients. Moreover the diffusion matrix is allowed to degenerate. An invariance principle is proved provided that the diffusion coefficient is controlled by a time…

Probability · Mathematics 2016-08-16 Rémi Rhodes

In this paper, we consider a stochastic process that may experience random reset events which relocate the system to its starting position. We focus our attention on a one-dimensional, monotonic continuous-time random walk with a constant…

Mathematical Physics · Physics 2017-10-11 Miquel Montero , Axel Masó-Puigdellosas , Javier Villarroel

We study the first-passage properties of a random walk in the unit interval in which the length of a single step is uniformly distributed over the finite range [-a,a]. For a of the order of one, the exit probabilities to each edge of the…

Data Analysis, Statistics and Probability · Physics 2007-05-23 T. Antal , S. Redner

We consider a discrete-time continuous-space random walk under the constraints that the number of returns to the origin (local time) and the total area under the walk are fixed. We first compute the joint probability of an excursion having…

Statistical Mechanics · Physics 2016-12-13 Juraj Szavits-Nossan , Martin R. Evans , Satya N. Majumdar

We extend the use of random evolving sets to time-varying conductance models and utilize it to provide tight heat kernel upper bounds. It yields the transience of any uniformly lazy random walk, on Z^d, d>=3, equipped with uniformly bounded…

Probability · Mathematics 2016-03-22 Amir Dembo , Ruojun Huang , Ben Morris , Yuval Peres

We consider the motion of a particle on a Galton Watson tree, when the probabilities of jumping from a vertex to any one of its neighbours is determined by a random process. Given the tree, positive weights are assigned to the edges in such…

Probability · Mathematics 2016-05-02 A. D. Barbour , A. Collevecchio

We consider a non-Markovian discrete-time random walk on $\mathbb{Z}$ with unbounded memory called the elephant random walk (ERW). We prove a strong invariance principle for the ERW. More specifically, we prove that, under a suitable…

Probability · Mathematics 2017-12-18 Cristian F. Coletti , Renato Gava , Gunter M. Schütz

We introduce a variation of the step-reinforced random walk with general memory. For the diffusive regime, we establish a functional invariance principle and show that, given suitable conditions on the memory sequence, the arising limiting…

Probability · Mathematics 2024-02-15 Marco Bertenghi , Lucile Laulin

Motile cells often explore natural environments characterized by a high degree of structural complexity. Moreover cell motility is also intrinsically noisy due to spontaneous random reorientation and speed fluctuations. This interplay of…

This paper has two main results, which are connected through the fact that the first is a key ingredient in the second. Both are extensions of results concerning directional transience of nearest-neighbor random walks in random environments…

Probability · Mathematics 2023-10-31 Daniel J. Slonim

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

We prove a law of large numbers for a class of multidimensional random walks in random environments where the environment satisfies appropriate mixing conditions, which hold when the environment is a weak mixing field in the sense of…

Probability · Mathematics 2007-05-23 Francis Comets , Ofer Zeitouni

The position density of a "particle" performing a continuous-time quantum walk on the integer lattice, viewed on length scales inversely proportional to the time t, converges (as t tends to infinity) to a probability distribution that…

Quantum Physics · Physics 2013-05-29 Alex D. Gottlieb

We derive laws of the iterated logarithm for random walks on random conductance models under the assumption that the random walks enjoy long time sub-Gaussian heat kernel estimates.

Probability · Mathematics 2016-05-04 Takashi Kumagai , Chikara Nakamura