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In a system made up of independent random walks, fluctuations of order $n^{1/4}$ from the hydrodynamic limit come from particle current across characteristics. We show that a two-parameter space-time particle current process converges to a…

Probability · Mathematics 2008-10-29 Rohini Kumar

In the random acceleration process a point particle moving in one dimension is accelerated by Gaussian white noise with zero mean. Although several fundamental statistical properties of the motion have been analyzed in detail, the…

Mathematical Physics · Physics 2017-10-25 Theodore W. Burkhardt

We define a random walk of a particle in $\mathbb{R}^3$ where the space is rotating. The particle is not glued to the space and will collide with it at random times, resulting in changes in its velocity and direction. After many collisions,…

Probability · Mathematics 2023-12-06 Alberto M. Campos , Tarcísio P. R. Campos

Stochastic process models for spatiotemporal data underlying random fields find substantial utility in a range of scientific disciplines. Subsequent to predictive inference on the values of the random field (or spatial surface indexed…

Methodology · Statistics 2024-07-26 Aritra Halder , Didong Li , Sudipto Banerjee

We consider a branching random walk on $\mathbb{R}$ with a stationary and ergodic environment $\xi=(\xi_n)$ indexed by time $n\in\mathbb{N}$. Let $Z_n$ be the counting measure of particles of generation $n$. For the case where the…

Probability · Mathematics 2014-07-30 Chunmao Huang , Quansheng Liu

Many-particles quantum walks of particles obeying Bose statistics moving on graphs of various topologies are introduced. A single coin tossing commands the conditional shift operation over the whole graph. Vertices particle densities, the…

Quantum Physics · Physics 2016-02-02 Dibwe Pierrot Musumbu , Maria Przybylska , Andrzej J. Maciejewski

We consider the group of permutations of the vertices of a lattice. A random walk is generated by unit steps that each interchange two nearest neighbor vertices of the lattice. We study the heat equation on the permutation group, using the…

Mathematical Physics · Physics 2007-05-23 Paul Federbush

We consider a generalization of a one-dimensional stochastic process known in the physical literature as L\'evy-Lorentz gas. The process describes the motion of a particle on the real line in the presence of a random array of marked points,…

Probability · Mathematics 2016-04-12 Alessandra Bianchi , Giampaolo Cristadoro , Marco Lenci , Marilena Ligabò

We present a systematic study of the statistics of the occupation time and related random variables for stochastic processes with independent intervals of time. According to the nature of the distribution of time intervals, the probability…

Statistical Mechanics · Physics 2007-05-23 C. Godreche , J. M. Luck

We consider a random walk in random environment with random holding times, that is, the random walk jumping to one of its nearest neighbors with some transition probability after a random holding time. Both the transition probabilities and…

Probability · Mathematics 2014-12-30 Ryoki Fukushima , Naoki Kubota

For a spatial characteristic, there exist commonly fat-tail frequency distributions of fragment-size and -mass of glass, areas enclosed by city roads, and pore size/volume in random packings. In order to give a new analytical approach for…

Statistical Mechanics · Physics 2015-06-12 Yukio Hayashi , Takayuki Komaki , Yusuke Ide , Takuya Machida , Norio Konno

In this paper, we investigate the stability of the configurations of harmonic oscillator potential that are directly proportional to the square of the displacement. We derive expressions for fluctuations in partition function due to…

Statistical Mechanics · Physics 2021-02-24 R. K. Thakur , B. N. Tiwari , R. Nigam , Y. Xu , P. K. Thiruvikraman

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

Numerical simulations show that a massive real scalar field in a nonlinear theory can form long-lived oscillating localized states. For a self-interacting scalar on a fixed background these objects are named oscillons, while for the…

High Energy Physics - Theory · Physics 2019-11-11 Gyula Fodor

A branching random walk algorithm for the many-body Wigner equation and its numerical applications for quantum dynamics in phase space are proposed and analyzed. After introducing an auxiliary function, the (truncated) Wigner equation is…

Computational Physics · Physics 2019-06-04 Sihong Shao , Yunfeng Xiong

The extremely fascinating behaviors of the quantum walks of particles, which differ much from the classical counterparts, have attracted many physicists. Here we investigate another interesting part of the quantum walks, that is the quantum…

Quantum Physics · Physics 2010-11-23 Tian-Li Feng , Yong-Sheng Zhang , Guang-Ming Zhao , Sheng Liu , Guang-Can Guo

Coined discrete-time quantum walks are studied using simple deterministic dynamical systems as coins whose classical limit can range from being integrable to chaotic. It is shown that a Loschmidt echo like fidelity plays a central role and…

Quantum Physics · Physics 2021-01-13 Sivaprasad Omanakuttan , Arul Lakshminarayan

We investigate active lattice walks: biased continuous time random walks which perform orientational diffusion between lattice directions in one and two spatial dimensions. We study the occupation probability of an arbitrary site on the…

Statistical Mechanics · Physics 2024-02-27 Stephy Jose , Dipanjan Mandal , Mustansir Barma , Kabir Ramola

In this paper we present a computation of the mean first-passage times both for a random walk in a discrete bounded lattice, between a starting site and a target site, and for a Brownian motion in a bounded domain, where the target is a…

Statistical Mechanics · Physics 2007-05-23 Sylvain Condamin , Olivier Bénichou , Michel Moreau

This article introduces a method for estimating the smoothness of a stationary, isotropic Gaussian random field from irregularly spaced data. This involves novel constructions of higher-order quadratic variations and the establishment of…

Statistics Theory · Mathematics 2015-10-30 Wei-Liem Loh