English
Related papers

Related papers: A continuous-time random walk extension of the Gil…

200 papers

We analyze two models of subdiffusion with stochastic resetting. Each of them consists of two parts: subdiffusion based on the continuous-time random walk (CTRW) scheme and independent resetting events generated uniformly in time according…

Statistical Mechanics · Physics 2019-05-22 Łukasz Kuśmierz , Ewa Gudowska-Nowak

The iterated random walk is a random process in which a random walker moves on a one-dimensional random walk which is itself taking place on a one-dimensional random walk, and so on. This process is investigated in the continuum limit using…

Statistical Mechanics · Physics 2007-05-23 L. Turban

Chemical master equation plays an important role to describe the time evolution of homogeneous chemical system. In addition to the reaction process, it is also accompanied by physical diffusion of the reactants in complex system that is…

Chemical Physics · Physics 2025-03-06 Hong Zhang , Guohua Li

We consider a system consisting of a planar random walk on a square lattice, submitted to stochastic elementary local deformations. Depending on the deformation transition rates, and specifically on a parameter $\eta$ which breaks the…

Statistical Mechanics · Physics 2015-06-24 Guy Fayolle , Cyril Furtlehner

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 statistics of records for a time series generated by a continuous time random walk is studied, and found to be independent of the details of the jump length distribution, as long as the latter is continuous and symmetric. However, the…

Statistical Mechanics · Physics 2011-04-13 Sanjib Sabhapandit

We derive the characteristic function of stochastic functionals of a random walk whose position is reset to the origin at random times drawn from a general probability distribution. We analyze the long-time behavior and obtain the temporal…

Statistical Mechanics · Physics 2025-07-09 V. Méndez , R. Flaquer-Galmés

We study the dynamics of a deterministic walk confined in a narrow two-dimensional space randomly filled with point-like targets. At each step, the walker visits the nearest target not previously visited. Complex dynamics is observed at…

Disordered Systems and Neural Networks · Physics 2009-11-13 Denis Boyer

Homogeneous fragmentations describe the evolution of a unit mass that breaks down randomly into pieces as time passes. They can be thought of as continuous time analogs of a certain type of branching random walks, which suggests the use of…

Probability · Mathematics 2007-05-23 Jean Bertoin , Alain Rouault

We study the three-dimensional persistent random walk with drift. Then we develop a thermodynamic model that is based on this random walk without assuming the Boltzmann-Gibbs form for the equilibrium distribution. The simplicity of the…

Statistical Mechanics · Physics 2009-11-13 Erik Van der Straeten , Jan Naudts

Community assembly is studied using individual-based multispecies models. The models have stochastic population dynamics with mutation, migration, and extinction of species. Mutants appear as a result of mutation of the resident species,…

Populations and Evolution · Quantitative Biology 2010-05-18 Yohsuke Murase , Takashi Shimada , Nobuyasu Ito , Per Arne Rikvold

The effects of spatial confinements and smooth cutoffs of the waiting time distribution in continuous-time random walks (CTRWs) are studied analytically. We also investigate dependences of ergodic properties on initial ensembles (i.e.,…

Statistical Mechanics · Physics 2013-03-27 Tomoshige Miyaguchi , Takuma Akimoto

We consider random walks in random environments on Z^d. Under a transitivity hypothesis that is much weaker than the customary ellipticity condition, and assuming an absolutely continuous invariant measure on the space of the environments,…

Probability · Mathematics 2013-02-12 Marco Lenci

A space fractional diffusion-like equation is introduced, which embodies the nonlocality in time, represented by the memory kernel and the non-locality in space. A specific example of the nonlocal term is considered in combination with…

Statistical Mechanics · Physics 2026-01-06 Pece Trajanovski , Irina Petreska , Katarzyna Gorska , Ljupco Kocarev , Trifce Sandev

The usual development of the continuous-time random walk (CTRW) proceeds by assuming that the present is one of the jumping times. Under this restrictive assumption integral equations for the propagator and mean escape times have been…

Statistical Finance · Quantitative Finance 2009-07-17 Javier Villarroel , Miquel Montero

Standard continuous time random walk (CTRW) models are renewal processes in the sense that at each jump a new, independent pair of jump length and waiting time are chosen. Globally, anomalous diffusion emerges through action of the…

Statistical Mechanics · Physics 2015-06-17 Johannes HP Schulz , Aleksei V Chechkin , Ralf Metzler

We consider a continuous random walk model for describing normal as well as anomalous diffusion of particles subjected to an external force when these particles diffuse in a uniformly expanding (or contracting) medium. A general equation…

Statistical Mechanics · Physics 2018-10-17 F. Le Vot , S. B. Yuste

We consider a Metropolis--Hastings method with proposal $\mathcal{N}(x, hG(x)^{-1})$, where $x$ is the current state, and study its ergodicity properties. We show that suitable choices of $G(x)$ can change these compared to the Random Walk…

Computation · Statistics 2021-01-20 Samuel Livingstone

In this paper, we propose and analyze a novel one-dimensional inhomogeneous random walk model that combines spatial decay of transition probabilities with a temporal renewal structure for each excursion. In this model, the probability of…

Probability · Mathematics 2026-04-27 Naohiro Yoshida

We consider a class of discrete-time random walks with directed unit steps on the integer line. The direction of the steps is reversed at the time instants of events in a discrete-time renewal process and is maintained at uneventful time…

Probability · Mathematics 2023-01-04 Thomas M. Michelitsch , Federico Polito , Alejandro P. Riascos
‹ Prev 1 4 5 6 7 8 10 Next ›