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Random walks on dynamic graphs have received increasingly more attention from different academic communities over the last decade. Despite the relatively large literature, little is known about random walks that construct the graph where…

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 continuous time random walks (CTRW) for open systems that exchange energy and matter with multiple reservoirs. Each waiting time distribution (WTD) for times between steps is characterized by a positive parameter a, which is set…

Statistical Mechanics · Physics 2010-03-01 Massimiliano Esposito , Katja Lindenberg

We present an analytical approach to study simple symmetric random walks (RWs) on a crossing geometry consisting of a plane square lattice crossed by $n_l$ number of lines that all meet each other at a single point (the origin) on the…

Statistical Mechanics · Physics 2019-09-02 Reza Sepehrinia , Abbas Ali Saberi , Hor Dashti-Naserabadi

Persistent random walks are intermediate transport processes between a uniform rectilinear motion and a Brownian motion. They are formed by successive steps of random finite lengths and directions travelled at a fixed speed. The isotropic…

Statistical Mechanics · Physics 2020-02-24 Vincent Rossetto

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

We consider a continuous-time random walk which is the generalization, by means of the introduction of waiting periods on sites, of the one-dimensional nonhomogeneous random walk with a position-dependent drift known in the mathematical…

Statistical Mechanics · Physics 2021-10-25 Gaia Pozzoli , Mattia Radice , Manuele Onofri , Roberto Artuso

Random walks are a fundamental tool for analyzing realistic complex networked systems and implementing randomized algorithms to solve diverse problems such as searching and sampling. For many real applications, their actual effect and…

Social and Information Networks · Computer Science 2018-03-09 Yuan Lin , Zhongzhi Zhang

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 propose a new Directed Continuous-Time Random Walk (CTRW) model with memory. As CTRW trajectory consists of spatial jumps preceded by waiting times, in Directed CTRW, we consider the case with only positive spatial jumps. Moreover, we…

Statistical Finance · Quantitative Finance 2019-05-01 Jarosław Klamut , Tomasz Gubiec

Algebraic random walks (ARW) and quantum mechanical random walks (QRW) are investigated and related. Based on minimal data provided by the underlying bialgebras of functions defined on e. g the real line R, the abelian finite group Z_N, and…

Quantum Physics · Physics 2007-05-23 Demosthenes Ellinas

We study the dynamics of a radioactive species flowing through a porous material, within the Continuous-Time Random Walk (CTRW) approach to the modelling of stochastic transport processes. Emphasis is given to the case where radioactive…

Statistical Mechanics · Physics 2008-05-17 A. Zoia

Random walks (RWs) are fundamental stochastic processes with applications across physics, computer science, and information processing. A recent extension, the laser chaos decision-maker, employs chaotic time series from semiconductor…

Probability · Mathematics 2025-11-04 Akihiro Narimatsu , Tomoki Yamagami

The concept of continuous-time random walks (CTRW) is a generalization of ordinary random walk models, and it is a powerful tool for investigating a broad spectrum of phenomena in natural, engineering, social and economic sciences.…

Statistical Mechanics · Physics 2015-06-12 Hamid Teimouri , Anatoly B. Kolomeisky

In a continuous time random walk (CTRW), each random jump follows a random waiting time. CTRW scaling limits are time-changed processes that model anomalous diffusion. The outer process describes particle jumps, and the non-Markovian inner…

Probability · Mathematics 2016-11-29 Mark M. Meerschaert , Erkan Nane , Yimin Xiao

Brownian motion is a well-known model for normal diffusion, but not all physical phenomena behave according to a Brownian motion. Many phenomena exhibit irregular diffusive behavior, called anomalous diffusion. Examples of anomalous…

Probability · Mathematics 2011-10-04 Meredith N. Burr

Discrete-time quantum walks (DTQWs) in random artificial electric and gravitational fields are studied analytically and numerically. The analytical computations are carried by a new method which allows a direct exact analytical…

Quantum Physics · Physics 2017-04-25 G. Di Molfetta , F. Debbasch

We consider the continuous time random walk model (CTRW) of tracer's motion in porous medium flows based on the experimentally determined distributions of pore velocity and pore size reported in Holzner et al. Phys. Rev. E 92, 013015…

Statistical Mechanics · Physics 2017-05-31 Itzhak Fouxon , Markus Holzner

A physical-mathematical approach to anomalous diffusion may be based on fractional diffusion equations and related random walk models. The fundamental solutions of these equations can be interpreted as probability densities evolving in time…

Statistical Mechanics · Physics 2008-05-27 Rudolf Gorenflo , Francesco Mainardi

Our main goal is to study a class of processes whose increments are generated via a cellular automata rule. Given the increments of a simple biased random walk, a new sequence of (dependent) Bernoulli random variables is produced. It is…

Probability · Mathematics 2017-10-24 Andrea Collevecchio , Kais Hamza , Yunxuan Liu