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We revisit the statistics of extremes and records of symmetric random walks with stochastic resetting, extending earlier studies in several directions. We put forward a diffusive scaling regime (symmetric step length distribution with…

Statistical Mechanics · Physics 2022-06-29 Claude Godrèche , Jean-Marc Luck

Run-and-tumble motion is an example of active motility where particles move at constant speed and change direction at random times. In this work we study run-and-tumble motion with diffusion in a harmonic potential in one dimension via a…

Statistical Mechanics · Physics 2021-07-07 Rosalba Garcia-Millan , Gunnar Pruessner

Recently, a generalized Bernoulli process (GBP) was developed as a stationary binary sequence that can have long-range dependence. In this paper, we find the scaling limit of a random walk that follows GBP. The result is a new class of…

Probability · Mathematics 2025-12-30 Jeonghwa Lee

Time delay in general leads to instability in some systems, while a specific feedback with delay can control fluctuated motion in nonlinear deterministic systems to a stable state. In this paper, we consider a non-stationary stochastic…

Chaotic Dynamics · Physics 2017-08-02 Hiroyasu Ando , Kohta Takehara , Miki U. Kobayashi

The peculiar characteristics of random laser emission have been studied in many different media, leading to a classification of the working regimes based on the statistics of spectral fluctuations. Alongside such studies, the possibility to…

We consider a random walk on the first quadrant of the square lattice, whose increment law is, roughly speaking, homogeneous along a finite number of half-lines near each of the two boundaries, and hence essentially specified by…

Probability · Mathematics 2025-04-25 Conrado da Costa , Mikhail Menshikov , Andrew Wade

A one-dimensional run-and-tumble particle (RTP) switches randomly between a left and right moving state of constant speed $v$. This type of motion arises in a wide range of applications in cell biology, including the unbiased growth and…

Statistical Mechanics · Physics 2021-02-23 Paul C Bressloff

In biological, glassy, and active systems, various tracers exhibit Laplace-like, i.e., exponential, spreading of the diffusing packet of particles. The limitations of the central limit theorem in fully capturing the behaviors of such…

Statistical Mechanics · Physics 2024-02-22 Omer Hamdi , Stanislav Burov , Eli Barkai

A fractional reaction-diffusion equation is derived from a continuous time random walk model when the transport is dispersive. The exit from the encounter distance, which is described by the algebraic waiting time distribution of jump…

Statistical Mechanics · Physics 2009-11-10 Kazuhiko Seki , Mariusz Wojcik , M. Tachiya

In this paper we study subdiffusion in a system with a thin membrane. At the beginning, the random walk of a particle is considered in a system with a discrete time and space variable and then the probability describing the evolution of the…

Statistical Mechanics · Physics 2015-05-21 Tadeusz Kosztołowicz

The one-dimensional elephant random walk is a typical model of discrete-time random walk with step-reinforcement, and is introduced by Sch\"{u}tz and Trimper (2004). It has a parameter $\alpha \in (-1,1)$: The case $\alpha=0$ corresponds to…

Probability · Mathematics 2023-03-01 Masafumi Hayashi , So Oshiro , Masato Takei

We prove a central limit theorem for the momentum distribution of a particle undergoing an unbiased spatially periodic random forcing at exponentially distributed times without friction. The start is a linear Boltzmann equation for the…

Mathematical Physics · Physics 2015-05-14 Jeremy Clark , Christian Maes

We introduce a multidimensional walk with memory and random tendency. The asymptotic behaviour is characterized, proving a law of large numbers and showing a phase transition from diffusive to superdiffusive regimes. In first case, we…

Probability · Mathematics 2020-10-09 Manuel González-Navarrete

We consider random variables observed at arrival times of a renewal process, which possibly depends on those observations and has regularly varying steps with infinite mean. Due to the dependence and heavy tailed steps, the limiting…

Probability · Mathematics 2016-08-08 Bojan Basrak , Drago Špoljarić

A connection is made between the random turns model of vicious walkers and random permutations indexed by their increasing subsequences. Consequently the scaled distribution of the maximum displacements in a particular asymmeteric version…

Combinatorics · Mathematics 2007-05-23 P. J. Forrester

Consider a branching random walk in which the offspring distribution and the moving law both depend on an independent and identically distributed random environment indexed by the time.For the normalised counting measure of the number of…

Probability · Mathematics 2016-11-01 Zhi-Qiang Gao , Quansheng Liu

Min et al. (2009) presented two complementary techniques that use the diffusion approximation to allow efficient Monte-Carlo radiation transfer in very optically thick regions: a modified random walk and a partial diffusion approximation.…

Instrumentation and Methods for Astrophysics · Physics 2015-05-20 Thomas P. Robitaille

We formulate the generalized master equation for a class of continuous time random walks in the presence of a prescribed deterministic evolution between successive transitions. This formulation is exemplified by means of an…

Statistical Mechanics · Physics 2009-11-13 S. Eule , R. Friedrich , F. Jenko , I. M. Sokolov

We look into the problem of stochastic resetting with refractory periods. The model dynamics comprises diffusive and motionless phases. The diffusive phase ends at random time instants, at which the system is reset to a given position --…

Statistical Mechanics · Physics 2024-03-26 Gregorio García-Valladares , Deepak Gupta , Antonio Prados , Carlos A. Plata

We analyze the Brownian Motion limit of a prototypical unit step reinforced random-walk on the half line. A reinforced random walk is one which changes the weight of any edge (or vertex) visited to increase the frequency of return visits.…

Probability · Mathematics 2013-10-02 Jerome K. Percus , Ora E. Percus
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