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The recent realization of a "Levy glass" (a three-dimensional optical material with a Levy distribution of scattering lengths) has motivated us to analyze its one-dimensional analogue: A linear chain of barriers with independent spacings s…

Disordered Systems and Neural Networks · Physics 2009-01-29 C. W. J. Beenakker , C. W. Groth , A. R. Akhmerov

We consider a nonlinear random walk which, in each time step, is free to choose its own transition probability within a neighborhood (w.r.t. Wasserstein distance) of the transition probability of a fixed L\'evy process. In analogy to the…

Probability · Mathematics 2021-04-28 Daniel Bartl , Stephan Eckstein , Michael Kupper

Let (Z_n)_{n\in\N_0} be a d-dimensional random walk in random scenery, i.e., Z_n=\sum_{k=0}^{n-1}Y_{S_k} with (S_k)_{k\in\N_0} a random walk in Z^d and (Y_z)_{z\in Z^d} an i.i.d. scenery, independent of the walk. We assume that the random…

Probability · Mathematics 2016-08-16 Remco van der Hofstad , Nina Gantert , Wolfgang König

The following random process on $\Z^4$ is studied. At first visit to a site, the two first coordinates perform a (2-dimensional) simple random walk step. At further visits, it is the last two coordinates which perform a simple random walk…

Probability · Mathematics 2010-09-06 Itai Benjamini , Gady Kozma , Bruno Schapira

In this article, the continuous time random walk on the circle is studied. We derive the corresponding generalized master equation and discuss the effects of topology, especially important when Levy flights are allowed. Then, we work out…

Statistical Mechanics · Physics 2009-11-13 Ivan Calvo , B. A. Carreras , R. Sanchez , B. Ph. van Milligen

We study the persistent random walk of photons on a one-dimensional lattice of random asymmetric transmittances. Each site is characterized by its intensity transmittance t (t') for photons moving to the right (left) direction.…

Statistical Mechanics · Physics 2012-03-19 Zeinab Sadjadi , MirFaez Miri

This paper describes the stochastic Levy--Lorentz gas driven by general long-range reference random walk on correlated and entangled random medium. Further consideration has been laid on the stochastic reinforcement of the underlying random…

Probability · Mathematics 2026-02-05 Jiaming Chen

Daily, are reported systems in nature that present anomalous diffusion phenomena due to irregularities of medium, traps or reactions process. In this scenario, the diffusion with traps or localised--reactions emerge through various…

Statistical Mechanics · Physics 2019-05-01 Maike A. F. dos Santos

We consider a model of random walk in ${\mathbb Z}^2$ with (fixed or random) orientation of the horizontal lines (layers) and with non constant iid probability to stay on these lines. We prove the transience of the walk for any fixed…

Probability · Mathematics 2012-11-27 Alexis Devulder , Francoise Pene

In cellular vortical flows, namely arrays of counter-rotating vortices, short but flexible filaments can show simple random walks through their stretch-coil interactions with flow stagnation points. Here, we study the dynamics of semi-rigid…

Soft Condensed Matter · Physics 2021-08-18 Shi-Yuan Hu , Jun-Jun Chu , Michael J. Shelley , Jun Zhang

The Levy walk in which the frequency of occurrence of step lengths follows a power-law distribution, can be observed in the migratory behavior of organisms at various levels. Levy walks with power exponents close to 2 are observed, and the…

Many physical and biological processes are modeled by "particles" undergoing L\'evy random walks. A feature of significant interest in these systems is the mean square displacement (MSD) of the particles. Long-time asymptotic approximations…

Statistical Mechanics · Physics 2020-02-13 Christoph Borgers , Claude Greengard

In this paper we study the discrete approximation to Brownian motion with varying dimension (BMVD in abbreviation) introduced in [4] by continuous time random walks on square lattices. The state space of BMVD contains a $2$-dimensional…

Probability · Mathematics 2021-10-26 Shuwen Lou

We calculate the diffusion coefficients of persistent random walks on cubic and hypercubic lattices, where the direction of a walker at a given step depends on the memory of one or two previous steps. These results are then applied to study…

Statistical Mechanics · Physics 2013-02-07 Thomas Gilbert , Huu Chuong Nguyen , David P Sanders

In this paper, we present an overview of different types of random walk strategies with local and non-local transitions on undirected connected networks. We present a general approach to analyzing these strategies by defining the dynamics…

Statistical Mechanics · Physics 2020-07-08 A. P. Riascos , José L. Mateos

We analyze a class of linear partial differential equations that arise as deterministic descriptions of the scaling limits of L\'evy walks, in which transport is driven by a convex combination of fractional material derivatives and a source…

Numerical Analysis · Mathematics 2026-02-03 Łukasz Płociniczak , Marek A. Teuerle , Hubert Woszczek

We introduce a discrete-time random walk model on a one-dimensional lattice with a nonconstant sojourn time and prove that the discrete density converges to a solution of a continuum diffusion equation. Our random walk model is not…

Analysis of PDEs · Mathematics 2023-02-14 Jaywan Chung , Yong-Jung Kim , Min-Gi Lee

A particle subject to successive, random displacements is said to execute a random walk (in position or some other coordinate). The mathematical properties of random walks have been very thoroughly investigated, and the model is used in…

Statistical Mechanics · Physics 2007-05-23 M. Wilkinson , B. Mehlig

Random walks are a fundamental model in applied mathematics and are a common example of a Markov chain. The limiting stationary distribution of the Markov chain represents the fraction of the time spent in each state during the stochastic…

Numerical Analysis · Computer Science 2018-01-08 Austin R. Benson , David F. Gleich , Lek-Heng Lim

We consider a random walk among a Poisson system of moving traps on ${\mathbb Z}$. In earlier work [DGRS12], the quenched and annealed survival probabilities of this random walk have been investigated. Here we study the path of the random…

Probability · Mathematics 2017-02-01 Siva Athreya , Alexander Drewitz , Rongfeng Sun