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It is well-known that both branching random walk models and trap models can exhibit intermittency and localisation phenomena; the prototypical examples being the parabolic Anderson and Bouchaud trap models respectively. Our aim is to…

Probability · Mathematics 2017-03-21 Stephen Muirhead , Richard Pymar

We consider a discrete-time Markovian random walk with resets on a connected undirected network. The resets, in which the walker is relocated to randomly chosen nodes, are governed by an independent discrete-time renewal process. Some nodes…

First passage under restart has recently emerged as a conceptual framework to study various stochastic processes under restart mechanism. Emanating from the canonical diffusion problem by Evans and Majumdar, restart has been shown to…

Statistical Mechanics · Physics 2021-06-01 Ofek Lauber Bonomo , Arnab Pal

We extend some results on the convergence of one-dimensional diffusions killed at the boundary, conditioned on extended survival, to the case of general killing on the interior. We show, under fairly general conditions, that a diffusion…

Probability · Mathematics 2007-05-23 David Steinsaltz , Steven N. Evans

Widely used models in genetics include the Wright-Fisher diffusion and its moment dual, Kingman's coalescent. Each has a multilocus extension but under neither extension is the sampling distribution available in closed-form, and their…

Probability · Mathematics 2015-06-24 Paul A. Jenkins , Paul Fearnhead , Yun S. Song

Count data are omnipresent in many applied fields, often with overdispersion. With mixtures of Poisson distributions representing an elegant and appealing modelling strategy, we focus here on how the tail behaviour of the mixing…

Statistics Theory · Mathematics 2023-05-29 Samuel Valiquette , Gwladys Toulemonde , Jean Peyhardi , Éric Marchand , Frédéric Mortier

We study a system of coalescing continuous-time random walks starting from every site on $\mathbb{Z}$, where the jump increments lie in the domain of attraction of an $\alpha$-stable distribution with $\alpha\in(0,1]$. We establish sharp…

Probability · Mathematics 2026-02-02 Jinjiong Yu

The cost of stochastic resetting is considered within the context of a discrete random walk model. In addition to standard stochastic resetting, for which a reset occurs with a certain probability after \emph{each} step, we introduce a…

Statistical Mechanics · Physics 2024-10-30 Deepak Gupta , Bart Cleuren

In this work the diffusion in the quenched trap model with diverging mean waiting times is examined. The approach of randomly stopped time is extensively applied in order to obtain asymptotically exact representation of the disorder…

Statistical Mechanics · Physics 2020-07-21 Stanislav Burov

In this minireview we present the main results regarding the transport properties of stochastic movement with relocations to known positions. To do so, we formulate the problem in a general manner to see several cases extensively studied…

Statistical Mechanics · Physics 2019-10-23 Axel Masó-Puigdellosas , Daniel Campos , Vicenç Méndez

We consider the quenched localisation of the Bouchaud trap model on the positive integers in the case that the trap distribution has a slowly varying tail at infinity. Our main result is that for each $N \in \{2, 3, \ldots\}$ there exists a…

Probability · Mathematics 2017-08-28 David Croydon , Stephen Muirhead

We study a one dimensional generalization of the exponential trap model using both numerical simulations and analytical approximations. We obtain the asymptotic shape of the average diffusion front in the sub-diffusive phase. Our central…

Disordered Systems and Neural Networks · Physics 2009-11-07 E. M. Bertin , J. -P. Bouchaud

Let $(G,\mu)$ be a uniformly elliptic random conductance graph on $\mathbb{Z}^d$ with a Poisson point process of particles at time $t=0$ that perform independent simple random walks. We show that inside a cube $Q_K$ of side length $K$, if…

Probability · Mathematics 2019-04-02 Peter Gracar , Alexandre Stauffer

Motivated by a biased diffusion of molecular motors with the bias dependent on the state of the substrate, we investigate a random walk on a one-dimensional lattice that contains weak links (called "bridges'') which are affected by the…

Statistical Mechanics · Physics 2007-05-23 T. Antal , P. L. Krapivsky

We study the transmission of random walkers through a finite-size inhomogeneous material with a quenched, long-range correlated distribution of scatterers. We focus on a finite one-dimensional structure where walkers undergo random…

Statistical Mechanics · Physics 2014-07-22 Piercesare Bernabó , Raffaella Burioni , Stefano Lepri , Alessandro Vezzani

We obtain quenched hitting distributions to be compound Poissonian for a certain class of random dynamical systems. The theory is general and designed to accommodate non-uniformly expanding behavior and targets that do not overlap much with…

Dynamical Systems · Mathematics 2024-02-06 Lucas Amorim , Nicolai Haydn , Sandro Vaienti

Local perturbations in conservative particle systems can have a non-local influence on the stationary measure. To capture this phenomenon, we analyze in this paper two toy models. We study the symmetric exclusion process on a countable set…

Probability · Mathematics 2024-10-25 Frank Redig , Ellen Saada

We investigate an intermittent stochastic process in which the diffusive motion with time-dependent diffusion coefficient $D(t) \sim t^{\alpha -1}$ with $\alpha > 0$ (scaled Brownian motion) is stochastically reset to its initial position,…

Statistical Mechanics · Physics 2019-07-24 Anna S. Bodrova , Aleksei V. Chechkin , Igor M. Sokolov

We consider random walks in dynamic random environments given by Markovian dynamics on $\mathbb{Z}^d$. We assume that the environment has a stationary distribution $\mu$ and satisfies the Poincar\'e inequality w.r.t. $\mu$. The random walk…

Probability · Mathematics 2016-11-01 L. Avena , O. Blondel , A. Faggionato

It has been noticed that when the waiting time distribution exhibits a transition from an intermediate time power law decay to a long-time exponential decay in the continuous time random walk model, a transition from anomalous diffusion to…

Analysis of PDEs · Mathematics 2023-05-23 Zhe Xue , Yuan Zhang , Zhennan Zhou , Min Tang