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A physical-mathematical approach to anomalous diffusion may be based on generalized diffusion equations (containing derivatives of fractional order in space or/and time) and related random walk models. The fundamental solution (for the…

Statistical Mechanics · Physics 2007-09-25 Rudolf Gorenflo , Francesco Mainardi , Daniele Moretti , Gianni Pagnini , Paolo Paradisi

We study how memory impacts passages at the origin for a so-called elephant random walk in the diffusive regime. We observe that the number of zeros always grows asymptotically like the square root of the time, despite the fact that,…

Probability · Mathematics 2022-01-07 Jean Bertoin

We investigate the long-term behavior of a random walker evolving on top of the simple symmetric exclusion process (SSEP) at equilibrium, in dimension one. At each jump, the random walker is subject to a drift that depends on whether it is…

Probability · Mathematics 2020-10-28 Marcelo R. Hilário , Daniel Kious , Augusto Teixeira

Consider a generalized Elephant Random Walk in which the step is chosen by selecting $k$ previous steps with $k$ odd and then going in the majority direction with a probability $p$ and in the opposite direction otherwise. In the $k=1$ case…

Probability · Mathematics 2025-07-10 Simone Franchini

We consider the distribution of the duration time, the time elapsed since it began, of a diffusion process given its present position, under the assumption that the process began at the origin. For unbiased diffusion, the distribution does…

Statistical Mechanics · Physics 2013-11-28 Hernán Larralde

We consider a multidimensional random walk in a product random environment with bounded steps, transience in some spatial direction, and high enough moments on the regeneration time. We prove an invariance principle, or functional central…

Probability · Mathematics 2015-05-13 Firas Rassoul-Agha , Timo Seppalainen

We study the gambler's ruin problem for the Elephant Random Walk, focusing on escape time from a symmetric interval of the form $\{-N, \ldots, N\}$. As our main result, we derive tight exponential bounds for the tail of this escape time. We…

Probability · Mathematics 2026-02-24 Morgan André , Leonel Zuaznábar

We study a 2-D disordered time-discrete quantum walk based on 1-D `generalized elephant quantum walk' where an entangling coin operator is assumed and which paves the way to a new set of properties. We show that considering a given disorder…

This paper introduces a run-and-tumble model with self-reinforcing directionality and rests. We derive a single governing hyperbolic partial differential equation for the probability density of random walk position, from which we obtain the…

Quantitative Methods · Quantitative Biology 2022-02-09 Sergei Fedotov , Daniel Han , Alexey O Ivanov , Marco A A da Silva

The statistics of the slowest first-passage time among a large population of $N$ searchers is crucial for determining the completion time of many stochastic processes. Classical extreme-value theory predicts that for diffusing particles in…

Statistical Mechanics · Physics 2025-12-24 Talia Baravi , Eli Barkai

We consider systems of stochastic fixed-point equations that arise in the asymptotic analysis of random recursive structures and algorithms such as Quicksort, generalized P\'olya urn processes and path lengths of random recursive trees and…

Probability · Mathematics 2018-03-08 Kevin Leckey

We study the long time behavior of the elephant random walk with stops, introduced by Kumar, Harbola and Lindenberg (2010), and establish the phase transition of the number of visited points up to time $n$, and the correlation between the…

Probability · Mathematics 2025-03-25 Tatsuya Akimoto , Masato Takei , Keisuke Taniguchi

In this article we shall derive functional limit theorems for the multi-dimensional elephant random walk (MERW) and thus extend the results provided for the one-dimensional marginal by Bercu and Laulin (2019). The MERW is a non-Markovian…

Probability · Mathematics 2021-09-06 Marco Bertenghi

Propagation in quantum walks is revisited by showing that very general 1D discrete-time quantum walks with time- and space-dependent coefficients can be described, at the continuous limit, by Dirac fermions coupled to electromagnetic…

Quantum Physics · Physics 2013-07-16 Fabrice Debbasch , Giuseppe Di Molfetta , David Espaze , Vincent Foulonneau

Levy walks define a fundamental concept in random walk theory which allows one to model diffusive spreading that is faster than Brownian motion. They have many applications across different disciplines. However, so far the derivation of a…

Statistical Mechanics · Physics 2016-07-08 J. P. Taylor-King , R. Klages , S. Fedotov , R. A. Van Gorder

We consider a tracer particle performing a random walk on a two-dimensional lattice in the presence of immobile hard obstacles. Starting from equilibrium, a constant force pulling on the particle is switched on, driving the system to a new…

Statistical Mechanics · Physics 2024-09-05 Dan Shafir , Alessio Squarcini , Stanislav Burov , Thomas Franosch

We study an extended dynamical system on the non-negative real line with piecewise linear non-uniformly expanding local dynamics. With a uniformly distributed initial state, the distribution of successive states coincides with that of a…

Dynamical Systems · Mathematics 2026-01-09 Juho Leppänen

In this paper, we deal with the asymptotic distribution of the maximum increment of a random walk with a regularly varying jump size distribution. This problem is motivated by a long-standing problem on change point detection for epidemic…

Statistics Theory · Mathematics 2010-11-29 Thomas Mikosch , Alfredas Račkauskas

We study continuous-time (variable speed) random walks in random environments on $\mathbb{Z}^d$, $d\ge2$, where, at time $t$, the walk at $x$ jumps across edge $(x,y)$ at time-dependent rate $a_t(x,y)$. The rates, which we assume stationary…

Probability · Mathematics 2020-01-06 Marek Biskup , Pierre-François Rodriguez

Deterministic walks over a random set of points in one and two dimensions (d=1,2) are considered. Points (``cities'') are randomly scattered in R^d following a uniform distribution. A walker (a ``tourist''), at each time step, goes to the…

Disordered Systems and Neural Networks · Physics 2016-08-31 Gilson F. Lima , Alexandre S. Martinez , Osame Kinouchi
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