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Stochastic processes offer a fundamentally different paradigm of dynamics than deterministic processes, the most prominent example of the latter being Newton's laws of motion. Here, we discuss in a pedagogical manner a simple and…

Statistical Mechanics · Physics 2022-04-15 Shamik Gupta , Arun M. Jayannavar

The random walk with hyperbolic probabilities that we are introducing is an example of stochastic diffusion in a one-dimensional heterogeneous media. Although driven by site-dependent one-step transition probabilities, the process retains…

Statistical Mechanics · Physics 2021-06-03 Miquel Montero

Random walks with memory typically involve rules where a preference for either revisiting or avoiding those sites visited in the past are introduced somehow. Such effects have a direct consequence on the statistics of first-passage and…

Statistical Mechanics · Physics 2019-07-03 Daniel Campos , Vicenç Méndez

The integer points (sites) of the real line are marked by the positions of a standard random walk. We say that the set of marked sites is weakly, moderately or strongly sparse depending on whether the jumps of the standard random walk are…

Probability · Mathematics 2019-03-08 Dariusz Buraczewski , Piotr Dyszewski , Alexander Iksanov , Alexander Marynych

We propose an analytical method to determine the shape of density profiles in the asymptotic long time limit for a broad class of coupled continuous time random walks which operate in the ballistic regime. In particular, we show that…

Statistical Mechanics · Physics 2015-06-23 D. Froemberg , M. Schmiedeberg , E. Barkai , V. Zaburdaev

We evaluate the limit distribution of the maximal excursion of a random walk in any dimension for homogeneous environments and for self-similar supports under the assumption of spherical symmetry. This distribution is obtained in closed…

Statistical Mechanics · Physics 2009-10-31 Roger Bidaux , Jerome Chave , Radim Vocka

We study a general continuous-time random walk (CTRW), by including non-Markovian cases and L\'evy flights, under complete stochastic resetting to the initial position with an arbitrary law, which can be power-lawed as well as Poissonian.…

Statistical Mechanics · Physics 2025-07-11 Fausto Colantoni , Gianni Pagnini

One of the characteristic features of a stochastic process under resetting is that the probability density converges to a nonequilibrium stationary state (NESS). In addition, the approach to the stationary state exhibits a dynamical phase…

Statistical Mechanics · Physics 2021-09-01 Paul C Bressloff

The self-avoiding random walk (SARW) is a stochastic process whose state variable avoids returning to previously visited states. This non-Markovian feature has turned SARWs a powerful tool for modelling a plethora of relevant aspects in…

Statistical Mechanics · Physics 2023-10-25 Gaia Colombani , Giulia Bertagnolli , Oriol Artime

We study the diffusion process in the presence of stochastic resetting inside a two-dimensional wedge of top angle $\alpha$, bounded by two infinite absorbing edges. In the absence of resetting, the second moment of the first-passage time…

Statistical Mechanics · Physics 2025-12-01 Fazil Najeeb , Arnab Pal , V. V. Prasad

Motivated by various recent experimental findings, we propose a dynamical model of intermittently self-propelled particles: active particles that recurrently switch between two modes of motion, namely an active run-state and a turn state,…

Soft Condensed Matter · Physics 2025-10-30 Agniva Datta , Carsten Beta , Robert Großmann

We introduce a new class of first passage time optimization driven by threshold resetting, inspired by many natural processes where crossing a critical limit triggers failure, degradation or transition. In here, search agents are…

Statistical Mechanics · Physics 2026-01-22 Arup Biswas , Satya N Majumdar , Arnab Pal

Many physical phenomena are modeled as stochastic searchers looking for targets. In these models, the probability that a searcher finds a particular target, its so-called hitting probability, is often of considerable interest. In this work…

Statistical Mechanics · Physics 2024-07-18 Samantha Linn , Sean D. Lawley

What happens when a continuously evolving stochastic process is interrupted with large changes at random intervals $\tau$ distributed as a power-law $\sim \tau^{-(1+\alpha)};\alpha>0$? Modeling the stochastic process by diffusion and the…

Statistical Mechanics · Physics 2016-06-22 Apoorva Nagar , Shamik Gupta

The behavior of the maximal displacement of a supercritical branching random walk has been a subject of intense studies for a long time. But only recently the case of time-inhomogeneous branching has gained focus. The contribution of this…

Probability · Mathematics 2021-12-23 Bastien Mallein , Piotr Miłoś

We consider a system of independent one-dimensional random walks in a common random environment under the condition that the random walks are transient with positive speed $v_P$. We give upper bounds on the quenched probability that at…

Probability · Mathematics 2016-06-14 Jonathon Peterson

We propose an approximation for the first return time distribution of random walks on undirected networks. We combine a message-passing solution with a mean-field approximation, to account for the short- and long-term behaviours…

Social and Information Networks · Computer Science 2025-06-17 Erik Hormann , Renaud Lambiotte , George T. Cantwell

Stochastic resetting, where a dynamical process is intermittently returned to a fixed reference state, has emerged as a powerful mechanism for optimizing first-passage properties. Existing theory largely treats static, non-learning…

Machine Learning · Computer Science 2026-03-18 Jello Zhou , Vudtiwat Ngampruetikorn , David J. Schwab

In this paper, we investigate random walk based token circulation in dynamic environments subject to failures. We describe hypotheses on the dynamic environment that allow random walks to meet the important property that the token visits…

Distributed, Parallel, and Cluster Computing · Computer Science 2011-09-19 Thibault Bernard , Alain Bui , Devan Sohier

The interest in non-Markovian dynamics within the complex systems community has recently blossomed, due to a new wealth of time-resolved data pointing out the bursty dynamics of many natural and human interactions, manifested in an…

Statistical Mechanics · Physics 2019-04-25 Antoine Moinet , Michele Starnini , Romualdo Pastor-Satorras