Related papers: Persistence exponents of self-interacting random w…
We study the asymptotic behaviour of the probability that a weighted sum of centered i.i.d. random variables X_k does not exceed a constant barrier. For regular random walks, the results follow easily from classical fluctuation theory,…
We consider a discrete-time random walk where the random increment at time step $t$ depends on the full history of the process. We calculate exactly the mean and variance of the position and discuss its dependence on the initial condition…
We study the first passage time properties of an integrated Brownian curve both in homogeneous and disordered environments. In a disordered medium we relate the scaling properties of this center of mass persistence of a random walker to the…
An intense research on financial market microstructure is presently in progress. Continuous time random walks (CTRWs) are general models capable to capture the small-scale properties that high frequency data series show. The use of CTRW…
In many biological systems, motile agents exhibit random motion with short-term directional persistence, together with crowding effects arising from spatial exclusion. We formulate and study a class of lattice-based models for multiple…
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,…
We analyze the asymptotic scaling of persistence of unvisited sites for quantum walks on a line. In contrast to the classical random walk there is no connection between the behaviour of persistence and the scaling of variance. In…
Persistence is an important characteristic of many complex systems in nature, related to how long the system remains at a certain state before changing to a different one. The study of complex systems' persistence involves different…
We consider the problem of `discrete-time persistence', which deals with the zero-crossings of a continuous stochastic process, X(T), measured at discrete times, T = n(\Delta T). For a Gaussian Stationary Process the persistence (no…
The persistence behavior for fluctuating steps on the $Si(111)$ $(\sqrt3 \times \sqrt3)R30^{0} - Al$ surface was determined by analyzing time-dependent STM images for temperatures between 770 and 970K. The measured persistence probability…
We study a one-dimensional lattice random walk with an absorbing boundary at the origin and a movable partial reflector. On encountering the reflector, at site x, the walker is reflected (with probability r) to x-1 and the reflector is…
We measure the persistence exponent in a phase separating two-dimensional spin system with non-conserved dynamics quenched in a region with four coexisting stripe phases. The system is an Ising model with nearest neighbor,…
Understanding under what conditions populations, whether they be plants, animals, or viral particles, persist is an issue of theoretical and practical importance in population biology. Both biotic interactions and environmental fluctuations…
We study persistence probabilities for random walks in correlated Gaussian random environment first studied by Oshanin, Rosso and Schehr. From the persistence results, we can deduce properties of critical branching processes with offspring…
We consider a broad class of Continuous Time Random Walks with large fluctuations effects in space and time distributions: a random walk with trapping, describing subdiffusion in disordered and glassy materials, and a L\'evy walk process,…
In this review we discuss the persistence and the related first-passage properties in extended many-body nonequilibrium systems. Starting with simple systems with one or few degrees of freedom, such as random walk and random acceleration…
The discrete stochastic dynamics of a random walker in the presence of resetting and memory is analyzed. Resetting and memory effects may compete for certain parameter regime and lead to significant changes in the long time dynamics of the…
Strongly non-Markovian random walks offer a promising modeling framework for understanding animal and human mobility, yet, few analytical results are available for these processes. Here we solve exactly a model with long range memory where…
We study the the survival probability P(t) upto time t, of a test particle moving in a fluctuating external field. The particle moves according to some prescribed deterministic or stochastic rules and survives as long as the external field…
We study analytically, in one dimension, the survival probability $P_{s}(t)$ up to time $t$ of an immobile target surrounded by mutually noninteracting traps each performing a continuous-time random walk (CTRW) in continuous space. We…