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We study the average shape of fluctuations for subdiffusive processes, i.e., processes with uncorrelated increments but where the waiting time distribution has a broad power-law tail. This shape is obtained analytically by means of a…

Statistical Mechanics · Physics 2007-05-23 Santos B. Yuste , L. Acedo

The dynamics of steps on crystal surfaces is considered. In general, the meandering of the steps obeys a subdiffusive behaviour. The characteristic asymptotic time laws depend on the microscopic mechanism for detachment and attachment of…

Condensed Matter · Physics 2009-10-31 W. Selke , M. Bisani

We study the quantum walk subjected to measurements with a L\'evy waiting-time distribution. We find that the system has a sub-ballistic behavior instead of a diffusive one. We obtain an analytical expression for the exponent of the power…

Quantum Physics · Physics 2009-11-13 Alejandro Romanelli

We prove large-time $L^2$ and distributional limit theorems for perimeter and diameter of the convex hull of $N$ trajectories of planar random walks whose increments have finite second moments. Earlier work considered $N \in \{1,2\}$ and…

Probability · Mathematics 2025-09-23 Wojciech Cygan , Tomislav Kralj , Nikola Sandrić , Stjepan Šebek , Andrew Wade , Mo Dick Wong

We consider the Activated Random Walk model in any dimension with any sleep rate and jump distribution and ergodic initial state. We show that the stabilization properties depend only on the average density of particles, regardless of how…

Probability · Mathematics 2019-02-05 Leonardo T. Rolla , Vladas Sidoravicius , Olivier Zindy

We are studying the motion of a random walker in two and three dimensional continuum with uniformly distributed jump-length. This is different from conventional Lavy flight. In 2D and 3D continuum, a random walker can move in any direction,…

Statistical Mechanics · Physics 2015-06-08 Ajanta Bhowal Acharyya

Processes involving bursts of activity separated by quiescent periods occur across diverse systems and scales. In human dynamics, these phenomena have been described by power-law inter-event time distributions, $P(t)\sim t^{-\alpha}$, with…

Other Condensed Matter · Physics 2026-04-17 Morten Møller , Philipp Rahe , Sadegh Ghaderzadeh , Elena Besley , Philip Moriarty

Random walk is a fundamental concept with applications ranging from quantum physics to econometrics. Remarkably, one specific model of random walks appears to be ubiquitous across many fields as a tool to analyze transport phenomena in…

Statistical Mechanics · Physics 2015-06-12 V. Zaburdaev , S. Denisov , J. Klafter

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

L\'{e}vy walk is a popular and more `physical' model to describe the phenomena of superdiffusion, because of its finite velocity. The movements of particles are under the influences of external potentials almost at anytime and anywhere. In…

Statistical Mechanics · Physics 2021-02-03 Yao Chen , Weihua Deng

Typically, in the description of active Brownian particles, a constant effective propulsion force is assumed, which is then subjected to fluctuations in orientation and translation leading to a persistent random walk with an enlarged…

Soft Condensed Matter · Physics 2014-02-28 Sonja Babel , Borge ten Hagen , Hartmut Löwen

This paper studies particle propagation in a one-dimensional inhomogeneous medium where the laws of motion are generated by chaotic and deterministic local maps. Assuming that the particle's initial location is random and uniformly…

Probability · Mathematics 2011-10-18 Lasse Leskelä , Mikko Stenlund

We consider a random walk among a Poisson cloud of moving traps on ${\mathbb Z}^d$, where the walk is killed at a rate proportional to the number of traps occupying the same position. In dimension $d=1$, we have previously shown that under…

Probability · Mathematics 2025-10-02 Siva Athreya , Alexander Drewitz , Rongfeng Sun

We consider the Random Walk Metropolis algorithm on $\mathbb{R}^n$ with Gaussian proposals, and when the target probability measure is the $n$-fold product of a one-dimensional law. It is well known (see Roberts et al. (Ann. Appl. Probab. 7…

Methodology · Statistics 2014-10-22 Benjamin Jourdain , Tony Lelièvre , Błażej Miasojedow

Bias plays an important role in the enhancement of diffusion in periodic potentials. Using the continuous-time random walk in the presence of a bias, we provide a novel mechanism for the enhancement of diffusion in a random energy…

Statistical Mechanics · Physics 2018-08-15 Takuma Akimoto , Andrey G. Cherstvy , Ralf Metzler

We study the Brownian motion of a classical particle in one-dimensional inhomogeneous environments where the transition probabilities follow quasiperiodic or aperiodic distributions. Exploiting an exact correspondence with the…

Statistical Mechanics · Physics 2009-10-31 F. Igloi , L. Turban , H. Rieger

In recent years, several experiments highlighted a new type of diffusion anomaly, which was called Brownian yet non-Gaussian diffusion. In systems displaying this behavior, the mean squared displacement of the diffusing particles grows…

Statistical Mechanics · Physics 2023-08-01 Adrian Pacheco-Pozo , Igor M. Sokolov

Random Walks in Cooling Random Environments (RWCRE) is a model of random walks in dynamic random environments where the environment is frozen between a fixed sequence of times (called the cooling map) where it is resampled. Naturally the…

Probability · Mathematics 2025-02-20 Conrado da Costa , Jonathon Peterson , Yongjia Xie

We perform a thorough analysis of the survival probability of symmetric random walks with stochastic resetting, defined as the probability for the walker not to cross the origin up to time $n$. For continuous symmetric distributions of step…

Statistical Mechanics · Physics 2022-09-13 Claude Godrèche , Jean-Marc Luck

We investigate the local time $(T_{loc})$ statistics for a run and tumble particle in an one dimensional inhomogeneous medium. The inhomogeneity is introduced by considering the position dependent rate of the form $R(x) = \gamma…

Statistical Mechanics · Physics 2021-04-26 Prashant Singh , Anupam Kundu
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