English
Related papers

Related papers: Occupation time statistics for non-Markovian rando…

200 papers

We investigate the effects of markovian resseting events on continuous time random walks where the waiting times and the jump lengths are random variables distributed according to power law probability density functions. We prove the…

Statistical Mechanics · Physics 2021-02-10 Vicenç Méndez , Axel Masó-Puigdellosas , Trifce Sandev , Daniel Campos

We consider the occupation area of spherical (fractional) Brownian motion, i.e. the area where the process is positive, and show that it is uniformly distributed. For the proof, we introduce a new simple combinatorial view on occupation…

Probability · Mathematics 2024-06-17 Frank Aurzada , Leif Döring , Helmut H. Pitters

Using two simple examples, the continuous-time random walk as well as a two state Markov chain, the relation between generalized anomalous relaxation equations and semi-Markov processes is illustrated. This relation is then used to discuss…

Probability · Mathematics 2017-11-22 Enrico Scalas

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

We develop a framework to determine the complete statistical behavior of a fundamental quantity in the theory of random walks, namely, the probability that $n_1$, $n_2$, $n_3$, . . . distinct sites are visited at times $t_1$, $t_2$, $t_3$,…

Statistical Mechanics · Physics 2022-06-22 Léo Régnier , Maxim Dolgushev , Sidney Redner , Olivier Bénichou

We consider a walker moving in a one-dimensional interval with absorbing boundaries under the effect of Markovian resettings to the initial position. The walker's motion follows a random walk characterized by a general waiting time…

Statistical Mechanics · Physics 2022-05-25 Vicenç Méndez , Axel Masó-Puigdellosas , Daniel Campos

We investigate the distribution of occupation times for a particle undergoing a random walk among random energy traps and in the presence of a deterministic potential field $U^{{\rm det}}(x)$. When the distribution of energy traps is…

Statistical Mechanics · Physics 2009-11-11 S. Burov , E. Barkai

Random walks find applications in many areas of science and are the heart of essential network analytic tools. When defined on temporal networks, even basic random walk models may exhibit a rich spectrum of behaviours, due to the…

Physics and Society · Physics 2019-11-11 Julien Petit , Renaud Lambiotte , Timoteo Carletti

We study a discrete-time random walk on the non-negative integers, such that when 0 is reached a jump occurs to an arbitrary location, with given probabilities. We obtain an asymptotic formula for the expected position at large times, in…

Probability · Mathematics 2011-09-01 Guy Katriel

We present a semi-Markov model of random walk on complex networks in discrete and continuous-time scenario. In the general setting of the semi-Markov chains, the duration of stay at given node - the sojourn time - is random, and the…

Physics and Society · Physics 2025-08-20 Lasko Basnarkov

Due to wide applications in diverse fields, random walks subject to stochastic resetting have attracted considerable attention in the last decade. In this paper, we study discrete-time random walks on complex network with multiple resetting…

Statistical Mechanics · Physics 2021-10-01 Shuang Wang , Hanshuang Chen , Feng Huang

The continuous time random walk (CTRW) model exhibits a non-ergodic phase when the average waiting time diverges. Using an analytical approach for the non-biased and the uniformly biased CTRWs, and numerical simulations for the CTRW in a…

Statistical Mechanics · Physics 2009-11-11 Golan Bel , Eli Barkai

We study an exactly solvable random walk model with long-range memory on arbitrary networks. The walker performs unbiased random steps to nearest-neighbor nodes and intermittently resets to previously visited nodes in a preferential way,…

Statistical Mechanics · Physics 2024-12-11 Ana Gabriela Guerrero-Estrada , Alejandro P. Riascos , Denis Boyer

Random walks are basic diffusion processes on networks and have applications in, for example, searching, navigation, ranking, and community detection. Recent recognition of the importance of temporal aspects on networks spurred studies of…

Physics and Society · Physics 2015-01-14 Leo Speidel , Renaud Lambiotte , Kazuyuki Aihara , Naoki Masuda

We consider a system of $N$ non-crossing Brownian particles in one dimension. We find the exact rate function that describes the long-time large deviation statistics of their occupation fraction in a finite interval in space. Remarkably, we…

Statistical Mechanics · Physics 2023-06-28 Soheli Mukherjee , Naftali R. Smith

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

Assume that $T$ is a conservative ergodic measure preserving transformation of the infinite measure space $(X,\mathcal{A},\mu)$.We study the asymptotic behaviour of occupation times of certain subsets of infinite measure. Specifically, we…

Dynamical Systems · Mathematics 2007-05-23 Jon Aaronson , Maximilian Thaler , Roland Zweimueller

We investigate the dynamics of simultaneous random walkers with resetting on networks and derive exact analytical expressions for the mean first-encounter times of Markovian random walkers. Specifically, we consider two cases for the…

Statistical Mechanics · Physics 2025-08-08 Daniel Rubio-Gómez , Alejandro P. Riascos , José L. Mateos

We derive the first two moments of generic positive stochastic functionals in terms of the one- and two-time probability density functions of the underlying random walk, and we prove ergodicity of observables in stationary random walks.…

Statistical Mechanics · Physics 2026-04-20 Vicenç Méndez , Carlos Hervás , Rosa Flaquer-Galmés

Random walks with stochastic resetting provides a treatable framework to study interesting features about central-place motion. In this work, we introduce non-instantaneous resetting as a two-state model being a combination of an exploring…

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