English
Related papers

Related papers: Exactly Solvable Model of Random Walks with Stocha…

200 papers

We investigate the detailed dynamics of gains and losses made by agents in some kinetic models of wealth exchange. The concept of a walk in an abstract gain-loss space for the agents had been introduced in an earlier work. For models in…

Physics and Society · Physics 2013-05-29 Sanchari Goswami , Arnab Chatterjee , Parongama Sen

A quantum finite multi-barrier system, with a periodic potential, is considered and exact expressions for its plane wave amplitudes are obtained using the Transfer Matrix method [10]. This quantum model is then associated with a stochastic…

Statistical Mechanics · Physics 2019-06-26 Emilio N. M. Cirillo , Matteo Colangeli , Lamberto Rondoni

We study coupled transport in the nonequilibrium stationary state of a model consisting of independent random walkers, moving along a one-dimensional channel, which carry a conserved energy-like quantity, with density and temperature…

Statistical Mechanics · Physics 2009-08-11 Hernán Larralde , David P. Sanders

Current mobility models for simultaneous mobility have their convolution in designing simultaneous movement where mobile nodes (MNs) travel randomly from the two adjacent cells at the same time and also have their complexity in the…

Networking and Internet Architecture · Computer Science 2014-01-10 Md. Ibrahim Chowdhury , Mohammad Iqbal , Naznin Sultana , Faisal Rahman

Random walk methods are used to calculate the moments of negative image equilibrium distributions in synaptic weight dynamics governed by spike-timing dependent plasticity (STDP). The neural architecture of the model is based on the…

Neurons and Cognition · Quantitative Biology 2009-11-10 Alan Williams , Todd K. Leen , Patrick D. Roberts

Consider a discrete-time quantum walk on the $N$-cycle subject to decoherence both on the coin and the position degrees of freedom. By examining the evolution of the density matrix of the system, we derive some new conclusions about the…

Quantum Physics · Physics 2011-07-20 Chaobin Liu , Nelson Petulante

We perform simulations for one dimensional continuous-time random walks in two dynamic random environments with fast (independent spin-flips) and slow (simple symmetric exclusion) decay of space-time correlations, respectively. We focus on…

Probability · Mathematics 2012-05-23 L. Avena , P. Thomann

We propose a class of models of random walks in a random environment where an exact solution can be given for a stationary distribution. The tool is the detailed balance equations.

Probability · Mathematics 2015-05-27 M. Gannon , E. Pechersky , Y. Suhov , A. Yambartsev

We propose two different schemes of realizing a virtual walk corresponding to a kinetic exchange model of opinion dynamics. The walks are either Markovian or non-Markovian in nature. The opinion dynamics model is characterized by a…

Statistical Mechanics · Physics 2022-06-09 Surajit Saha , Parongama Sen

* ACTIVATED RANDOM WALK MODEL * This is a conservative particle system on the lattice, with a Markovian continuous-time evolution. Active particles perform random walks without interaction, and they may as well change their state to…

Probability · Mathematics 2011-03-15 Leonardo T. Rolla

We apply the formalism of the continuous time random walk to the study of financial data. The entire distribution of prices can be obtained once two auxiliary densities are known. These are the probability densities for the pausing time…

Statistical Mechanics · Physics 2008-12-10 Jaume Masoliver , Miquel Montero , George H. Weiss

We show through intensive simulations that the paradigmatic features of anomalous diffusion are indeed the features of a (continuous-time) random walk driven by two different Markovian hopping-trap mechanisms. If $p \in (0,1/2)$ and $1-p$…

Statistical Mechanics · Physics 2022-05-25 Silvia Vitali , Paolo Paradisi , Gianni Pagnini

We consider continuous-time random walk models described by arbitrary sojourn time probability density functions. We find a general expression for the distribution of time-averaged observables for such systems, generalizing some recent…

Statistical Mechanics · Physics 2010-09-10 Alberto Saa , Roberto Venegeroles

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

Motivated by studies on the recurrent properties of animal and human mobility, we introduce a path-dependent random walk model with long range memory for which not only the mean square displacement (MSD) can be obtained exactly in the…

Statistical Mechanics · Physics 2015-06-19 D. Boyer , J. C. R. Romo-Cruz

Stochastic systems often exhibit multiple viable metastable states that are long-lived. Over very long timescales, fluctuations may push the system to transition between them, drastically changing its macroscopic configuration. In realistic…

Statistical Mechanics · Physics 2023-04-14 Tobias Grafke , Alessandro Laio

In this paper, we study (1,2) and (2,1) random walks in varying environments on the lattice of positive half line. We assume that the transition probabilities at site $n$ are asymptotically constants as $n\rightarrow\infty.$ For (1,2)…

Probability · Mathematics 2022-06-22 Hua-Ming Wang , Lanlan Tang

The horizontal dynamics of a bouncing ball interacting with an irregular surface is investigated and is found to demonstrate behavior analogous to a random walk. Its stochastic character is substantiated by the calculation of a permutation…

Physics Education · Physics 2025-09-15 Luiz Antonio Barreiro

We introduce finite ramified self-affine substrates in two dimensions with a set of appropriate hopping rates between nearest-neighbor sites, where the diffusion of a single random walk presents an anomalous {\it anisotropic} behavior…

Statistical Mechanics · Physics 2015-06-04 L. Padilla , H. O. Mártin , J. L. Iguain

Mathematically modelling diffusive and advective transport of particles in heterogeneous layered media is important to many applications in computational, biological and medical physics. While deterministic continuum models of such…

Computational Physics · Physics 2024-09-16 Elliot J. Carr