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Related papers: Phase Transitions for Elephant Random Walks with T…

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We study the gambler's ruin problem for the Elephant Random Walk, focusing on escape time from a symmetric interval of the form $\{-N, \ldots, N\}$. As our main result, we derive tight exponential bounds for the tail of this escape time. We…

Probability · Mathematics 2026-02-24 Morgan André , Leonel Zuaznábar

We introduced simple microscopic non-Markovian walk models which describe underlying mechanism of anomalous diffusions. In the models, we considered the competitions between randomness and memory effects of previous history by introducing…

Statistical Mechanics · Physics 2015-06-19 Hyun-Joo Kim

Simple random walks are a basic staple of the foundation of probability theory and form the building block of many useful and complex stochastic processes. In this paper we study a natural generalization of the random walk to a process in…

Probability · Mathematics 2017-08-11 Bala Rajaratnam , Narut Sereewattanawoot , Doug Sparks , Meng-Hsuan Wu

Daily, are reported systems in nature that present anomalous diffusion phenomena due to irregularities of medium, traps or reactions process. In this scenario, the diffusion with traps or localised--reactions emerge through various…

Statistical Mechanics · Physics 2019-05-01 Maike A. F. dos Santos

Understanding how simple local interactions give rise to emergent exploration patterns is a fundamental question in statistical physics. We introduce a minimal model of two coupled agents that avoid retracing their own paths while being…

Populations and Evolution · Quantitative Biology 2026-03-24 Nick Dashti , M. N. Najafi , Debra J. Searles

Coherent evolution governs the behaviour of all quantum systems, but in nature it is often subjected to influence of a classical environment. For analysing quantum transport phenomena quantum walks emerge as suitable model systems. In…

We study a family of correlated one-dimensional random walks with a finite memory range M.These walks are extensions of the Taylor's walk as investigated by Goldstein, which has a memory range equal to one. At each step, with a probability…

adap-org · Physics 2009-10-31 Roger Bidaux , Nino Boccara

Switching interacting particle systems studied in probability theory are the stochastic processes of hopping particles on a lattice made up of slow and fast particles, where the switching between these types of particles occurs randomly at…

Statistical Mechanics · Physics 2024-05-14 Ayana Ezoe , Saori Morimoto , Yuya Tanaka , Makoto Katori , Hiraku Nishimori

A step-reinforced random walk is a discrete-time stochastic process with long-range dependence. At each step, with a fixed probability $\alpha$, the so-called positively step-reinforced random walk repeats one of its previous steps, chosen…

Probability · Mathematics 2025-05-01 Rafik Aguech , Samir Ben Hariz , Mohamed El Machkouri , Youssef Faouzi

High-order coherence effects between two first-order incoherent sources with fully independent phases have been well studied in the literature, which shows interference fringes with respect to the position separations among different space…

Optics · Physics 2014-05-13 Peilong Hong , Guoquan Zhang

The aim of this paper is to deepen the analysis of the asymptotic behavior of the so-called minimal random walk (MRW) using a new martingale approach. The MRW is a discrete-time random walk with infinite memory that has three regimes…

Probability · Mathematics 2023-06-21 Bernard Bercu , Víctor Hugo Vázquez Guevara

We study an active random walker model in which a particle's motion is determined by a self-generated field. The field encodes information about the particle's path history. This leads to either self-attractive or self-repelling behavior.…

Statistical Mechanics · Physics 2009-11-11 R. Grima

A novel version of the Continuous-Time Random Walk (CTRW) model with memory is developed. This memory means the dependence between arbitrary number of successive jumps of the process, while waiting times between jumps are considered as…

Data Analysis, Statistics and Probability · Physics 2016-12-16 Tomasz Gubiec , Ryszard Kutner

Network systems can exhibit memory effects in which the interactions between different pairs of nodes adapt in time, leading to the emergence of preferred connections, patterns, and sub-networks. To a first approximation, this memory can be…

Disordered Systems and Neural Networks · Physics 2024-11-12 Gianmarco Zanardi , Paolo Bettotti , Jules Morand , Lorenzo Pavesi , Luca Tubiana

Since its introduction, some sixty years ago, the Montroll-Weiss continuous time random walk has found numerous applications due its ease of use and ability to describe both regular and anomalous diffusion. Yet, despite its broad…

Statistical Mechanics · Physics 2023-09-14 Maxence Arutkin , Shlomi Reuveni

Consider a random medium consisting of points randomly distributed so that there is no correlation among the distances. This is the random link model, which is the high dimensionality limit (mean field approximation) for the euclidean…

Statistical Mechanics · Physics 2009-10-20 Cesar Augusto Sangaletti Tercariol , Alexandre Souto Martinez

The motion of self-propelled particles is modeled as a persistent random walk. An analytical framework is developed that allows the derivation of exact expressions for the time evolution of arbitrary moments of the persistent walk's…

Soft Condensed Matter · Physics 2015-07-28 Zeinab Sadjadi , M. Reza Shaebani , Heiko Rieger , Ludger Santen

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

We consider a walker that at each step keeps the same direction with a probabilitythat depends on the time already spent in the direction the walker is currently moving. In this paper, we study some asymptotic properties of this persistent…

Probability · Mathematics 2015-09-15 Peggy Cénac , Basile De Loynes , Arnaud Le Ny , Yoann Offret

Transformers have proven highly effective across various applications, especially in handling sequential data such as natural languages and time series. However, transformer models often lack clear interpretability, and the success of…

Machine Learning · Computer Science 2025-12-01 Wei Shi , Yuan Cao