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Continuous-time random walks offer powerful coarse-grained descriptions of transport processes. We here microscopically derive such a model for a Brownian particle diffusing in a deep periodic potential. We determine both the waiting-time…

Statistical Mechanics · Physics 2019-08-21 Andreas Dechant , Farina Kindermann , Artur Widera , Eric Lutz

We give a lower bound for the non-collision probability up to a long time T in a system of n independent random walks with fixed obstacles on the two-dimensional lattice. By `collision' we mean collision between the random walks as well as…

Probability · Mathematics 2007-05-23 A. Gaudilliere

Discrete-time quantum walks, quantum generalizations of classical random walks, provide a framework for quantum information processing, quantum algorithms and quantum simulation of condensed matter systems. The key property of quantum…

Quantum Physics · Physics 2023-06-07 Rostislav Duda , Moein N. Ivaki , Isac Sahlberg , Kim Pöyhönen , Teemu Ojanen

We introduce a new universality class of one-dimensional iteration model giving rise to self-similar motion, in which the Feigenbaum constants are generalized as self-similar rates and can be predetermined. The curves of the mean-square…

Statistical Mechanics · Physics 2010-05-06 Zhifu Huang , Guozhen Su , Qiuping A Wang , Jincan Chen

We consider random walks (RWs) and self-avoiding walks (SAWs) on disordered lattices directly at the percolation threshold. Applying numerical simulations, we study the scaling behavior of the models on the incipient percolation cluster in…

Disordered Systems and Neural Networks · Physics 2009-11-13 Viktoria Blavatska , Wolfhard Janke

Continuous time random walks and Langevin equations are two classes of stochastic models for describing the dynamics of particles in the natural world. While some of the processes can be conveniently characterized by both of them, more…

Statistical Mechanics · Physics 2019-01-28 Xudong Wang , Yao Chen , Weihua Deng

We study the asymptotic behaviour of a $d$-dimensional self-interacting random walk $X_n$ ($n = 1,2,...$) which is repelled or attracted by the centre of mass $G_n = n^{-1} \sum_{i=1}^n X_i$ of its previous trajectory. The walk's trajectory…

Probability · Mathematics 2011-06-21 Francis Comets , Mikhail V. Menshikov , Stanislav Volkov , Andrew R. Wade

We revise the encounter-based approach to imperfect diffusion-controlled reactions, which employs the statistics of encounters between a diffusing particle and the reactive region to implement surface reactions. We extend this approach to…

Statistical Mechanics · Physics 2023-10-03 Denis S. Grebenkov

We introduce a persistent random walk model for the stochastic transport of particles involving self-reinforcement and a rest state with Mittag-Leffler distributed residence times. The model involves a system of hyperbolic partial…

Statistical Mechanics · Physics 2021-11-16 Daniel Han , Dmitri V. Alexandrov , Anna Gavrilova , Sergei Fedotov

A proof is provided of a strong law of large numbers for a one-dimensional random walk in a dynamic random environment given by a supercritical contact process in equilibrium. The proof is based on a coupling argument that traces the…

Probability · Mathematics 2013-03-27 Frank den Hollander , Renato dos Santos

The comb model is a simplified description for anomalous diffusion under geometric constraints. It represents particles spreading out in a two-dimensional space where the motions in the x-direction are allowed only when the y coordinate of…

Computational Physics · Physics 2015-07-21 H. V. Ribeiro , A. A. Tateishi , L. G. A. Alves , R. S. Zola , E. K. Lenzi

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

Given any $\gamma>0$ and for $\eta=\{\eta_v\}_{v\in \mathbb Z^2}$ denoting a sample of the two-dimensional discrete Gaussian free field on $\mathbb Z^2$ pinned at the origin, we consider the random walk on~$\mathbb Z^2$ among random…

Probability · Mathematics 2020-01-28 Marek Biskup , Jian Ding , Subhajit Goswami

In this paper, we study the dynamics of a random walker diffusing on a disordered one-dimensional lattice with random trappings. The distribution of escape probabilities is computed exactly for any strength of the disorder. These…

Statistical Mechanics · Physics 2016-08-31 Clement Sire

Attributing a positive value \tau_x to each x in Z^d, we investigate a nearest-neighbour random walk which is reversible for the measure with weights (\tau_x), often known as "Bouchaud's trap model". We assume that these weights are…

Probability · Mathematics 2015-05-18 Jean-Christophe Mourrat

Experimental studies of the diffusion of biomolecules in the environment of biological cells are routinely confronted with multiple sources of stochasticity, whose identification renders the detailed data analysis of single molecule…

Statistical Mechanics · Physics 2015-06-15 Jae-Hyung Jeon , Eli Barkai , R. Metzler

We construct a continuous-time non-commutative random walk on $U(\mathfrak{gl}_N)$ with dilation maps $U(\mathfrak{gl}_N)\rightarrow L^2(U(N))^{\otimes\infty}$. This is an analog of a continuous-time non-commutative random walk on the group…

Representation Theory · Mathematics 2016-12-20 Jeffrey Kuan

We study the persistence probability for some discrete-time, time-reversible processes. In particular, we deduce the persistence exponent in a number of examples: first, we deal with random walks in random sceneries (RWRS) in any dimension…

Probability · Mathematics 2015-02-25 Frank Aurzada , Nadine Guillotin-Plantard

We consider two models of random diffusion in random environment in two dimensions. The first example is the self-repelling Brownian polymer, this describes a diffusion pushed by the negative gradient of its own occupation time measure…

Probability · Mathematics 2010-12-30 Balint Toth , Benedek Valko

Motivated by queueing applications, we consider a certain class of two-dimensional random walks for which their invariant measure is written as a linear combination of a finite number of product-form terms. In this work, we investigate…

Probability · Mathematics 2023-04-18 Ivo J. B. F. Adan , Ioannis Dimitriou
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