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We investigate the first-passage dynamics of symmetric and asymmetric L\'evy flights in a semi-infinite and bounded intervals. By solving the space-fractional diffusion equation, we analyse the fractional-order moments of the first-passage…

Statistical Mechanics · Physics 2020-08-26 Amin Padash , Aleksei V. Chechkin , Bartłomiej Dybiec , Marcin Magdziarz , Babak Shokri , Ralf Metzler

Random walk has wide applications in many fields, such as machine learning, biology, physics, and chemistry. Random walk can be discrete or continuous in time and space. Asymmetric random walk could be described by drift-diffusion equation.…

Statistical Mechanics · Physics 2024-03-01 Guoxing Lin , Shaokun Zheng

We study the distribution of occupation times for a one-dimensional random walk restricted to a finite interval by reflecting boundary conditions. At short times the classical bimodal distribution due to L\'evy is reproduced with walkers…

Statistical Mechanics · Physics 2022-04-06 Sascha Kaldasch , Andreas Engel

We consider a 1-dimensional Brownian motion whose diffusion coefficient varies when it crosses the origin. We study the long time behavior and we establish different regimes, depending on the variations of the diffusion coefficient:…

Probability · Mathematics 2016-11-28 Nicolas Meunier , Clément Mouhot , Raphaël Roux

A study of persistence dynamics is made for the first time in a quantum system by considering the dynamics of a quantum random walk. For a discrete walk on a line starting at $x=0$ at time $t=0$, the persistence probability $P(x,t)$ that a…

Statistical Mechanics · Physics 2009-08-10 Sanchari Goswami , Parongama Sen

We consider the discrete time unitary dynamics given by a quantum walk on the lattice $\Z^d$ performed by a quantum particle with internal degree of freedom, called coin state, according to the following iterated rule: a unitary update of…

Mathematical Physics · Physics 2015-05-20 Alain Joye

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

Zolotarev proved a duality result that relates stable densities with different indices. In this paper, we show how Zolotarev duality leads to some interesting results on fractional diffusion. Fractional diffusion equations employ fractional…

Probability · Mathematics 2009-12-26 Boris Baeumer , Mark M. Meerschaert , Erkan Nane

A space fractional diffusion-like equation is introduced, which embodies the nonlocality in time, represented by the memory kernel and the non-locality in space. A specific example of the nonlocal term is considered in combination with…

Statistical Mechanics · Physics 2026-01-06 Pece Trajanovski , Irina Petreska , Katarzyna Gorska , Ljupco Kocarev , Trifce Sandev

The L\'evy walk process for the lower interval of the time of flight distribution ($\alpha<1$) and with finite resting time between consecutive flights is discussed. The motion is restricted to a region bounded by two absorbing barriers and…

Statistical Mechanics · Physics 2023-07-19 A. Kamińska , T. Srokowski

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

It has been noticed that when the waiting time distribution exhibits a transition from an intermediate time power law decay to a long-time exponential decay in the continuous time random walk model, a transition from anomalous diffusion to…

Analysis of PDEs · Mathematics 2023-05-23 Zhe Xue , Yuan Zhang , Zhennan Zhou , Min Tang

Stochastic restarting is a strategy of starting anew. Incorporation of the resetting to the random walks can result in the decrease of the mean first passage time, due to the ability to limit unfavorably meandering, sub-optimal…

Statistical Mechanics · Physics 2023-11-08 Karol Capała , Bartłomiej Dybiec

We consider a discrete-time Markovian random walk with resets on a connected undirected network. The resets, in which the walker is relocated to randomly chosen nodes, are governed by an independent discrete-time renewal process. Some nodes…

We investigate the multifractals of the normalized first passage time on one-dimensional small-world network with both reflecting and absorbing barriers. The multifractals is estimated from the distribution of the normalized first passage…

Statistical Mechanics · Physics 2007-05-23 Kyungsik Kim , K. H. Chang , S. M. Yoon , C. Christopher Lee , J. S. Choi

The waiting time distribution has, in recent years, proven to be a useful statistical tool for characterising transport in nanoscale quantum transport. In particular, as opposed to moments of the distribution of transferred charge, which…

Mesoscale and Nanoscale Physics · Physics 2019-03-27 Samuel L. Rudge , Daniel S. Kosov

We investigate the dynamics of a particle executing a general Continuous Time Random Walk (CTRW) in three dimensions under the influence of arbitrary time-varying external fields. Contrary to the general approach in recent works, our method…

Statistical Mechanics · Physics 2011-12-15 Shovan Dutta , Subhankar Ray , J. Shamanna

We consider a fractional counting process with jumps of amplitude $1,2,\ldots,k$, with $k\in \mathbb{N}$, whose probabilities satisfy a suitable system of fractional difference-differential equations. We obtain the moment generating…

Probability · Mathematics 2016-03-10 Antonio Di Crescenzo , Barbara Martinucci , Alessandra Meoli

We consider moments of the return times (or first hitting times) in a discrete time discrete space Markov chain. It is classical that the finiteness of the first moment of a return time of one state implies the finiteness of the first…

Probability · Mathematics 2012-09-03 Frank Aurzada , Hanna Doering , Marcel Ortgiese , Michael Scheutzow

We consider the simple random walk (or P\'olya walk) on the one-dimensional lattice subject to stochastic resetting to the origin with probability $r$ at each time step. The focus is on the joint statistics of the numbers…

Probability · Mathematics 2024-01-04 Claude Godrèche , Jean-Marc Luck
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