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The study of diffusion with preferential returns to places visited in the past has attracted an increased attention in recent years. In these highly non-Markov processes, a standard diffusive particle intermittently resets at a given rate…

Statistical Mechanics · Physics 2024-05-08 Denis Boyer , Satya N. Majumdar

We investigate the role of a time and spin-dependent phase shift on the evolution of one-dimensional discrete-time quantum walks. By employing Floquet engineering, a time and spin-dependent phase shift ($\phi$) is imprinted onto the…

Quantum Physics · Physics 2021-10-04 Muhammad Sajid , Qurat ul Ain , Hanifa Qureshi , Tulva Tayyeba

The first return time (FRT) is the time it takes a random walker to first return to its original site, and the global first passage time (GFPT) is the first passage time for a random walker to move from a randomly selected site to a given…

Statistical Mechanics · Physics 2018-09-10 Junhao Peng , Guoai Xu , Renxiang Shao , Lin Chen , H. Eugene Stanley

We investigate a class of diffusion-controlled reactions that are initiated at the time instance when a prescribed number $K$ among $N$ particles independently diffusing in a solvent are simultaneously bound to a target region. In the…

Chemical Physics · Physics 2023-10-17 Denis S. Grebenkov , Aanjaneya Kumar

We introduce a general approach for the study of the collective dynamics of non-interacting random walkers on connected networks. We analyze the movement of $R$ independent (Markovian) walkers, each defined by its own transition matrix. By…

Statistical Mechanics · Physics 2021-04-20 Alejandro P. Riascos , David P. Sanders

We consider a random walker on a ring, subjected to resetting at Poisson-distributed times to the initial position (the walker takes the shortest path along the ring to the initial position at resetting times). In the case of a Brownian…

Statistical Mechanics · Physics 2022-03-30 Pascal Grange

A possible mechanism leading to anomalous diffusion is the presence of long-range correlations in time between the displacements of the particles. Fractional Brownian motion, a non-Markovian self-similar Gaussian process with stationary…

Statistical Mechanics · Physics 2019-04-03 Alexander H O Wada , Alex Warhover , Thomas Vojta

Many transport processes in ecology, physics and biochemistry can be described by the average time to first find a site or exit a region, starting from an initial position. Typical mathematical treatments are based on formulations that…

Analysis of PDEs · Mathematics 2025-01-16 Thomas Hillen , Maria R. D'Orsogna , Jacob C. Mantooth , Alan E. Lindsay

We consider a discrete-time continuous-space random walk, with a symmetric jump distribution, under stochastic resetting. Associated with the random walker are cost functions for jumps and resets, and we calculate the distribution of the…

Statistical Mechanics · Physics 2025-09-30 John C. Sunil , Richard A. Blythe , Martin R. Evans , Satya N. Majumdar

We consider a Brownian particle diffusing in a one dimensional interval with absorbing end points. We study the ramifications when such motion is interrupted and restarted from the same initial configuration. We provide a comprehensive…

Statistical Mechanics · Physics 2019-04-01 Arnab Pal , V. V. Prasad

We investigate how confinement may drastically change both the probability density of the first-encounter time and the related survival probability in the case of two diffusing particles. To obtain analytical insights into this problem, we…

Statistical Mechanics · Physics 2020-09-16 F. Le Vot , S. B. Yuste , E. Abad , D. S. Grebenkov

Evaluating the completion time of a random algorithm or a running stochastic process is a valuable tip not only from a purely theoretical, but also pragmatic point of view. In the formal sense, this kind of a task is specified in terms of…

Statistical Mechanics · Physics 2022-11-24 Przemyslaw Chelminiak

Stochastic resets have lately emerged as a mechanism able to generate finite equilibrium mean square displacement (MSD) when they are applied to diffusive motion. Furthermore, walkers with an infinite mean first arrival time (MFAT) to a…

Statistical Mechanics · Physics 2019-02-06 Axel Masó-Puigdellosas , Daniel Campos , Vicenç Méndez

Motivated by a connection to the infinite Ginibre point process, decoupled random walks were introduced in a recent article Alsmeyer, Iksanov and Kabluchko (2025). The decoupled random walk is a sequence of independent random variables, in…

Probability · Mathematics 2026-01-07 Alexander Iksanov , Zakhar Kabluchko , Vitali Wachtel

We study the long-time behavior of the probability density associated with the decoupled continuous-time random walk which is characterized by a superheavy-tailed distribution of waiting times. It is shown that if the random walk is…

Statistical Mechanics · Physics 2011-05-02 S. I. Denisov , H. Kantz

We investigate an intermittent stochastic process in which the diffusive motion with time-dependent diffusion coefficient $D(t) \sim t^{\alpha -1}$ with $\alpha > 0$ (scaled Brownian motion) is stochastically reset to its initial position,…

Statistical Mechanics · Physics 2019-07-24 Anna S. Bodrova , Aleksei V. Chechkin , Igor M. Sokolov

We consider a random walker whose motion is tethered around a focal point. We use two models that exhibit the same spatial dependence in the steady state but widely different dynamics. In one case, the walker is subject to a deterministic…

Statistical Mechanics · Physics 2019-01-11 Luca Giuggioli , Shamik Gupta , Matt Chase

First-passage properties are central to the kinetics of target-search processes. Theoretical approaches so far primarily focused on predicting first-passage statistics for a given process or model. In practice, however, one faces the…

Statistical Mechanics · Physics 2025-01-08 Rick Bebon , Aljaz Godec

In this paper, we reveal the branching structure for a non-homogeneous random walk with bounded jumps. The ladder time $T_1,$ the first hitting time of $[1,\infty)$ by the walk starting from $0,$ could be expressed in terms of a…

Probability · Mathematics 2010-12-06 Wenming Hong , Huaming Wang

In this paper, we consider a stochastic process that may experience random reset events which relocate the system to its starting position. We focus our attention on a one-dimensional, monotonic continuous-time random walk with a constant…

Mathematical Physics · Physics 2017-10-11 Miquel Montero , Axel Masó-Puigdellosas , Javier Villarroel
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