English
Related papers

Related papers: Scaling limits of L\'evy walks with random velocit…

200 papers

Among Markovian processes, the hallmark of L\'evy flights is superdiffusion, or faster-than-Brownian dynamics. Here we show that L\'evy laws, as well as Gaussians, can also be the limit distributions of processes with long range memory that…

Statistical Mechanics · Physics 2016-02-10 Denis Boyer , Inti Pineda

Strong anomalous diffusion phenomena are often observed in complex physical and biological systems, which are characterized by the nonlinear spectrum of exponents $q\nu(q)$ by measuring the absolute $q$-th moment $\langle |x|^q\rangle$.…

Statistical Mechanics · Physics 2020-03-20 Xudong Wang , Yao Chen , Weihua Deng

Graph-limit theory focuses on the convergence of sequences of graphs when the number of nodes becomes arbitrarily large. This framework defines a continuous version of graphs allowing for the study of dynamical systems on very large graphs,…

Probability · Mathematics 2020-05-20 Julien Petit , Renaud Lambiotte , Timoteo Carletti

We give a complete and unified description -- under some stability assumptions -- of the functional scaling limits associated with some persistent random walks for which the recurrent or transient type is studied in [1]. As a result, we…

Probability · Mathematics 2016-12-02 Peggy Cénac , Arnaud Le Ny , Basile De Loynes , Yoann Offret

The distribution of the hypervolume $V$ and surface $\partial V$ of convex hulls of (multiple) random walks in higher dimensions are determined numerically, especially containing probabilities far smaller than $P = 10^{-1000}$ to estimate…

Statistical Mechanics · Physics 2017-12-06 Hendrik Schawe , Alexander K. Hartmann , Satya N. Majumdar

In this paper we investigate the asymptotic properties of the wait-first and jump-first L\'evy walk with rest, which is a generalization of standard jump-first and jump-first L\'evy walk that assumes each waiting time in the model is a sum…

Probability · Mathematics 2018-05-28 Marek Teuerle

Wild animals are commonly fitted with trackers that record their position through time, and statistical models for tracking data broadly fall into two categories: models focused on small-scale movement decisions, and models for large-scale…

Applications · Statistics 2025-10-07 Théo Michelot , Ephraim M. Hanks

In this paper we study a sequence of Bouchaud trap models on $\mathbb{Z}$ with drift. We analyze the possible scaling limits for a sequence of walks, where we make the drift decay to 0 as we rescale the walks. Depending on the speed of the…

Probability · Mathematics 2010-11-29 Manuel Cabezas Parra

We propose an analytical method to determine the shape of density profiles in the asymptotic long time limit for a broad class of coupled continuous time random walks which operate in the ballistic regime. In particular, we show that…

Statistical Mechanics · Physics 2015-06-23 D. Froemberg , M. Schmiedeberg , E. Barkai , V. Zaburdaev

L\'{e}vy walks are a particular type of continuous-time random walks which results in a super-diffusive spreading of an initially localized packet. The original one-dimensional model has a simple schematization that is based on starting a…

Statistical Mechanics · Physics 2022-01-05 Yurii Bystrik , Sergey Denisov

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

The L\'evy walk model is a stochastic framework of enhanced diffusion with many applications in physics and biology. Here we investigate the time averaged mean squared displacement $\bar{\delta^2}$ often used to analyze single particle…

Statistical Mechanics · Physics 2014-06-03 Daniela Froemberg , Eli Barkai

We review recent advances on the record statistics of strongly correlated time series, whose entries denote the positions of a random walk or a L\'evy flight on a line. After a brief survey of the theory of records for independent and…

Statistical Mechanics · Physics 2017-07-21 Claude Godreche , Satya N. Majumdar , Gregory Schehr

We study Markovian continuous-time random walk models for L\'evy flights and we show an example in which the convergence to stable densities is not guaranteed when jumps follow a bi-modal power-law distribution that is equal to zero in…

Statistical Mechanics · Physics 2021-03-15 Gianni Pagnini , Silvia Vitali

The Levy-flight dynamics can stem from simple random walks in a system whose operational time (number of steps n) typically grows superlinearly with physical time t. Thus, this processes is a kind of continuous-time random walks (CTRW),…

Statistical Mechanics · Physics 2009-10-31 I. M. Sokolov

L\'evy walks are random walk processes whose step-lengths follow a long-tailed power-law distribution. Due to their abundance as movement patterns of biological organisms, significant theoretical efforts have been devoted to identifying the…

Data Structures and Algorithms · Computer Science 2021-07-23 Brieuc Guinard , Amos Korman

Optical tweezers setup is often used to probe the motion of individual tracer particle, which promotes the study of relaxation dynamics of a generic process confined in a harmonic potential. We uncover the dependence of ensemble- and…

Statistical Mechanics · Physics 2020-04-15 Xudong Wang , Yao Chen , Weihua Deng

We consider a one-dimensional random walk among biased i.i.d. conductances, in the case where the random walk is transient but sub-ballistic: this occurs when the conductances have a heavy-tail at $+\infty$ or at $0$. We prove that the…

Probability · Mathematics 2019-04-16 Quentin Berger , Michele Salvi

We derive subexponential tail asymptotics for the distribution of the maximum of a compound renewal process with linear component and of a L\'evy process, both with negative drift, over random time horizon $\tau$ that does not depend on the…

Probability · Mathematics 2024-10-07 Sergey Foss , Dmitry Korshunov , Zbigniew Palmowski

The problem of sums of independent, identically distributed random variables with stretched-exponential tails exhibits a dynamical phase transition and has recently reemerged in the context of active transport and condensation phenomena. We…

Statistical Mechanics · Physics 2026-05-11 Alberto Bassanoni , Omer Hamdi