Related papers: A multifractal random walk
We develop a continuous time random walk (CTRW) approach for the evolution of Lagrangian velocities in steady heterogeneous flows based on a stochastic relaxation process for the streamwise particle velocities. This approach describes…
The standard diffusion processes are known to be obtained as the limits of appropriate random walks. These prelimiting random walks can be quite different however. The diffusion coefficient can be made responsible for the size of jumps or…
It is a well known fact that subdiffusion equations in terms of fractional derivatives can be obtained from Continuous Time Random Walk (CTRW) models with long-tailed waiting time distributions. Over the last years various authors have…
The damped random walk (DRW) model is increasingly used to model the variability in quasar optical light curves, but it is still uncertain whether the DRW model provides an adequate description of quasar optical variability across all time…
A random walk with echoed steps (RWES) is a process $\{\tilde{S}_n\}_{n\geq1}=\{\tilde{X}_1+\cdots+\tilde{X}_n\}_{n\geq1}$ that inserts memory and echo into an ordinary random walk (ORW) with i.i.d. steps, $X_1+\cdots+X_n$. The RWES is…
We consider random walks, say $W_n=(M_0, M_1,\dots, M_n)$, of length $n$ starting at 0 and based on the martingale sequence $M_k$ with differences $X_m=M_m-M_{m-1}$. Assuming that the differences are bounded, $|X_m|\leq 1$, we solve the…
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…
We study a symmetric random walk (RW) in one spatial dimension in environment, formed by several zones of finite width, where the probability of transition between two neighboring points and corresponding diffusion coefficient are…
Data series generated by complex systems exhibit fluctuations on many time scales and/or broad distributions of the values. In both equilibrium and non-equilibrium situations, the natural fluctuations are often found to follow a scaling…
Random walks are ubiquitous in the sciences, and they are interesting from both theoretical and practical perspectives. They are one of the most fundamental types of stochastic processes; can be used to model numerous phenomena, including…
Vertex-reinforced random walk (VRRW), defined by Pemantle in 1988, is a random process that takes values in the vertex set of a graph G, which is more likely to visit vertices it has visited before. Pemantle and Volkov considered the case…
Random walks on graphs are widely used in all sciences to describe a great variety of phenomena where dynamical random processes are affected by topology. In recent years, relevant mathematical results have been obtained in this field, and…
We study a branching-process random iterated function system (RIFS) defined by a recursive replacement of leaves by finite subtrees at strictly smaller contraction scales. This construction yields a tree-valued, infinite-depth random…
We define a new stochastic process on general simplicial complexes which allows to study their spectral and homological properties. Some results for random walks on graphs are shown to hold in this general setting. As an application, the…
Random walks as well as diffusions in random media are considered. Methods are developed that allow one to establish large deviation results for both the `quenched' and the `averaged' case.
In the present paper, we introduce and analyze elephant random walks (ERWs) on bipartite periodic lattices arising as coverings of dipole graphs. We focus on lattices whose admissible step directions in the two parts of the bipartition are…
This article is a mini-review about electrical current flows in networks from the perspective of statistical physics. We briefly discuss analytical methods to solve the conductance of an arbitrary resistor network. We then turn to basic…
We propose a model of random walks on weighted graphs where the weights are interval valued, and connect it to reversible imprecise Markov chains. While the theory of imprecise Markov chains is now well established, this is a first attempt…
The elephant random walk (ERW) is a microscopic, one-dimensional, discrete-time, non-Markovian random walk, which can lead to anomalous diffusion due to memory effects. In this study, I propose a multi-dimensional generalization in which…
A random walk is known as a random process which describes a path including a succession of random steps in the mathematical space. It has increasingly been popular in various disciplines such as mathematics and computer science.…