Related papers: Asymmetric Anomalous Diffusion: an Efficient Way t…
Volcanic seismicity at Mt. Etna is studied. It is found that the associated stochastic process exhibits a subdiffusive phenomenon. The jump probability distribution well obeys an exponential law, whereas the waiting-time distribution…
A notorious problem in queueing theory is to compute the worst possible performance of the GI/G/1 queue under mean-dispersion constraints for the interarrival and service time distributions. We address this extremal queue problem by…
This paper investigates the performance of diffusion models for video anomaly detection (VAD) within the most challenging but also the most operational scenario in which the data annotations are not used. As being sparse, diverse,…
We consider a continuous random walk model for describing normal as well as anomalous diffusion of particles subjected to an external force when these particles diffuse in a uniformly expanding (or contracting) medium. A general equation…
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…
According to a theorem of S. Schumacher, for a diffusion X in an environment determined by a stable process that belongs to an appropriate class and has index a, it holds that X_t/(log t)^a converges in distribution, as t goes to infinity,…
The Mean Square Displacement is a central tool in the analysis of Single Particle Tracking experiments, shedding light on various biophysical phenomena. Frequently, parameters are extracted by performing time-averages on single particle…
Countless systems in biology, physics, and finance undergo diffusive dynamics. Many of these systems, including biomolecules inside cells, active matter systems and foraging animals, exhibit anomalous dynamics where the growth of the mean…
We show that the occurrence of chaotic diffusion in a typical class of time-delayed systems with linear instantaneous and nonlinear delayed term can be well described by an anti-persistent random walk. We numerically investigate the…
An analytical soluble model based on a Continuous Time Random Walk (CTRW) scheme for the adsorption-desorption processes at interfaces, called bulk-mediated surface diffusion, is presented. The time evolution of the effective probability…
We formulate a scaling theory for the long-time diffusive motion in a space occluded by a high density of moving obstacles in dimensions 1, 2 and 3. Our tracers diffuse anomalously over many decades in time, before reaching a diffusive…
Expanding medium is very common in many different fields, such as biology and cosmology. It brings a nonnegligible influence on particle's diffusion, which is quite different from the effect of an external force field. The dynamic mechanism…
This paper concerns with the time-reversal characteristics of intrinsic normal diffusion in quantum systems. Time-reversible properties are quantified by the time-reversal test; the system evolved in the forward direction for a certain…
Diffusion processes are studied theoretically for the case where the diffusion coefficient is itself a time and position dependent random function. We investigate how inhomogeneities and fluctuations of the diffusion coefficient affect the…
We show through intensive simulations that the paradigmatic features of anomalous diffusion are indeed the features of a (continuous-time) random walk driven by two different Markovian hopping-trap mechanisms. If $p \in (0,1/2)$ and $1-p$…
Voter models are well known in the interdisciplinary community, yet they haven't been studied from the perspective of anomalous diffusion. In this paper we show that the original voter model exhibits ballistic regime. Non-linear…
The methods currently used to determine the scaling exponent of a complex dynamic process described by a time series are based on the numerical evaluation of variance. This means that all of them can be safely applied only to the case where…
Bias plays an important role in the enhancement of diffusion in periodic potentials. Using the continuous-time random walk in the presence of a bias, we provide a novel mechanism for the enhancement of diffusion in a random energy…
We study the large space and time scale behavior of a totally asymmetric, nearest-neighbor exclusion process in one dimension with random jump rates attached to the particles. When slow particles are sufficiently rare the system has a phase…
We consider a decision maker who must choose an action in order to maximize a reward function that depends also on an unknown parameter {\Theta}. The decision maker can delay taking the action in order to experiment and gather additional…