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Related papers: From quantum master equation to random walk

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A quantum master equation of the Lindblad form is obtained in this paper by considering the spontaneous wave-packet reduction. Different classical equations can be derived after exactly mapping such a quantum master equation to a continuous…

Quantum Physics · Physics 2007-05-23 C. F. Huang

Continuous-time random walks (CTRW) play important role in understanding of a wide range of phenomena. However, most theoretical studies of these models concentrate only on stationary-state dynamics. We present a new theoretical approach,…

Statistical Mechanics · Physics 2015-05-14 Anatoly B. Kolomeisky

A detailed study is presented for a large class of uncoupled continuous-time random walks (CTRWs). The master equation is solved for the Mittag-Leffler survival probability. The properly scaled diffusive limit of the master equation is…

Disordered Systems and Neural Networks · Physics 2009-11-10 Enrico Scalas , Rudolf Gorenflo , Francesco Mainardi

We study a general continuous-time random walk (CTRW), by including non-Markovian cases and L\'evy flights, under complete stochastic resetting to the initial position with an arbitrary law, which can be power-lawed as well as Poissonian.…

Statistical Mechanics · Physics 2025-07-11 Fausto Colantoni , Gianni Pagnini

The well-scaled transition to the diffusion limit in the framework of the theory of continuous-time random walk (CTRW)is presented starting from its representation as an infinite series that points out the subordinated character of the CTRW…

Statistical Mechanics · Physics 2015-06-25 Rudolf Gorenflo , Francesco Mainardi , Alessandro Vivoli

In this paper we study controlled continuous time random walks (CTRWs) and heuristically derive pay-off function dynamic programming (DP) equations which turn in the limit of standard scaling to fractional Hamilton Jacobi Bellman type…

Optimization and Control · Mathematics 2012-04-05 V. Kolokoltsov , M. Veretennikova

Initially developed in the framework of quantum stochastic calculus, the main equations of quantum stochastic filtering were later on derived as the limits of Markov models of discrete measurements under appropriate scaling. In many…

Mathematical Physics · Physics 2020-08-18 Vassili N. Kolokoltsov

One can view quantum mechanics as a generalization of classical probability theory that provides for pairwise interference among alternatives. Adopting this perspective, we ``quantize'' the classical random walk by finding, subject to a…

General Relativity and Quantum Cosmology · Physics 2009-11-10 Xavier Martin , Denjoe O'Connor , R. D. Sorkin

A novel version of the Continuous-Time Random Walk (CTRW) model with memory is developed. This memory means the dependence between arbitrary number of successive jumps of the process, while waiting times between jumps are considered as…

Data Analysis, Statistics and Probability · Physics 2016-12-16 Tomasz Gubiec , Ryszard Kutner

A continuous time random walk (CTRW) is a random walk in which both spatial changes represented by jumps and waiting times between the jumps are random. The CTRW is coupled if a jump and its preceding or following waiting time are dependent…

Probability · Mathematics 2016-03-14 Adam Barczyk , Peter Kern

Recent findings suggest that processes such as the electronic energy transfer through the photosynthetic antenna display quantal features, aspects known from the dynamics of charge carriers along polymer backbones. Hence, in modeling energy…

Quantum Physics · Physics 2015-05-13 Elena Agliari , Oliver Muelken , Alexander Blumen

Continuous time random walks (CTRWs) are versatile models for anomalous diffusion processes that have found widespread application in the quantitative sciences. Their scaling limits are typically non-Markovian, and the computation of their…

Probability · Mathematics 2014-07-25 Mark M. Meerschaert , Peter Straka

We introduce the quantum stochastic walk (QSW), which determines the evolution of generalized quantum mechanical walk on a graph that obeys a quantum stochastic equation of motion. Using an axiomatic approach, we specify the rules for all…

Quantum Physics · Physics 2011-02-09 César A. Rodríguez-Rosario , James D. Whitfield , Alán Aspuru-Guzik

Algebraic random walks (ARW) and quantum mechanical random walks (QRW) are investigated and related. Based on minimal data provided by the underlying bialgebras of functions defined on e. g the real line R, the abelian finite group Z_N, and…

Quantum Physics · Physics 2007-05-23 Demosthenes Ellinas

Subordinating a random walk to a renewal process yields a continuous time random walk (CTRW) model for diffusion, including the possibility of anomalous diffusion. Transition densities of scaling limits of power law CTRWs have been shown to…

Probability · Mathematics 2010-05-14 Peter Straka , Bruce Ian Henry

Quantum random walks (QRWs) are random processes in which the resulting probability density of the "walker" state, whose movement is governed by a "coin" state, is described in a non-classical manner. Previously, Q-plates have been used to…

Quantum walk (QW), which is considered as the quantum counterpart of the classical random walk (CRW), is actually the quantum extension of CRW from the single-coin interpretation. The sequential unitary evolution engenders correlation…

Quantum Physics · Physics 2020-03-11 Jin-Fu Chen , Yu-Han Ma , Chang-Pu Sun

The usual development of the continuous-time random walk (CTRW) proceeds by assuming that the present is one of the jumping times. Under this restrictive assumption integral equations for the propagator and mean escape times have been…

Statistical Finance · Quantitative Finance 2009-07-17 Javier Villarroel , Miquel Montero

Some specific features and extensions of the continuous time random walk (CTRW) approach are analyzed in detail within the Markovian representation (MR) and CTRW-based non-Markovian stochastic Liouville equation (SLE). In the MR CTRW…

Statistical Mechanics · Physics 2009-11-13 A. I. Shushin

We prove a scaling limit result for random walk on certain random planar maps with its natural time parametrization. In particular, we show that for $\gamma \in (0,2)$, the random walk on the mated-CRT map with parameter $\gamma$ converges…

Probability · Mathematics 2022-08-01 Nathanael Berestycki , Ewain Gwynne
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