Related papers: Stochastic Ergodicity Breaking: a Random Walk Appr…
We study financial distributions within the framework of the continuous time random walk (CTRW). We review earlier approaches and present new results related to overnight effects as well as the generalization of the formalism which embodies…
We review various features of the statistics of random paths on graphs. The relationship between path statistics and Quantum Mechanics (QM) leads to two canonical ways of defining random walk on a graph, which have different statistics and…
Phase transitions with spontaneous symmetry breaking are expected for group field theories as a basic feature of the geometogenesis scenario. The following paper aims to investigate the equilibrium phase for group field theory by using the…
The Rosenzweig-Porter model is a one-parameter family of random matrices with three different phases: ergodic, extended non-ergodic and localized. We characterize numerically each of these phases and the transitions between them. We focus…
We prove a general result that if a Metropolis--Hastings algorithm has a proposal that is not geometrically ergodic and the acceptance rate approaches unity at a suitable rate as the state variable becomes large, then the Metropolised chain…
The patterns of motion of mobile agents has received recently wide attention in the literature. There is a number of recent studies centered around the motion behavior of many agents ranging from albatrosses to human beings. Special…
In high-frequency financial data not only returns, but also waiting times between consecutive trades are random variables. Therefore, it is possible to apply continuous-time random walks (CTRWs) as phenomenological models of the…
In arXiv:1609.05666v1 [math.PR] a functional limit theorem was proved. It states that symmetric processes associated with resistance metric measure spaces converge when the underlying spaces converge with respect to the…
Levy flights were introduced through the mathematical research of the algebra or random variables with infinite moments. Mandelbrot recognized that the Levy flight prescription had a deep connection to scale-invariant fractal random walk…
We present results relating mixing times to the intersection time of branching random walk (BRW) in which the logarithm of the expected number of particles grows at rate of the spectral-gap $\mathrm{gap}$ . This is a finite state space…
We introduce a class of discrete random walk model driven by global memory effects. At any time the right-left transitions depend on the whole previous history of the walker, being defined by an urn-like memory mechanism. The characteristic…
We focus on the study of dynamics of two kinds of random walk: generic random walk (GRW) and maximal entropy random walk (MERW) on two model networks: Cayley trees and ladder graphs. The stationary probability distribution for MERW is given…
We consider the continuous time random walk model (CTRW) of tracer's motion in porous medium flows based on the experimentally determined distributions of pore velocity and pore size reported in Holzner et al. Phys. Rev. E 92, 013015…
A finite ergodic Markov chain is said to exhibit cutoff if its distance to stationarity remains close to 1 over a certain number of iterations and then abruptly drops to near 0 on a much shorter time scale. Discovered in the context of card…
We study quantitative asymptotics of planar random walks that are spatially non-homogeneous but whose mean drifts have some regularity. Specifically, we study the first exit time $\tau_\alpha$ from a wedge with apex at the origin and…
Random walks (RWs) are fundamental stochastic processes with applications across physics, computer science, and information processing. A recent extension, the laser chaos decision-maker, employs chaotic time series from semiconductor…
Applied to statistical physics models, the random cost algorithm enforces a Random Walk (RW) in energy (or possibly other thermodynamic quantities). The dynamics of this procedure is distinct from fixed weight updates. The probability for a…
Gravity driven flows such as in hoppers and silos are susceptible to clogging due to the formation of arches at the exit whose failure is the key to re-initiation of flow. In vibrated hoppers, clog durations exhibit a broad distribution,…
A continuous-time random walk in the quarter plane with homogeneous transition rates is considered. Given a non-negative reward function on the state space, we are interested in the expected stationary performance. Since a direct derivation…
In this issue we demonstrate the very inspiring role of the continuous-time random walk (CTRW) formalism and its numerous modifications thanks to their flexibility and various applications as well its promising perspectives in different…