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Standard continuous time random walk (CTRW) models are renewal processes in the sense that at each jump a new, independent pair of jump length and waiting time are chosen. Globally, anomalous diffusion emerges through action of the…

Statistical Mechanics · Physics 2015-06-17 Johannes HP Schulz , Aleksei V Chechkin , Ralf Metzler

The propagation of an initially localized perturbation via an interacting many-particle Hamiltonian dynamics is investigated. We argue that the propagation of the perturbation can be captured by the use of a continuous-time random walk…

Statistical Mechanics · Physics 2012-09-11 V. Zaburdaev , S. Denisov , P. Hanggi

The position density of a "particle" performing a continuous-time quantum walk on the integer lattice, viewed on length scales inversely proportional to the time t, converges (as t tends to infinity) to a probability distribution that…

Quantum Physics · Physics 2013-05-29 Alex D. Gottlieb

A Levy walk is a non-Markovian stochastic process in which the elementary steps of the walker consist of motion with constant speed in randomly chosen directions and for a random period of time. The time of flight is chosen from a…

Statistical Mechanics · Physics 2013-08-27 Abhishek Dhar , Keiji Saito

Local time of a stochastic process quantifies the amount of time that sample trajectories $x(\tau)$ spend in the vicinity of an arbitrary point $x$. For a generic Hamiltonian, we employ the phase-space path-integral representation of random…

Mathematical Physics · Physics 2017-05-31 Vaclav Zatloukal

This article considers the statistical properties of L\'evy walks possessing a regular long-term linear scaling of the mean square displacement with time, for which the conditions of the classical Central Limit Theorem apply.…

Statistical Mechanics · Physics 2022-12-07 Massimiliano Giona , Andrea Cairoli , Rainer Klages

We investigate the dynamics of a particle executing a general Continuous Time Random Walk (CTRW) in three dimensions under the influence of arbitrary time-varying external fields. Contrary to the general approach in recent works, our method…

Statistical Mechanics · Physics 2011-12-15 Shovan Dutta , Subhankar Ray , J. Shamanna

In this paper continuous time random walk models approximating fractional space-time diffusion processes are studied. Stochastic processes associated with the considered equations represent time-changed processes, where the time-change…

Probability · Mathematics 2014-09-16 Sabir Umarov

In this paper, we consider a spectral analysis of the Correlated Random Walk (CRW) on the path. We apply an analytical method for the Quantum Walk to CRW. For the isospectral coin cases, we obtain all of the eigenvalues and the…

Probability · Mathematics 2023-11-01 Yusuke Ide , Akihiro Narimatsu

Motivated by various recent experimental findings, we propose a dynamical model of intermittently self-propelled particles: active particles that recurrently switch between two modes of motion, namely an active run-state and a turn state,…

Soft Condensed Matter · Physics 2025-10-30 Agniva Datta , Carsten Beta , Robert Großmann

Logarithmic aging phenomena are prevalent in various systems, including electronic materials and biological structures. This study utilizes a generalized continuous time random walk (CTRW) framework to investigate the mechanisms behind the…

Statistical Mechanics · Physics 2024-09-24 Chunyan Li , Haiwen Liu , X. C. Xie

We study the long time statistics of a walker in a hydrodynamic pilot-wave system, which is a stochastic Langevin dynamics with an external potential and memory kernel. While prior experiments and numerical simulations have indicated that…

Probability · Mathematics 2024-11-25 Hung D. Nguyen , Anand U. Oza

We characterise the convergence of a certain class of discrete time Markov processes toward locally Feller processes in terms of convergence of associated operators. The theory of locally Feller processes is applied to L\'evy-type processes…

Probability · Mathematics 2017-09-12 Mihai Gradinaru , Tristan Haugomat

In this paper we define direct product of graphs and give a recipe for obtained probability of observing particle on vertices in the continuous-time classical and quantum random walk. In the recipe, the probability of observing particle on…

Quantum Physics · Physics 2015-05-13 S. Salimi , M. A. Jafarizadeh

Space-time correlation functions constitute a useful instrument from the research toolkit of continuous-media and many-body physics. We adopt here this concept for single-particle random walks and demonstrate that the corresponding…

Statistical Mechanics · Physics 2013-04-30 V. Zaburdaev , S. Denisov , P. Hanggi

The time that waves spend inside 1D random media with the possibility of performing L\'evy walks is experimentally and theoretically studied. The dynamics of quantum and classical wave diffusion has been investigated in canonical disordered…

Disordered Systems and Neural Networks · Physics 2020-12-07 L. A. Razo-López , A. A. Fernández-Marín , J. A. Méndez-Bermúdez , J. Sánchez-Dehesa , V. A. Gopar

We introduce a strategy of navigation in undirected networks, including regular, random, and complex networks, that is inspired by L\'evy random walks, generalizing previous navigation rules. We obtained exact expressions for the stationary…

Statistical Mechanics · Physics 2012-11-22 A. P. Riascos , José L. Mateos

Levy walks define a fundamental concept in random walk theory which allows one to model diffusive spreading that is faster than Brownian motion. They have many applications across different disciplines. However, so far the derivation of a…

Statistical Mechanics · Physics 2016-07-08 J. P. Taylor-King , R. Klages , S. Fedotov , R. A. Van Gorder

Continuous time random walks have been developed as a straightforward generalisation of classical random walk processes. Some 10 years ago, Fogedby introduced a continuous representation of these processes by means of a set of Langevin…

Data Analysis, Statistics and Probability · Physics 2009-11-13 D. Kleinhans , R. Friedrich

We consider a random walk model in a one-dimensional environment, formed by several zones of finite width with the fixed transition probabilities. It is also assumed that the transitions to the left and right neighboring points have unequal…

Statistical Mechanics · Physics 2017-08-18 A. V. Nazarenko , V. Blavatska