Related papers: The Portevin-Le Chatelier effect in the Continuous…

In the frequency domain, the nearly constant loss, is characterized by a slope 1 in log of the real part of the electrical conductivity vs log frequency plots. It can be explained by an anomalous diffusion, defined by a random walk with the…

We present the first manifestation of a Parrondo's effect in a continuous-time quantum walk (CTQW). In our protocol we consider a CTQW in the presence of time-dependent transition defect. Our results show that the alternation between…

In a continuous time random walk (CTRW), each random jump follows a random waiting time. CTRW scaling limits are time-changed processes that model anomalous diffusion. The outer process describes particle jumps, and the non-Markovian inner…

We prove an invariance principle for continuous-time random walks in a dynamically averaging environment on $\mathbb Z$. In the beginning, the conductances may fluctuate substantially, but we assume that as time proceeds, the fluctuations…

The ensemble properties and time-averaged observables of a memory-induced diffusive-superdiffusive transition are studied. The model consists in a random walker whose transitions in a given direction depend on a weighted linear combination…

The Levy Walk is the process with continuous sample paths which arises from consecutive linear motions of i.i.d. lengths with i.i.d. directions. Assuming speed 1 and motions in the domain of beta-stable attraction, we prove functional limit…

In this paper we consider the argmin process of random walks and L\'evy processes. We prove that they enjoy the Markov property, and provide their transition kernels in some special cases.

As a model of market price, we introduce a new type of random walk in a moving potential which is approximated by a quadratic function with its center given by the moving average of its own trace. The properties of resulting random walks…

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…

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…

The phenomenology of turbulent relative dispersion is revisited. A heuristic scenario is proposed, in which pairs of tracers undergo a succession of independent ballistic separations during time intervals whose lengths fluctuate. This…

Discrete time random walks, in which a step of random sign but constant length $\delta x$ is performed after each time interval $\delta t$, are widely used models for stochastic processes. In the case of a correlated random walk, the next…

We propose an analytical method to determine the shape of density profiles in the asymptotic long time limit for a broad class of coupled continuous time random walks which operate in the ballistic regime. In particular, we show that…

The random walk in Dirichlet environment is a random walk in random environment where the transition probabilities are independent Dirichlet random variables. This random walk exhibits a property of statistical invariance by time-reversal…

The Levy walk in which the frequency of occurrence of step lengths follows a power-law distribution, can be observed in the migratory behavior of organisms at various levels. Levy walks with power exponents close to 2 are observed, and the…

Representations based on random walks can exploit discrete data distributions for clustering and classification. We extend such representations from discrete to continuous distributions. Transition probabilities are now calculated using a…

We study discrete-time quantum walks on a half line by means of spectral analysis. Cantero et al. [1] showed that the CMV matrix, which gives a recurrence relation for the orthogonal Laurent polynomials on the unit circle [2], expresses the…

We introduce a persistent random walk model with finite velocity and self-reinforcing directionality, which explains how exponentially distributed runs self-organize into truncated L\'evy walks observed in active intracellular transport by…

In many physical, social or economical phenomena we observe changes of a studied quantity only in discrete, irregularly distributed points in time. The stochastic process used by physicists to describe this kind of variables is the…

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…