Related papers: Closed-form solutions for continuous time random w…
We present the path integral formulation of a broad class of generalized diffusion processes. Employing the path integral we derive exact expressions for the path probability densities and joint probability distributions for the class of…
Based on the Langevin description of the Continuous Time Random Walk (CTRW), we consider a generalization of CTRW in which the waiting times between the subsequent jumps are correlated. We discuss the cases of exponential and slowly…
The usual development of the continuous time random walk (CTRW) assumes that jumps and time intervals are a two-dimensional set of independent and identically distributed random variables. In this paper we address the theoretical setting of…
It is proved that the distributions of scaling limits of Continuous Time Random Walks (CTRWs) solve integro-differential equations akin to Fokker-Planck Equations for diffusion processes. In contrast to previous such results, it is not…
Random walk sampling methods have been widely used in graph sampling in recent years, while it has bias towards higher degree nodes in the sample. To overcome this deficiency, classical methods such as MHRW design weighted walking by…
Brownian motion is a well-known model for normal diffusion, but not all physical phenomena behave according to a Brownian motion. Many phenomena exhibit irregular diffusive behavior, called anomalous diffusion. Examples of anomalous…
The standard diffusion processes are known to be obtained as the limits of appropriate random walks. These prelimiting random walks can be quite different however. The diffusion coefficient can be made responsible for the size of jumps or…
The fractional diffusion equation is derived from the master equation of continuous-time random walks (CTRWs) via a straightforward application of the Gnedenko-Kolmogorov limit theorem. The Cauchy problem for the fractional diffusion…
Reinforced random walks (RRWs), including vertex-reinforced random walks (VRRWs) and edge-reinforced random walks (ERRWs), model random walks where the transition probabilities evolve based on prior visitation history~\cite{mgr, fmk,…
The single particle Green's function provides valuable information on the momentum and energy-resolved spectral properties for a strongly correlated system. In large-scale numerical calculations using quantum Monte Carlo (QMC), dynamical…
Random walks in random environments (RWRE) model transport in quenched disorder, incorporating spatial heterogeneity, trapping, random drift, and random geometry. This paper summarizes discrete and continuous time formulations, identifies…
What is the most efficient search strategy for the random located target sites subject to the physical and biological constraints? Previous results suggested the L\'evy flight is the best option to characterize this optimal problem,…
We introduce a discrete-time random walk model on a one-dimensional lattice with a nonconstant sojourn time and prove that the discrete density converges to a solution of a continuum diffusion equation. Our random walk model is not…
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 define a correlated random walk (CRW) induced from the time evolution matrix (the Grover matrix) of the Grover walk on a graph $G$, and present a formula for the characteristic polynomial of the transition probability matrix of this CRW…
We study a symmetric random walk (RW) in one spatial dimension in environment, formed by several zones of finite width, where the probability of transition between two neighboring points and corresponding diffusion coefficient are…
We consider the problem of determining the arrival statistics of unbiased planar random walkers to complex target configurations. In contrast to problems posed in finite domains, simple moments of the distribution, such as the mean (MFPT)…
We consider the Beta polymer, an exactly solvable model of directed polymer on the square lattice, introduced by Barraquand and Corwin. We study the statistical properties of its point to point partition sum. The problem is equivalent to a…
The inhomogenous time-fractional telegraph equation with Caputo derevatives with constant coefficients is considered. For considered equation the general representation of regular solution in rectangular domain is obtained, and the…
The three-dimensional (3D) Fick's diffusion equation and fractional diffusion equation are solved for different reflecting boundaries. We use the continuous time random walk model (CTRW) to investigate the time averaged mean square…