Related papers: L\'{e}vy flights in random environments
We report on the emergence of scaling laws in the temporal evolution of the daily closing values of the S\&P 500 index prices and its modeling based on the L\'evy flights in two dimensions (2D). The efficacy of our proposed model is…
The L\'evy, jumping process, defined in terms of the jumping size distribution and the waiting time distribution, is considered. The jumping rate depends on the process value. The fractional diffusion equation, which contains the variable…
We study causality and criticality in a one-dimensional fractional multiscale transverse-field Ising model, where fractional derivatives generate long range interactions beyond the scope of standard power laws. Such fractional responses are…
We consider a system of particles undergoing the branching and annihilating reactions A -> (m+1)A and A + A -> 0, with m even. The particles move via long-range Levy flights, where the probability of moving a distance r decays as…
We consider stochastic systems involving general -- non-Gaussian and asymmetric -- stable processes. The random quantities, either a stochastic force or a waiting time in a random walk process, explicitly depend on the position. A…
We prove a {\it{quenched}} large deviation principle (LDP) for a simple random walk on a supercritical percolation cluster on $\Z^d$, $d\geq 2$.. We take the point of view of the moving particle and first prove a quenched LDP for the…
We study an influence of the quenched extended defects on the critical dynamics of the d=3-dimensional systems with m-component non-conserved order parameter (model A dynamics). Considering defects to be correlated in \epsilon_d dimensions…
We consider the influence of quenched disorder on the relaxational critical dynamics of a system characterized by a non-conserved order parameter coupled to the diffusive dynamics of a conserved scalar density (model C). Disorder leads to…
L\'evy processes are widely used in financial mathematics to model return data. Price processes are then defined as a corresponding geometric L\'evy process, implying the fact that returns are independent. In this paper we propose an…
We study critical spreading dynamics in the two-dimensional contact process (CP) with quenched disorder in the form of random dilution. In the pure model, spreading from a single particle at the critical point $\lambda_c$ is characterized…
Spatially extended chaotic systems with power-law decaying interactions are considered. Two coupled replicas of such systems synchronize to a common spatio-temporal chaotic state above a certain coupling strength. The synchronization…
We consider an Euclidean supersymmetric field theory in $Z^3$ given by a supersymmetric $\Phi^4$ perturbation of an underlying massless Gaussian measure on scalar bosonic and Grassmann fields with covariance the Green's function of a…
We solve a problem of non-convex stochastic optimisation with help of simulated annealing of Levy flights of a variable stability index. The search of the ground state of an unknown potential is non-local due to big jumps of the Levy…
Continuous time random walks and Langevin equations are two classes of stochastic models for describing the dynamics of particles in the natural world. While some of the processes can be conveniently characterized by both of them, more…
We outline a proof, by a rigorous renormalisation group method, that the critical two-point function for continuous-time weakly self-avoiding walk on Z^d decays as |x|^{-(d-2)} in the critical dimension d=4, and also for all d>4.
We study a two-dimensional diffusive motion of a tracer particle in restricted, crowded anisotropic geometries. The underlying medium is the same as in our previous work [J. Chem. Phys. 140, 044706 (2014)] in which standard, gaussian…
We investigate dimensional reduction, the property that the critical behavior of a system in the presence of quenched disorder in dimension d is the same as that of its pure counterpart in d-2, and its breakdown in the case of the…
Many studies on animal and human movement patterns report the existence of scaling laws and power-law distributions. Whereas a number of random walk models have been proposed to explain observations, in many situations individuals actually…
We consider a particle performing a stochastic motion on a one-dimensional lattice with jump widths distributed according to a power-law with exponent $\mu + 1$. Assuming that the walker moves in the presence of a distribution $a(x)$ of…
We study the critical dynamics of hyper-cubic finite size system in the presence of quenched short-range correlated disorder. By using the random $T_c$ model A for the critical dynamics and the renormalization group method in the vicinity…