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We study a one-dimensional random walk with memory in which the step lengths to the left and to the right evolve at each step in order to reduce the wandering of the walker. The feedback is quite efficient and lead to a non-diffusive walk.…

Statistical Mechanics · Physics 2010-06-18 L. Turban

Permutation entropy has become a standard tool for time series analysis that exploits the temporal properties of these data sets. Many current applications use an approach based on Shannon entropy, which implicitly assumes an underlying…

Methodology · Statistics 2018-02-14 Daryl DeFord , Katherine Moore

Random walk is an explainable approach for modeling natural processes at the molecular level. The Random Permutation Set Theory (RPST) serves as a framework for uncertainty reasoning, extending the applicability of Dempster-Shafer Theory.…

Artificial Intelligence · Computer Science 2024-09-27 Jiefeng Zhou , Zhen Li , Yong Deng

We consider random walks in dynamic random environments, with an environment generated by the time-reversal of a Markov process from the oriented percolation universality class. If the influence of the random medium on the walk is small in…

Probability · Mathematics 2016-06-02 Matthias Birkner , Jiří Černý , Andrej Depperschmidt

In empirical studies of random walks, continuous trajectories of animals or individuals are usually sampled over a finite number of points in space and time. It is however unclear how this partial observation affects the measured…

Physics and Society · Physics 2018-03-13 Riccardo Gallotti , Rémi Louf , Jean-Marc Luck , Marc Barthelemy

With the purpose of explaining recent experimental findings, we study the distribution $A(\lambda)$ of distances $\lambda$ traversed by a block that slides on an inclined plane and stops due to friction. A simple model in which the friction…

Statistical Mechanics · Physics 2009-10-31 A. R. Lima , Cristian F. Moukarzel , I. Grosse , T. J. P. Penna

In the context of countable groups of polynomial volume growth, we consider a large class of random walks that are allowed to take long jumps along multiple subgroups according to power law distributions. For such a random walk, we study…

Probability · Mathematics 2022-07-26 Zhen-Qing Chen , Takashi Kumagai , Laurent Saloff-Coste , Jian Wang , Tianyi Zheng

In this paper, we consider a stochastic process that may experience random reset events which relocate the system to its starting position. We focus our attention on a one-dimensional, monotonic continuous-time random walk with a constant…

Mathematical Physics · Physics 2017-10-11 Miquel Montero , Axel Masó-Puigdellosas , Javier Villarroel

Generating function equation has been derived for the probability distribution of the number of nodes with $k \ge 0$ outgoing lines in randomly evolving special trees. The stochastic properties of end-nodes (k=0) have been analyzed, and it…

Statistical Mechanics · Physics 2007-05-23 L. Pal

The distribution of the first positive position reached by a random walker starting from the origin is fundamental for understanding the statistics of extremes and records in one-dimensional random walks. We present a comprehensive study of…

Statistical Mechanics · Physics 2025-09-03 Claude Godrèche , Jean-Marc Luck

We derive a perturbation expansion for general self-interacting random walks, where steps are made on the basis of the history of the path. Examples of models where this expansion applies are reinforced random walk, excited random walk, the…

Probability · Mathematics 2010-01-13 Remco van der Hofstad , Mark Holmes

The model of a tired random walker, whose jump-length decays exponentially in time, is proposed and the motion of such a tired random walker is studied systematically in one, two and three dimensional contin- uum. In all cases, the…

Statistical Mechanics · Physics 2015-11-17 Muktish Acharyya

A physical-mathematical approach to anomalous diffusion may be based on generalized diffusion equations (containing derivatives of fractional order in space or/and time) and related random walk models. The fundamental solution (for the…

Statistical Mechanics · Physics 2007-09-25 Rudolf Gorenflo , Francesco Mainardi , Daniele Moretti , Gianni Pagnini , Paolo Paradisi

We consider a random walk with transition probabilities weakly dependent on an environment with a deterministic, but strongly chaotic, evolution. We prove that for almost all initial conditions of the environment the walk satisfies the CLT.

Probability · Mathematics 2008-04-23 Dmitry Dolgopyat , Carlangelo Liverani

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…

Statistical Mechanics · Physics 2017-04-03 A. V. Nazarenko , V. Blavatska

Random walk in random environment (RWRE) is a fundamental model of statistical mechanics, describing the movement of a particle in a highly disordered and inhomogeneous medium as a random walk with random jump probabilities. It has been…

Probability · Mathematics 2013-09-11 Alexander Drewitz , Alejandro F. Ramírez

In a model of self-organized criticality unstable sites discharge to just one of their neighbors. For constant discharge ratio $\alpha$ and for a certain range of values of the input energy, avalanches are simple branchless P\'olya random…

Statistical Mechanics · Physics 2009-11-07 S. S. Manna , A. L. Stella

We study the behavior of the random walk in a continuum independent long-range percolation model, in which two given vertices $x$ and $y$ are connected with probability that asymptotically behaves like $|x-y|^{-\alpha}$ with $\alpha>d$,…

Probability · Mathematics 2022-09-30 Ercan Sönmez , Arnaud Rousselle

We investigate the time averaged squared displacement (TASD) of continuous time random walks with respect to the number of steps $N$, which the random walker performed during the data acquisition time $T$. We prove that the TASD, and as…

Statistical Mechanics · Physics 2017-02-15 Felix Thiel , Igor M. Sokolov

We study analytically a simple random walk model on a one-dimensional lattice, where at each time step the walker resets to the maximum of the already visited positions (to the rightmost visited site) with a probability $r$, and with…

Statistical Mechanics · Physics 2015-11-30 Satya N. Majumdar , Sanjib Sabhapandit , Gregory Schehr
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