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The analytic properties of the Markov operator associated to a random walk are common tools in the study of the behaviour and some probabilistic features related to the walk. In this paper we consider a class of Markov operators which…

Probability · Mathematics 2007-05-23 Fabio Zucca

Synaptic, dendritic and single-cell kinetics generate significant time delays that shape the dynamics of large networks of spiking neurons. Previous work has shown that such effective delays can be taken into account with a rate model…

Neurons and Cognition · Quantitative Biology 2014-01-31 Alex Roxin , Ernest Montbrio

This work focuses on quantitative representation of transport in systems with quenched disorder. Explicit mapping of the quenched trap model to continuous time random walk is presented. Linear temporal transformation: $t\to…

Statistical Mechanics · Physics 2017-11-22 Stanislav Burov

This study in centered on models accounting for stochastic deformations of sample paths of random walks, embedded either in $\mathbb{Z}^2$ or in $\mathbb{Z}^3$. These models are immersed in multi-type particle systems with exclusion.…

Statistical Mechanics · Physics 2007-05-23 Guy Fayolle , Cyril Furtlehner

We propose here a stochastic binary element whose transition rate depends on its state at a fixed interval in the past. With this delayed stochastic transition this is one of the simplest dynamical models under the influence of ``noise''…

Statistical Mechanics · Physics 2009-10-31 Toru Ohira , Yuzuru Sato

Expected urban population doubling calls for a compelling theory of the city. Random walks and diffusions defined on spatial city graphs spot hidden areas of geographical isolation in the urban landscape going downhill. First--passage time…

Physics and Society · Physics 2010-03-02 Ph. Blanchard , D. Volchenkov

We investigate unimodular random networks. Our motivations include their characterization via reversibility of an associated random walk and their similarities to unimodular quasi-transitive graphs. We extend various theorems concerning…

Probability · Mathematics 2020-05-20 David Aldous , Russell Lyons

We show that a quantum state transfer, previously studied as a continuous time process in networks of interacting spins, can be achieved within the model of discrete time quantum walks with position dependent coin. We argue that due to…

Quantum Physics · Physics 2016-10-05 Pawel Kurzynski , Antoni Wojcik

We investigate the dynamic relaxation of random walks on temporal networks by focusing in the recently proposed activity driven model [Perra \textit{et al.} Sci. Rep. srep00469 (2012)]. For realistic activity distributions with a power-law…

Statistical Mechanics · Physics 2014-11-18 Angélica S. Mata , Romualdo Pastor-Satorras

In this paper the multi-dimensional random walk models governed by distributed fractional order differential equations and multi-term fractional order differential equations are constructed. The scaling limits of these random walks to a…

Classical Analysis and ODEs · Mathematics 2007-05-23 Sabir Umarov , Stanly Steinberg

We investigate the random walk of prices by developing a simple model relating the properties of the signs and absolute values of individual price changes to the diffusion rate (volatility) of prices at longer time scales. We show that this…

Statistical Finance · Quantitative Finance 2009-11-13 Gabriele La Spada , J. Doyne Farmer , Fabrizio Lillo

We consider random walks perturbed at zero which behave like (possibly different) random walks with i.i.d. increments on each half lines and restarts at $0$ whenever they cross that point. We show that the perturbed random walk, after being…

Probability · Mathematics 2019-06-04 Hoang-Long Ngo , Marc Peigne

We study, on a $d$ dimensional hypercubic lattice, a random walk which is homogeneous except for one site. Instead of visiting this site, the walker hops over it with arbitrary rates. The probability distribution of this walk and the…

Statistical Mechanics · Physics 2009-10-31 R. K. P. Zia , Z. Toroczkai

The mathematical - numerical analysis of a discrete dynamical model with two independent delays was performed. Such model may describe a continuous system with delays that have real rational number values. Applicable characteristic…

Chaotic Dynamics · Physics 2026-02-10 Marek Berezowski , Ewa Fudala

A Langevin equation whose deterministic part undergoes a saddle-node bifurcation is investigated theoretically. It is found that statistical properties of relaxation trajectories in this system exhibit divergent behaviors near a saddle-node…

Statistical Mechanics · Physics 2015-05-18 Mami Iwata , Shin-ichi Sasa

This work deals with the stationary analysis of two-dimensional partially homogeneous nearest-neighbour random walks. Such type of random walks are characterized by the fact that the one-step transition probabilities are functions of the…

Probability · Mathematics 2021-03-26 Ioannis Dimitriou

We study the statistical properties of the time delay matrix $Q$ in the context of quantum transport through a chaotic cavity, in the absence of time-reversal invariance. First, we approach the problem from the point of view of random…

Chaotic Dynamics · Physics 2015-07-23 Marcel Novaes

In this paper, we study dynamical properties as hypercyclicity, supercyclicity, frequent hypercyclicity and chaoticity for transition operators associated to countable irreductible Markov chains. As particular cases, we consider simple…

Dynamical Systems · Mathematics 2017-04-17 Ali Messaoudi , Glauco Valle

The self-avoiding walk on the square site-diluted correlated percolation lattice is considered. The Ising model is employed to realize the spatial correlations of the metric space. As a well-accepted result, the (generalized) Flory's mean…

Statistical Mechanics · Physics 2018-04-25 J. Cheraghalizadeh , M. N. Najafi , H. Mohammadzadeh , A. Saber

We analyze the long time behavior of a discrete time quantum walk subject to decoherence with a strong spatial dependence, acting on one half of the lattice. We show that, except for limiting cases on the decoherence parameter, the quantum…

Quantum Physics · Physics 2012-04-02 A. Perez , A. Romanelli