Related papers: Average persistence in random walks
We investigate excited random walks on $\Z^d, d\ge 1,$ and on planar strips $\Z\times\{0,1,...,L-1\}$ which have a drift in a given direction. The strength of the drift may depend on a random i.i.d. environment and on the local time of the…
We consider a simple model for active random walk with general temporal correlations, and investigate the shape of the probability distribution function of the displacement during a short time interval. We find that under certain conditions…
Using exact expressions for the persistence probability and for the leading eigenvalue of the Focker-Planck operator of a random walk in a random environment we establish a fundamental relation between the statistical properties of…
When averages over all starting points are considered, the Type Problem for the recurrence or transience of a simple random walk on an inhomogeneous network in general differs from the usual "local" Type Problem. This difference leads to a…
We study an intermittent random walk on a random network of scale-free degree distribution. The walk is a combination of simple random walks of duration $t_w$ and random long-range jumps. While the time the walker needs to cover all the…
We consider continuous-time random walk models described by arbitrary sojourn time probability density functions. We find a general expression for the distribution of time-averaged observables for such systems, generalizing some recent…
We study the non-equilibrium time evolution of the average transverse magnetisation and end-to-end correlation functions of the random Ising quantum chain. Starting with fully magnetised states, either in the $x$ or $z$ direction, we…
We present a methodology for the study of the dispersion of trajectories of stochastic processes in reconstructed phase spaces from observed data. The methodology allows to find ensembles of analog states, i.e. states that are close in the…
The first passage time (FPT) for random walks is a key indicator of how fast information diffuses in a given system. Despite the role of FPT as a fundamental feature in transport phenomena, its behavior, particularly in heterogeneous…
We investigate a self-interacting random walk, whose dynamically evolving environment is a random tree built by the walker itself, as it walks around. At time $n=1,2,\dots$, right before stepping, the walker adds a random number (possibly…
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…
Random walks are studied on disordered cellular networks in 2-and 3-dimensional spaces with arbitrary curvature. The coefficients of the evolution equation are calculated in term of the structural properties of the cellular system. The…
In this paper, we present the detailed calculation of the persistence exponent $\theta$ for a nearly-Markovian Gaussian process $X(t)$, a problem initially introduced in [Phys. Rev. Lett. 77, 1420 (1996)], describing the probability that…
In this work we investigate the dynamics of random walk processes on scale-free networks in a short to moderate time scale. We perform extensive simulations for the calculation of the mean squared displacement, the network coverage and the…
In this paper, we study the scaling limit of a class of random walks which behave like simple random walks outside of a bounded region around the origin and which are subject to a partial reflection near the origin. If the probability of…
Commonly, normal diffusive behavior is characterized by a linear dependence of the second central moment on time, $< x^2(t) >\propto t$, while anomalous behavior is expected to show a different time dependence, $ < x^2(t) > \propto…
We study the time-dependence of the local persistence probability during a non-stationary time evolution in the disordered contact process in $d=1,2$, and $3$ dimensions. We present a method for calculating the persistence with the…
The statistics of persistent events, recently introduced in the context of phase ordering dynamics, is investigated in the case of the 1D lattice random walk in discrete time. We determine the survival probability of the random walker in…
We present a probabilistic theory of random walks in turbid media with non-scattering regions. It is shown that important characteristics such as diffusion constants, average step lengths, crossing statistics and void spacings can be…
In part I (math.PR/0406392) we proved for an arbitrary one-dimensional random walk with independent increments that the probability of crossing a level at a given time n is of the maximal order square root of n. In higher dimensions we call…