Related papers: Random Walkers in 1-D Random Environments: Exact R…
One-dimensional thermodynamic instabilities are phase transitions not prohibited by Landau's argument, because the energy of the domain wall (DW) which separates the two phases is infinite. Whether they actually occur in a given system of…
Renormalization Group flows relate the values of couplings at different scales. Here, we go beyond the Renormalization Group flow of individual trajectories and derive an evolution equation for a distribution on the space of couplings. This…
We compute the average shape of trajectories of some one--dimensional stochastic processes x(t) in the (t,x) plane during an excursion, i.e. between two successive returns to a reference value, finding that it obeys a scaling form. For…
We consider, in the continuous time version, $\gamma$ independent random walks on $\mathbb{Z_+}$ in random environment in the Sinai's regime. Let $T_\gam$ be the first meeting time of one pair of the $\gamma$ random walks starting at…
We study the random walk problem on a class of deterministic Scale-Free networks displaying a degree sequence for hubs scaling as a power law with an exponent $\gamma=\log 3/\log2$. We find exact results concerning different first-passage…
We present computer simulations of anomalous diffusion, $< r^2(t) > \sim a t^{1-\delta}$, in two dimensions. The Monte Carlo calculations are in excellent agreement with previous renormalization group calculations. Interestingly, use of a…
We study the dynamics of a Brownian particle in a strongly correlated quenched random potential defined as a periodically-extended (with period $L$) finite trajectory of a fractional Brownian motion with arbitrary Hurst exponent $H \in…
We study, in d-dimensions, the random walker with geometrically shrinking step sizes at each hop. We emphasize the integrated quantities such as expectation values, cumulants and moments rather than a direct study of the probability…
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…
We study non-interacting Poissonian run-and-tumble particles (RTPs) in two dimensions whose velocity orientations are controlled by an arbitrary circular distribution $Q(\phi)$. RTP-type active transport has been reported to undergo…
Using numerical self-consistent solutions of a sequence of finite replica symmetry breakings (RSB) and Wilson's renormalization group but with the number of RSB-steps playing a role of decimation scales, we report evidence for a non-trivial…
We present analytical results for the distribution of first return (FR) times of non-backtracking random walks (NBWs) on undirected configuration model networks consisting of $N$ nodes with degree distribution $P(k)$. We focus on the case…
We consider the diffusion scaling limit of the vicious walkers and derive the time-dependent spatial-distribution function of walkers. The dependence on initial configurations of walkers is generally described by using the symmetric…
The motion of self-propelled particles is modeled as a persistent random walk. An analytical framework is developed that allows the derivation of exact expressions for the time evolution of arbitrary moments of the persistent walk's…
We study a random walk $\mathbf{S}_n$ on $\mathbb{Z}^d$ ($d\geq 1$), in the domain of attraction of an operator-stable distribution with index $\boldsymbol{\alpha}=(\alpha_1,\ldots,\alpha_d) \in (0,2]^d$: in particular, we allow the…
We study scaling properties of the model of fully developed turbulence for a compressible fluid, based on the stochastic Navier-Stokes equation, by means of the field theoretic renormalization group (RG). The scaling properties in this…
We present analytical results for the joint probability distribution $P(T_{FR}=t,S=s)$ of first return (FR) times t and of the number of distinct sites s visited by a random walk (RW) on a one dimensional lattice before returning to the…
Sinai's random walk in random environment shows interesting patterns on the exponential time scale. We characterize the patterns that appear on infinitely many time scales after appropriate rescaling (a functional law of iterated…
We study analytically the order statistics of a time series generated by the successive positions of a symmetric random walk of n steps with step lengths of finite variance \sigma^2. We show that the statistics of the gap d_{k,n}=M_{k,n}…
Single particle tracking of mRNA molecules and lipid granules in living cells shows that the time averaged mean squared displacement $\overline{\delta^2}$ of individual particles remains a random variable while indicating that the particle…