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Related papers: Step fluctuations and random walks

200 papers

In this paper we consider a telegraph equation with time-dependent coefficients, governing the persistent random walk of a particle moving on the line with a time-varying velocity $c(t)$ and changing direction at instants distributed…

Probability · Mathematics 2020-01-09 Luca Angelani , Roberto Garra

We present results of micron - resolution measurements of the ground motions in large particle accelerators over the range of spatial scales L from several meters to tens of km and time intervals T from minutes to several years and show…

Accelerator Physics · Physics 2015-06-04 Vladimir Shiltsev

A well known connection between first-passage probability of random walk and distribution of electrical potential described by Laplace equation is studied. We simulate random walk in the plane numerically as a discrete time process with…

Statistical Mechanics · Physics 2018-03-21 Olga Klimenkova , Anton Menshutin , Lev N. Shchur

We present a comparative study of several algorithms for an in-plane random walk with a variable step. The goal is to check the efficiency of the algorithm in the case where the random walk terminates at some boundary. We recently found…

Statistical Mechanics · Physics 2019-04-17 Olga Klimenkova , Anton Yu. Menshutin , Lev N. Shchur

We study the probability distribution and the escape rate in systems with delayed dissipation that comes from the coupling to a thermal bath. To logarithmic accuracy in the fluctuation intensity, the problem is reduced to a variational…

Statistical Mechanics · Physics 2015-06-04 M. I. Dykman , I. B. Schwartz

Results of analytic and numerical investigations of first-passage properties of equilibrium fluctuations of monatomic steps on a vicinal surface are reviewed. Both temporal and spatial persistence and survival probabilities, as well as the…

Statistical Mechanics · Physics 2009-11-13 M. Constantin , C. Dasgupta , S. Das Sarma , D. B. Dougherty , E. D. Williams

We implement a discretization of the one-dimensional branching Brownian motion in the form of a Monte Carlo event generator, designed to efficiently produce ensembles of realizations in which the rightmost lead particle at the final time…

Statistical Mechanics · Physics 2020-06-30 Anh Dung Le , Alfred H. Mueller , Stéphane Munier

We study the properties of random walks on complex trees. We observe that the absence of loops reflects in physical observables showing large differences with respect to their looped counterparts. First, both the vertex discovery rate and…

Statistical Mechanics · Physics 2008-10-21 Andrea Baronchelli , Michele Catanzaro , Romualdo Pastor-Satorras

We study memory based random walk models to understand diffusive motion in crowded heterogeneous environment. The models considered are non-Markovian as the current move of the random walk models is determined by randomly selecting a move…

Statistical Mechanics · Physics 2018-08-01 Sabeeha Hasnain , Upendra Harbola , Pradipta Bandyopadhyay

Stationary probability distributions of one-dimensional random walks on lattices with aperiodic disorder are investigated. The pattern of the distribution is closely related to the diffusional behavior, which depends on the wandering…

Statistical Mechanics · Physics 2015-06-19 Hiroshi Miki

We consider a Branching Random Walk on $\R$ whose step size decreases by a fixed factor, $0<b<1$, with each turn. This process generates a random probability measure on $\R$, that is, the limit of uniform distribution among the $2^n$…

Probability · Mathematics 2011-07-20 Itai Benjamini , Ori Gurel-Gurevich , Boris Solomyak

We provide Monte Carlo estimates of the scaling of the length $L_{n}$ of the longest increasing subsequences of $n$-steps random walks for several different distributions of step lengths, short and heavy-tailed. Our simulations indicate…

Statistical Mechanics · Physics 2017-01-19 J. Ricardo G. Mendonça

We calculate the diffusion coefficients of persistent random walks on lattices, where the direction of a walker at a given step depends on the memory of a certain number of previous steps. In particular, we describe a simple method which…

Statistical Mechanics · Physics 2013-02-07 Thomas Gilbert , David P. Sanders

We study a random walk on the Lie algebra $\mathfrak{sl}_2(\mathbf{F}_p)$ where new elements are produced by randomly applying adjoint operators of two generators. Focusing on the generic case where the generators are selected at random, we…

Rings and Algebras · Mathematics 2025-12-12 Urban Jezernik , Matevž Miščič

It is demonstrated using Monte Carlo simulation that in different nucleus$-$nucleus collision samples, the increase of the fluctuation of event factorial moments with decreasing phase space scale, called erraticity, is still dominated by…

High Energy Physics - Phenomenology · Physics 2009-11-07 Liu Fuming , Liao Hongbo , Liu Ming , Liu Feng , Liu Lianshou

In this paper, we study the dynamics of a random walker diffusing on a disordered one-dimensional lattice with random trappings. The distribution of escape probabilities is computed exactly for any strength of the disorder. These…

Statistical Mechanics · Physics 2016-08-31 Clement Sire

Random walks are used for modeling various dynamics in, for example, physical, biological, and social contexts. Furthermore, their characteristics provide us with useful information on the phase transition and critical phenomena of even…

Statistical Mechanics · Physics 2007-05-23 Naoki Masuda , Norio Konno

We propose a picture of the fluctuations in branching random walks, which leads to predictions for the distribution of a random variable that characterizes the position of the bulk of the particles. We also interpret the $1/\sqrt{t}$…

Disordered Systems and Neural Networks · Physics 2014-11-05 A. H. Mueller , S. Munier

A variation of Rosenstock's trapping model in which $N$ independent random walkers are all initially placed upon a site of a one-dimensional lattice in the presence of a {\em one-sided} random distribution (with probability $c$) of…

Statistical Mechanics · Physics 2015-06-24 S. B. Yuste , L. Acedo

We study a random walk on $\mathbb{Z}$ which evolves in a dynamic environment determined by its own trajectory. Sites flip back and forth between two modes, $p$ and $q$. $R$ consecutive right jumps from a site in the $q$-mode are required…

Probability · Mathematics 2015-03-05 Ross G. Pinsky , Nicholas F. Travers