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Related papers: Step fluctuations and random walks

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We investigate the behaviour of the response function in the one dimensional trap model using scaling arguments that we confirm by numerical simulations. We study the average position of the random walk at time tw+t given that a small bias…

Disordered Systems and Neural Networks · Physics 2009-11-10 E. M. Bertin , J. -P. Bouchaud

Starting from the model of continuous time random walk, we focus our interest on random walks in which the probability distributions of the waiting times and jumps have fat tails characterized by power laws with exponent between 0 and 1 for…

Probability · Mathematics 2008-01-03 Rudolf Gorenflo , Entsar A. A. Abdel-Rehim

We study numerically the distributions of the length $L$ of the longest increasing subsequence (LIS) for the two cases of random permutations and of one-dimensional random walks. Using sophisticated large-deviation algorithms, we are able…

Disordered Systems and Neural Networks · Physics 2019-04-05 Jörn Börjes , Hendrik Schawe , Alexander K. Hartmann

The phenomenology of turbulent relative dispersion is revisited. A heuristic scenario is proposed, in which pairs of tracers undergo a succession of independent ballistic separations during time intervals whose lengths fluctuate. This…

Fluid Dynamics · Physics 2015-06-19 Simon Thalabard , Giorgio Krstulovic , Jeremie Bec

We study a non-Markovian random walk in dimension 1. It depends on two parameters eps_r and eps_l, the probabilities to go straight on when walking to the right, respectively to the left. The position x of the walk after n steps and the…

Mathematical Physics · Physics 2009-11-11 Erik Van der Straeten , Jan Naudts

Many stochastic time series can be modelled by discrete random walks in which a step of random sign but constant length $\delta x$ is performed after each time interval $\delta t$. In correlated discrete time random walks (CDTRWs), the…

Quantitative Methods · Quantitative Biology 2012-07-06 Claus Metzner

Quantum states evolving at equidistant steps into a set of mutually orthogonal states of finite or infinite cardinality p exhibit an interesting physical effect. The analysis of the amplitudes of the state at half the step time with the…

Quantum Physics · Physics 2009-09-29 Hans-Rudolf Thomann

A class of discrete time random walks has recently been introduced to provide a stochastic process based numerical scheme for solving fractional order partial differential equations, including the fractional subdiffusion equation. Here we…

Numerical Analysis · Mathematics 2018-08-01 J. A. Nichols , B. I. Henry , C. N. Angstmann

We obtain expected number of arrivals, probability of arrival, absorption probabilities and expected time before absorption for a modified discrete random walk on the (sub)set of integers. In a [pqrs] random walk the particle can move one…

Probability · Mathematics 2009-03-14 Theo van Uem

We consider a walker that at each step keeps the same direction with a probabilitythat depends on the time already spent in the direction the walker is currently moving. In this paper, we study some asymptotic properties of this persistent…

Probability · Mathematics 2015-09-15 Peggy Cénac , Basile De Loynes , Arnaud Le Ny , Yoann Offret

In human crowds, interactions among individuals give rise to a variety of self-organized collective motions that help the group to effectively solve the problem of coordination. However, it is still not known exactly how humans adjust their…

Physics and Society · Physics 2013-01-25 Asja Jelić , Cécile Appert-Rolland , Samuel Lemercier , Julien Pettré

We consider one-dimensional discrete-time random walks (RWs) in the presence of finite size traps of length $\ell$ over which the RWs can jump. We study the survival probability of such RWs when the traps are periodically distributed and…

Statistical Mechanics · Physics 2022-01-05 Gaia Pozzoli , Benjamin De Bruyne

The position density of a "particle" performing a continuous-time quantum walk on the integer lattice, viewed on length scales inversely proportional to the time t, converges (as t tends to infinity) to a probability distribution that…

Quantum Physics · Physics 2013-05-29 Alex D. Gottlieb

We study a random walk model in which the jumping probability to a site is dependent on the number of previous visits to the site, as a model of the mobility with memory. To this end we introduce two parameters called the memory parameter…

Physics and Society · Physics 2016-11-11 Jeehye Choi , Jang-Il Sohn , K. -I. Goh , I. -M. Kim

We study the escape probability problem in random walks over graphs. Given vertices, $s,t,$ and $p$, the problem asks for the probability that a random walk starting at $s$ will hit $t$ before hitting $p$. Such probabilities can be…

Data Structures and Algorithms · Computer Science 2024-09-17 Jingbang Chen , Mehrdad Ghadiri , Hoai-An Nguyen , Richard Peng , Junzhao Yang

We describe some general results that constrain the dynamical fluctuations that can occur in non-equilibrium steady states, with a focus on molecular dynamics. That is, we consider Hamiltonian systems, coupled to external heat baths, and…

Statistical Mechanics · Physics 2017-11-22 Robert L. Jack , Marcus Kaiser , Johannes Zimmer

When the number of events associated with a signal process is estimated in particle physics, it is common practice to extrapolate background distributions from control regions to a predefined signal window. This allows accurate estimation…

Data Analysis, Statistics and Probability · Physics 2015-01-27 Federico Colecchia

This work deals with both instantaneous uniform mixing property and temporal standard deviation for continuous-time quantum random walks on circles in order to study their fluctuations comparing with discrete-time quantum random walks, and…

Quantum Physics · Physics 2007-05-23 Norio Inui , Koichiro Kasahara , Yoshinao Konishi , Norio Konno

We study quantum walk on a ladder with combination of conventional and split-step protocols. The two components of the walk resulting from periodic boundary conditions can be made to have three kinds of probability distributions. Two of…

Quantum Physics · Physics 2020-12-29 Hira Ali , M. Naeem Shahid

We study certain self-interacting walks on the set of integers, that choose to jump to the right or to the left randomly but influenced by the number of times they have previously jumped along the edges in the finite neighbourhood of their…

Probability · Mathematics 2017-07-18 Anna Erschler , Balint Toth , Wendelin Werner