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We consider a discrete-time random walk on a one-dimensional lattice with space and time-dependent random jump probabilities, known as the Beta random walk. We are interested in the probability that, for a given realization of the jump…

Human beings can utilize multiple balance strategies, e.g. step location adjustment and angular momentum adaptation, to maintain balance when walking under dynamic disturbances. In this work, we propose a novel Nonlinear Model Predictive…

We propose a novel kinetic exchange model differing from previous ones in two main aspects. First, the basic dynamics is modified in order to represent economies where immediate wealth exchanges are carried out, instead of reshufflings or…

The study of random walks has increasingly been popular across diverse disciplines such as statistics, mathematics, quantum physics, where they are used to model paths consisting of successive random steps in a mathematical space. A…

We introduce a general model of trapping for random walks on graphs. We give the possible scaling limits of these Randomly Trapped Random Walks on $\mathbb {Z}$. These scaling limits include the well-known fractional kinetics process, the…

Enumeration of planar lattice walks is a classical topic in combinatorics, at the cross-roads of several domains (e.g., probability, statistical physics, computer science). The aim of this paper is to propose a new approach to obtain some…

We consider the Nonlinear-Cost Random Walk model in discrete time introduced in [Phys. Rev. Lett. 130, 237102 (2023)], where a fee is charged for each jump of the walker. The nonlinear cost function is such that slow/short jumps incur a…

This paper introduces the Attracting Random Walks model, which describes the dynamics of a system of particles on a graph with $n$ vertices. At each step, a single particle moves to an adjacent vertex (or stays at the current one) with…

The Bohmian quantum approach is implemented to analyze the financial markets. In this approach, there is a wave function that leads to a quantum potential. This potential can explain the relevance and entanglements of the agent's behaviors…

In a recent paper [2] the author introduced and investigated a random walk model similar to a model introduced in [1]. In these models the increment of the random walk depends on the complete past of the process. In this note I will point…

The observation of power laws in the time to extrema of volatility, volume and intertrade times, from milliseconds to years, are shown to result straightforwardly from the selection of biased statistical subsets of realizations in otherwise…

Random walks over directed graphs are used to model activities in many domains, such as social networks, influence propagation, and Bayesian graphical models. They are often used to compute the importance or centrality of individual nodes…

Diffusion mediated reaction models are particularly ubiquitous in the description of physical, chemical or biological processes. The random walk schema is a useful tool for formulating these models. Recently, evanescent random walk models…

Random walks are ubiquitous in the sciences, and they are interesting from both theoretical and practical perspectives. They are one of the most fundamental types of stochastic processes; can be used to model numerous phenomena, including…

A physical-mathematical approach to anomalous diffusion may be based on fractional diffusion equations and related random walk models. The fundamental solutions of these equations can be interpreted as probability densities evolving in time…

Complex numbers define the relationship between entities in many situations. A canonical example would be the off-diagonal terms in a Hamiltonian matrix in quantum physics. Recent years have seen an increasing interest to extend the tools…

A cyclic random walk is a random walk whose transition probabilities/rates can be written as a superposition of the empirical measures of a family of finite cycles. This identifies a convex set of models. We discuss the problem of…

The recently developed feedback trap can be used to create arbitrary virtual potentials, to explore the dynamics of small particles or large molecules in complex situations. Experimentally, feedback traps introduce several finite time…

This paper proposes a novel model of financial prices where: (i) prices are discrete; (ii) prices change in continuous time; (iii) a high proportion of price changes are reversed in a fraction of a second. Our model is analytically…

We introduce planar random walk conditioned to avoid its past convex hull, and we show that it escapes at a positive limsup speed. Experimental results show that fluctuations from a limiting direction are on the order of n^(3/4). This…