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We analyze random walk through fractal environments, embedded in 3-dimensional, permeable space. Particles travel freely and are scattered off into random directions when they hit the fractal. The statistical distribution of the flight…

Plasma Physics · Physics 2009-11-07 H. Isliker , L. Vlahos

Fluctuations of the human heart beat constitute a complex system that has been studied mostly under resting conditions using conventional time series analysis methods. During physical exercise, the variability of the fluctuations is…

Data Analysis, Statistics and Probability · Physics 2020-08-13 Matti Molkkari , Giorgio Angelotti , Thorsten Emig , Esa Räsänen

We consider a cluster growth model on Z^d, called internal diffusion limited aggregation (internal DLA). In this model, random walks start at the origin, one at a time, and stop moving when reaching a site not occupied by previous walks. It…

Probability · Mathematics 2010-05-31 Amine Asselah , Alexandre Gaudilliere

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…

Chaotic Dynamics · Physics 2026-02-18 Carlos Granero-Belinchon

We study the long-range correlations of heartbeat fluctuations with the method of diffusion entropy. We show that this method of analysis yields a scaling parameter $\delta$ that apparently conflicts with the direct evaluation of the…

Statistical Mechanics · Physics 2009-11-07 P. Allegrini , P. Grigolini , P. Hamilton , L. Palatella , G. Raffaelli

We study the influence of a dissipation process on diffusion dynamics triggered by fluctuations with long-range correlations. We make the assumption that the perturbation process involved is of the same kind as those recently studied…

Statistical Mechanics · Physics 2007-05-23 M. Annunziato , P. Grigolini , J. Riccardi

We consider the limiting behavior of fluctuations of small noise diffusions with multiple scales around their homogenized deterministic limit. We allow full dependence of the coefficients on the slow and fast motion. These processes arise…

Probability · Mathematics 2015-02-20 Konstantinos Spiliopoulos

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

The empirical speed of travelling reaction-diffusion fronts fluctuates due to the intrinsic shot noise of the reactions and diffusion. Here we study the long-time front speed fluctuations of a stochastic Huxley-Zel'dovich front. It involves…

Statistical Mechanics · Physics 2026-03-17 Evgeniy Khain , Baruch Meerson , Pavel V. Sasorov

Accurate estimation of gait characteristics, including step length, step velocity, and travel distance, is critical for assessing mobility in toddlers, children and teens with Duchenne muscular dystrophy (DMD) and typically developing (TD)…

Signal Processing · Electrical Eng. & Systems 2025-06-02 Erik K. Henricson , Albara Ah Ramli

We study the average shape of fluctuations for subdiffusive processes, i.e., processes with uncorrelated increments but where the waiting time distribution has a broad power-law tail. This shape is obtained analytically by means of a…

Statistical Mechanics · Physics 2007-05-23 Santos B. Yuste , L. Acedo

When a Hamiltonian system undergoes a stochastic, time-dependent anharmonic perturbation, the values of its adiabatic invariants as a function of time follow a distribution whose shape obeys a Fokker-Planck equation. The effective dynamics…

Classical Physics · Physics 2023-02-07 N. Boulanger , F. Buisseret , V. Dehouck , F. Dierick , O. White

We introduce a model of interacting Random Walk, whose hopping amplitude depends on the number of walkers/particles on the link. The mesoscopic counterpart of such a microscopic dynamics is a diffusing system whose diffusivity depends on…

Statistical Mechanics · Physics 2008-10-01 E. Agliari , M. Casartelli , A. Vezzani

Human heart rate is known to display complex fluctuations. Evidence of multifractality in heart rate fluctuations in healthy state has been reported [Ivanov et al., Nature {\bf 399}, 461 (1999)]. This multifractal character could be…

Chaotic Dynamics · Physics 2009-11-13 Emily S. C. Ching , Yue-Kin Tsang

The accurate estimation of human activity in cities is one of the first steps towards understanding the structure of the urban environment. Human activities are highly granular and dynamic in spatial and temporal dimensions. Estimating…

Information Theory · Computer Science 2025-01-14 Roberto Murcio , Balamurugan Soundararaj

We study L\'evy walks in quenched disordered one-dimensional media, with scatterers spaced according to a long-tailed distribution. By analyzing the scaling relations for the random-walk probability and for the resistivity in the equivalent…

Statistical Mechanics · Physics 2015-05-18 R. Burioni , L. Caniparoli , A. Vezzani

Fluctuation scaling has been observed universally in a wide variety of phenomena. In time series that describe sequences of events, fluctuation scaling is expressed as power function relationships between the mean and variance of either…

Data Analysis, Statistics and Probability · Physics 2015-11-03 Shinsuke Koyama , Ryota Kobayashi

We study the ergodic properties of superdiffusive, spatiotemporally coupled Levy walk processes. For trajectories of finite duration, we reveal a distinct scatter of the scaling exponents of the time averaged mean squared displacement…

Statistical Mechanics · Physics 2015-06-11 Aljaz Godec , Ralf Metzler

We formulate a scaling theory for the long-time diffusive motion in a space occluded by a high density of moving obstacles in dimensions 1, 2 and 3. Our tracers diffuse anomalously over many decades in time, before reaching a diffusive…

Statistical Mechanics · Physics 2024-10-22 H. Bendekgey , G. Huber , D. Yllanes

We present a stochastic model of gait rhythm dynamics, based on transitions between different ``neural centers'', that reproduces distinctive statistical properties of normal human walking. By tuning one model parameter, the hopping range,…

Statistical Mechanics · Physics 2009-11-07 Yosef Ashkenazy , Jeffrey M. Hausdorff , Plamen Ch. Ivanov , Ary L. Goldberger , H. Eugene Stanley