Related papers: Random Walk and Diffusion on a Smash Line Algebra
In this work we apply the Drinfel'd twist of Hopf algebras to the study of deformed quantum theories. We prove that, by carefully considering the role of the central extension, it is indeed possible to construct the universal enveloping…
We develop a mesoscopic modeling framework for diffusion in a crowded environment, particularly targeting applications in the modeling of living cells. Through homogenization techniques we effectively coarse-grain a detailed microscopic…
Continuous time random walks are non-Markovian stochastic processes, which are only partly characterized by single-time probability distributions. We derive a closed evolution equation for joint two-point probability density functions of a…
Aims To propose and analyze a general, dynamic, process-oriented theory of the area of distribution. Methods The area of distribution is modelled by combining (by multiplication) three matrices: one matrix represents movements, another…
We study a one dimensional generalization of the exponential trap model using both numerical simulations and analytical approximations. We obtain the asymptotic shape of the average diffusion front in the sub-diffusive phase. Our central…
Incorporating boundary conditions into stochastic models of passive or active particle motion is usually implemented at the level of the associated forward or backward Kolmogorov equation, whose solution determines the probability…
Motivated by studies on the recurrent properties of animal and human mobility, we introduce a path-dependent random walk model with long range memory for which not only the mean square displacement (MSD) can be obtained exactly in the…
The Aldous diffusion is a conjectured Markov process on the space of real trees that is the continuum analogue of discrete Markov chains on binary trees. We construct this conjectured process via a consistent system of stationary evolutions…
In this paper we present stochastic foundations of fractional dynamics driven by fractional material derivative of distributed order-type. Before stating our main result we present the stochastic scenario which underlies the dynamics given…
We study Lam's reduced random walk in a hyperbolic triangle group, which we view as a random walk in the upper half-plane. We prove that this walk converges almost surely to a point on the extended real line. We devote special attention to…
Conditions are provided under which an endomorphism on quasisymmetric functions gives rise to a left random walk on the descent algebra which is also a lumping of a left random walk on permutations. Spectral results are also obtained.…
The study of the pentagon (fusion) equation leds to the Structure and the Classification theorem for finite dimenasional Hopf algebras: there exists a one to one correspondence between the set of types of n-dimensional Hopf algebtras and…
We consider continuous-time random walks on a random locally finite subset of $\mathbb{R}^d$ with random symmetric jump probability rates. The jump range can be unbounded. We assume some second--moment conditions and that the above…
Thermal diffusion has been studied for over 150 years. Despite of the long history and the increasing importance of the phenomenon, the physics of thermal diffusion remains poorly understood. In this paper Ludwig's thermal diffusion is…
We introduce the concept of Randomly Modulated Gaussian Processes as a unifying framework for modeling, analyzing and classifying anomalous diffusion models in heterogeneous media. This formulation incorporates correlations in the…
We consider the random walk Metropolis algorithm on $\mathbb{R}^n$ with Gaussian proposals, and when the target probability measure is the $n$-fold product of a one-dimensional law. In the limit $n\to\infty$, it is well known (see [Ann.…
We consider random walks in which the walk originates in one set of nodes and then continues until it reaches one or more nodes in a target set. The time required for the walk to reach the target set is of interest in understanding the…
In a previous paper by the author a universal ring of invariants for algebraic structures of a given type was constructed. This ring is a polynomial algebra that is generated by certain trace diagrams. It was shown that this ring admits the…
Random walkers characterized by random positions and random velocities lead to normal diffusion. A random walk was originally proposed by Einstein to model Brownian motion and to demonstrate the existence of atoms and molecules. Such a…
Random metastability occurs when an externally forced or noisy system possesses more than one state of apparent equilibrium. This work investigates fluctuations in a class of random dynamical systems, arising from randomly perturbing a…