相关论文: Non-independent continuous time random walks

We analyze the effect of time dependent external field on non-Markovian migration described by the continuous time random walk (CTRW) approach. The rigorous method of treating the problem is proposed which is based on the Markovian…

Starting from a continuous time random walk (CTRW) model of particles that may evanesce as they walk, our goal is to arrive at macroscopic integro-differential equations for the probability density for a particle to be found at point r at…

In this paper continuous time random walk models approximating fractional space-time diffusion processes are studied. Stochastic processes associated with the considered equations represent time-changed processes, where the time-change…

Charge transport processes in disordered complex media are accompanied by anomalously slow relaxation for which usually a broad distribution of relaxation times is adopted. To account for those properties of the environment, a standard…

The continuous time random walk model plays an important role in modeling of so called anomalous diffusion behaviour. One of the specific property of such model are constant time periods visible in trajectory. In the continuous time random…

The characterization of record events is considered for a discrete-time random walk model with long-term memory arising from correlations between successive steps. An important feature is that the correlations are strong enough to give rise…

Random walks are a fundamental tool for analyzing realistic complex networked systems and implementing randomized algorithms to solve diverse problems such as searching and sampling. For many real applications, their actual effect and…

We analyze two models of subdiffusion with stochastic resetting. Each of them consists of two parts: subdiffusion based on the continuous-time random walk (CTRW) scheme and independent resetting events generated uniformly in time according…

The statistics of records in sequences of independent, identically distributed random variables is a classic subject of study. One of the earliest results concerns the stochastic independence of record events. Recently, records statistics…

While records and order statistics of independent and identically distributed (i.i.d.) random variables X_1, ..., X_N are fully understood, much less is known for strongly correlated random variables, which is often the situation…

We consider a one-dimensional Brownian motion of fixed duration $T$. Using a path-integral technique, we compute exactly the probability distribution of the difference $\tau=t_{\min}-t_{\max}$ between the time $t_{\min}$ of the global…

For a sequence in discrete time having stationary independent values (respectively, random walk) $X$, those random times $R$ of $X$ are characterized set-theoretically, for which the strict post-$R$ sequence (respectively, the process of…

We show that the dynamics of supercooled liquids, analyzed from computer simulations of the binary mixture Lennard-Jones system, can be described in terms of a continuous time random walk (CTRW). The required discretization comes from…

Systems living in complex non equilibrated environments often exhibit subdiffusion characterized by a sublinear power-law scaling of the mean square displacement. One of the most common models to describe such subdiffusive dynamics is the…

We study continuous time random walks (CTRW) with power law distribution of waiting times under resetting which brings the walker back to the origin, with a power-law distribution of times between the resetting events. Two situations are…

We consider a simple linear reversible isomerization reaction A <--> B under subdiffusion described by continuous time random walks (CTRW). The reactants' transformations take place independently on the motion and are described by constant…

We study a one-dimensional random walk among random conductances, with unbounded jumps. Assuming the ergodicity of the collection of conductances and a few other technical conditions (uniform ellipticity and polynomial bounds on the tails…

The random walk in Dirichlet environment is a random walk in random environment where the transition probabilities are independent Dirichlet random variables. This random walk exhibits a property of statistical invariance by time-reversal…

Above two dimensions, diffusion of a particle in a medium with quenched random traps is believed to be well-described by the annealed continuous time random walk (CTRW). We propose an approximate expression for the first-passage-time (FPT)…

We consider the continuous time random walk model (CTRW) of tracer's motion in porous medium flows based on the experimentally determined distributions of pore velocity and pore size reported in Holzner et al. Phys. Rev. E 92, 013015…