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In this work, we study the large deviation properties of random walk in a random environment on $\mathbb{Z}^d$ with $d\geq1$. We start with the quenched case, take the point of view of the particle, and prove the large deviation principle…

概率论 · 数学 2008-09-09 Atilla Yilmaz

In a system made up of independent random walks, fluctuations of order $n^{1/4}$ from the hydrodynamic limit come from particle current across characteristics. We show that a two-parameter space-time particle current process converges to a…

概率论 · 数学 2008-10-29 Rohini Kumar

We consider a generalization of a one-dimensional stochastic process known in the physical literature as L\'evy-Lorentz gas. The process describes the motion of a particle on the real line in the presence of a random array of marked points,…

In recent years, there has been considerable interest in understanding the motion in Hamiltonian systems when phase space is divided into stochastic and integrable regions. This paper studies one aspect of this problem, namely, the motion…

混沌动力学 · 物理学 2007-05-23 Charles F. F. Karney

We consider a d-dimensional random quantum walk with site-dependent random coin operators. The corresponding transition coefficients are characterized by deterministic amplitudes times independent identically distributed site-dependent…

数学物理 · 物理学 2012-04-06 Alain Joye

The probability distribution p(l) of an atom to return to a step at distance l from the detachment site, with a random walk in between, is exactly enumerated. In particular, we study the dependence of p(l) on step roughness, presence of…

凝聚态物理 · 物理学 2011-01-12 M. Bisani , W. Selke

In this paper we study a random walk in a one-dimensional dynamic random environment consisting of a collection of independent particles performing simple symmetric random walks in a Poisson equilibrium with density $\rho \in (0,\infty)$.…

In empirical studies of random walks, continuous trajectories of animals or individuals are usually sampled over a finite number of points in space and time. It is however unclear how this partial observation affects the measured…

物理与社会 · 物理学 2018-03-13 Riccardo Gallotti , Rémi Louf , Jean-Marc Luck , Marc Barthelemy

We consider a $\mathbb{R}^d$-valued branching random walk with a stationary and ergodic environment $\xi=(\xi_n)$ indexed by time $n\in\mathbb{N}$. Let $Z_n$ be the counting measure of particles of generation $n$. With the help of the…

概率论 · 数学 2019-10-15 Chunmao Huang , Xin Wang , Xiaoqiang Wang

We consider a broad class of Continuous Time Random Walks with large fluctuations effects in space and time distributions: a random walk with trapping, describing subdiffusion in disordered and glassy materials, and a L\'evy walk process,…

统计力学 · 物理学 2015-06-23 R. Burioni , G. Gradenigo , A. Sarracino , A. Vezzani , A. Vulpiani

Discrete time random walks, in which a step of random sign but constant length $\delta x$ is performed after each time interval $\delta t$, are widely used models for stochastic processes. In the case of a correlated random walk, the next…

定量方法 · 定量生物学 2012-07-11 F. Stadler , C. Metzner , J. Steinwachs , B. Fabry

We study a symmetric random walk (RW) in one spatial dimension in environment, formed by several zones of finite width, where the probability of transition between two neighboring points and corresponding diffusion coefficient are…

统计力学 · 物理学 2017-04-03 A. V. Nazarenko , V. Blavatska

We investigate time-dependent properties of a single particle model in which a random walker moves on a triangle and is subjected to non-local boundary conditions. This model exhibits spontaneous breaking of a Z_2 symmetry. The reduced size…

统计力学 · 物理学 2015-06-25 Peter F. Arndt , Thomas Heinzel

The goal of this note is to prove a law of large numbers for the empirical speed of a green particle that performs a random walk on top of a field of red particles which themselves perform independent simple random walks on $\Z^d$, $d \geq…

概率论 · 数学 2013-05-07 Frank den Hollander , Harry Kesten , Vladas Sidoravicius

Anomalous diffusion has been widely observed by single particle tracking microscopy in complex systems such as biological cells. The resulting time series are usually evaluated in terms of time averages. Often anomalous diffusion is…

统计力学 · 物理学 2017-09-13 Stas Burov , Jae-Hyung Jeon , Ralf Metzler , Eli Barkai

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…

定量方法 · 定量生物学 2012-07-06 Claus Metzner

The properties of the coinless quantum walk model have not been as thoroughly analyzed as those of the coined model. Both evolve in discrete time steps but the former uses a smaller Hilbert space, which is spanned merely by the site basis.…

量子物理 · 物理学 2017-09-08 Raqueline A. M. Santos , Renato Portugal , Stefan Boettcher

Through the analysis of unbiased random walks on fractal trees and continuous time random walks, we show that even if a process is characterized by a mean square displacement (MSD) growing linearly with time (standard behaviour) its…

统计力学 · 物理学 2014-06-16 Giuseppe Forte , Fabio Cecconi , Angelo Vulpiani

We consider a new model of quantum walk on a one-dimensional momentum space that includes both discrete jumps and continuous drift. Its time evolution has two stages; a Markov diffusion followed by localized dynamics. As in the well known…

量子物理 · 物理学 2009-11-10 A. Romanelli , A. Auyuanet , R. Siri , G. Abal , R. Donangelo

The motion of self-propelled particles is modeled as a persistent random walk. An analytical framework is developed that allows the derivation of exact expressions for the time evolution of arbitrary moments of the persistent walk's…

软凝聚态物质 · 物理学 2015-07-28 Zeinab Sadjadi , M. Reza Shaebani , Heiko Rieger , Ludger Santen