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We study the long-time behavior of decoupled continuous-time random walks characterized by superheavy-tailed distributions of waiting times and symmetric heavy-tailed distributions of jump lengths. Our main quantity of interest is the…

统计力学 · 物理学 2011-12-30 S. I. Denisov , S. B. Yuste , Yu. S. Bystrik , H. Kantz , K. Lindenberg

We study the long-time behavior of the probability density associated with the decoupled continuous-time random walk which is characterized by a superheavy-tailed distribution of waiting times. It is shown that if the random walk is…

统计力学 · 物理学 2011-05-02 S. I. Denisov , H. Kantz

Continuous time random walks impose a random waiting time before each particle jump. Scaling limits of heavy tailed continuous time random walks are governed by fractional evolution equations. Space-fractional derivatives describe heavy…

概率论 · 数学 2009-06-25 Mark M. Meerschaert , Erkan Nane , Yimin Xiao

It is a common practice to describe branching random walks in terms of birth, death and walk of particles, which makes it easier to use them in different applications. The main results obtained for the models of symmetric continuous-time…

概率论 · 数学 2018-12-27 Anastasiia Rytova , Elena Yarovaya

Focusing on a continuous-time quantum walk on $\mathbb{Z}=\left\{0,\pm 1,\pm 2,\ldots\right\}$, we analyze a probability distribution with which the quantum walker is observed at a position. The walker launches off at a localized state and…

量子物理 · 物理学 2023-09-06 Takuya Machida

It is well-known that large deviations of random walks driven by independent and identically distributed heavy-tailed random variables are governed by the so-called principle of one large jump. We note that further subtleties hold for such…

概率论 · 数学 2017-01-30 Harald Bernhard , Bikramjit Das

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

Superslow diffusion, i.e., the long-time diffusion of particles whose mean-square displacement (variance) grows slower than any power of time, is studied in the framework of the decoupled continuous-time random walk model. We show that this…

统计力学 · 物理学 2010-11-24 S. I. Denisov , H. Kantz

Continuous time random walk models with decoupled waiting time density are studied. When the spatial one jump probability density belongs to the Levy distribution type and the total time transition is exponential a generalized…

统计力学 · 物理学 2009-10-31 C. Budde , D. Prato , M. R=E9

We consider super-diffusive L\'evy walks in $d \geqslant 2$ dimensions when the duration of a single step, i.e., a ballistic motion performed by a walker, is governed by a power-law tailed distribution of infinite variance and finite mean.…

统计力学 · 物理学 2017-04-05 Itzhak Fouxon , Sergey Denisov , Vasily Zaburdaev , Eli Barkai

We discuss the quenched tail estimates for the random walk in random scenery. The random walk is the symmetric nearest neighbor walk and the random scenery is assumed to be independent and identically distributed, non-negative, and has a…

概率论 · 数学 2018-11-27 Jean-Dominique Deuschel , Ryoki Fukushima

The emergence of heavy-tailed statistics in complex systems is conventionally attributed to non-local stochastic jumps or non-Markovian memory. Here, we present a one-dimensional random walk where power-law behaviors arise instead from a…

统计力学 · 物理学 2026-05-25 Henrique S. Lima , Evaldo M. F. Curado

In continuum one-dimensional space, a coupled directed continuous time random walk model is proposed, where the random walker jumps toward one direction and the waiting time between jumps affects the subsequent jump. In the proposed model,…

统计力学 · 物理学 2014-03-20 Long Shi , Zuguo Yu , Zhi Mao , Aiguo Xiao

We consider phase-type scale mixture distributions which correspond to distributions of a product of two independent random variables: a phase-type random variable $Y$ and a nonnegative but otherwise arbitrary random variable $S$ called the…

概率论 · 数学 2017-05-16 Leonardo Rojas-Nandayapa , Wangyue Xie

This paper investigates L\'evy walks with random velocities, extending classical models beyond constant speed assumptions. We derive scaling limits, demonstrating that diffusion depends on interplay between heavy-tailed duration and…

概率论 · 数学 2026-04-28 Hubert Woszczek , Marek A. Teuerle , Agnieszka Wyłomańska

Recently observation of random walks in complex environments like the cell and other glassy systems revealed that the spreading of particles, at its tails, follows a spatial exponential decay instead of the canonical Gaussian. We use the…

统计力学 · 物理学 2022-03-23 Wanli Wang , Eli Barkai , Stanislav Burov

The behaviors of one-dimensional quantum random walks are strikingly different from those of classical ones. However, when decoherence is involved, the limiting distributions take on many classical features over time. In this paper, we…

量子物理 · 物理学 2009-11-13 Kai Zhang

We study the effects of scattering lengths on L\'evy walks in quenched one-dimensional random and fractal quasi-lattices, with scatterers spaced according to a long-tailed distribution. By analyzing the scaling properties of the random-walk…

统计力学 · 物理学 2015-03-20 R. Burioni , S. di Santo , S. Lepri , A. Vezzani

We have investigated the random walk problem in a finite system and studied the crossover induced in the the persistence probability scales by the system size.Analytical and numerical work show that the scaling function is an exponentially…

统计力学 · 物理学 2012-04-23 D. Chakraborty , J. K. Bhattacharjee

The position density of a "particle" performing a continuous-time quantum walk on the integer lattice, viewed on length scales inversely proportional to the time t, converges (as t tends to infinity) to a probability distribution that…

量子物理 · 物理学 2013-05-29 Alex D. Gottlieb
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