相关论文: On the relevance of q-distribution functions: The …

To know the statistical distribution of a variable is an important problem in management of resources. Distributions of the power law type are observed in many real systems. However power law distributions have an infinite variance and thus…

We present a new method to compute the first crossing distribution in excursion set theory for the case of correlated random walks. We use a combination of the path integral formalism of Maggiore & Riotto, and the integral equation solution…

This article studies the quasi-stationary behaviour of absorbed one-dimensional diffusion processes with killing on $[0,\infty)$. We obtain criteria for the exponential convergence to a unique quasi-stationary distribution in total…

Discrete-time quantum walks are considered a counterpart of random walks and the study for them has been getting attention since around 2000. In this paper, we focus on a quantum walk which generates a probability distribution splitting to…

Random walks, and in particular, their first passage times, are ubiquitous in nature. Using direct enumeration of paths, we find the first return time distribution of a 1D random walker, which is a heavy-tailed distribution with infinite…

We derive an explicit formula for the fundamental solution $K_{T_{q+1}}(x,x_{0};t)$ to the discrete-time diffusion equation on the $(q+1)$-regular tree $T_{q+1}$ in terms of the discrete $I$-Bessel function. We then use the formula to…

The distribution of the first positive position reached by a random walker starting from the origin is fundamental for understanding the statistics of extremes and records in one-dimensional random walks. We present a comprehensive study of…

We study discrete-time random walks on arbitrary networks with first-passage resetting processes. To the end, a set of nodes are chosen as observable nodes, and the walker is reset instantaneously to a given resetting node whenever it hits…

Quantum walks (QWs) exhibit different properties compared with classical random walks (RWs), most notably by linear spreading and localization. In the meantime, random walks that replicate quantum walks, which we refer to as…

We consider a one-dimensional random walk (RW) with a continuous and symmetric jump distribution, $f(\eta)$, characterized by a L\'evy index $\mu \in (0,2]$, which includes standard random walks ($\mu=2$) and L\'evy flights ($0<\mu<2$). We…

We analyze, both analytically and numerically, the time-dependence of the return probability in closed systems of interacting particles. Main attention is paid to the interplay between two regimes, one of which is characterized by the…

We consider a model of space-continuous one-dimensional random walk with simple correlation between the steps: the probability that two consecutive steps have same sign is $q$ with $0\leq q\leq 1$. The parameter $q$ allows thus to control…

It is the common lore to assume that knowing the equation for the probability distribution function (PDF) of a stochastic model as a function of time tells the whole picture defining all other characteristics of the model. We show that this…

Using R\'enyi entropy, a possible thermostatistics for nonextensive systems is discussed. We show that it is possible to get the $q$-exponential distribution function for nonextensive systems having nonadditive energy but additive entropy.…

We consider singular (aka genus $0$) walks in the quarter plane and their associated generating functions $Q(x,y,t)$, which enumerate the walks starting from the origin, of fixed endpoint (encoded by the spatial variables $x$ and $y$) and…

We study a symmetric generalization $\mathfrak{p}^{(N)}_k(\eta, \alpha)$ of the binomial distribution recently introduced by Bergeron et al, where $\eta \in [0,1]$ denotes the win probability, and $\alpha$ is a positive parameter. This…

We study the non-stationary Feller process with time varying coefficients. We obtain the exact probability distribution exemplified by its characteristic function and cumulants. In some particular cases we exactly invert the distribution…

We consider the statistics of occupation times, the number of visits at the origin and the survival probability for a wide class of stochastic processes, which can be classified as renewal processes. We show that the distribution of these…

We consider the distribution of the duration time, the time elapsed since it began, of a diffusion process given its present position, under the assumption that the process began at the origin. For unbiased diffusion, the distribution does…

We establish sufficient conditions for exponential convergence to a unique quasi-stationary distribution in the total variation norm. These conditions also ensure the existence and exponential ergodicity of the Q-process, the process…