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We consider random variables observed at arrival times of a renewal process, which possibly depends on those observations and has regularly varying steps with infinite mean. Due to the dependence and heavy tailed steps, the limiting…

概率论 · 数学 2016-08-08 Bojan Basrak , Drago Špoljarić

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…

统计力学 · 物理学 2019-05-22 Łukasz Kuśmierz , Ewa Gudowska-Nowak

We consider a model for random walks on random environments (RWRE) with random subset of the d-dimensional Euclidean lattice as the vertices, and uniform transition probabilities on 2d points (two "coordinate nearest points" in each of the…

概率论 · 数学 2011-10-27 Ron Rosenthal

We show that the occurrence of chaotic diffusion in a typical class of time-delayed systems with linear instantaneous and nonlinear delayed term can be well described by an anti-persistent random walk. We numerically investigate the…

统计力学 · 物理学 2022-07-13 Tony Albers , David Müller-Bender , Günter Radons

We present a general framework to study the distribution of the flux through the origin up to time $t$, in a non-interacting one-dimensional system of particles with a step initial condition with a fixed density $\rho$ of particles to the…

统计力学 · 物理学 2020-05-06 Tirthankar Banerjee , Satya N. Majumdar , Alberto Rosso , Gregory Schehr

We study a class of discrete-time random walks in $\mathbb{R}^d$ whose conditional drift decays polynomially in time and grows polynomially with the distance from the origin to the current position. This class is related to several models…

概率论 · 数学 2026-05-19 Ngo P. N. Ngoc , Tuan-Minh Nguyen

We consider a model for random walks on random environments (RWRE) with random subset of Z^d as the vertices, and uniform transition probabilities on 2d points (two "coordinate nearest points" in each of the d coordinate directions). We…

概率论 · 数学 2015-09-08 Noam Berger , Ron Rosenthal

We consider a system of $N$ particles on the real line that evolves through iteration of the following steps: 1) every particle splits into two, 2) each particle jumps according to a prescribed displacement distribution supported on the…

概率论 · 数学 2015-03-24 Jean Bérard , Pascal Maillard

A deterministic walk in a random environment can be understood as a general random process with finite-range dependence that starts repeating a loop once it reaches a site it has visited before. Such process lacks the Markov property. We…

概率论 · 数学 2012-10-15 Ivan Matic

We define a random walk of a particle in $\mathbb{R}^3$ where the space is rotating. The particle is not glued to the space and will collide with it at random times, resulting in changes in its velocity and direction. After many collisions,…

概率论 · 数学 2023-12-06 Alberto M. Campos , Tarcísio P. R. Campos

Levy walk (LW) process has been used as a simple model for describing anomalous diffusion in which the mean squared displacement of the walker grows non-linearly with time in contrast to the diffusive motion described by simple random walks…

统计力学 · 物理学 2021-10-27 Santanu Das , Anupam Kundu

We consider a discrete time simple symmetric random walk on Z^d, d>=1, where the path of the walk is perturbed by inserting deterministic jumps. We show that for any time n and any deterministic jumps that we insert, the expected number of…

概率论 · 数学 2012-12-12 Lung-Chi Chen , Rongfeng Sun

A validated simulation model primarily requires performing an appropriate input analysis mainly by determining the behavior of real-world processes using probability distributions. In many practical cases, probability distributions of the…

应用统计 · 统计学 2014-09-01 Issac Shams , Saeede Ajorlou , Kai Yang

We study memory based random walk models to understand diffusive motion in crowded heterogeneous environment. The models considered are non-Markovian as the current move of the random walk models is determined by randomly selecting a move…

统计力学 · 物理学 2018-08-01 Sabeeha Hasnain , Upendra Harbola , Pradipta Bandyopadhyay

Deterministic walks over a random set of points in one and two dimensions (d=1,2) are considered. Points (``cities'') are randomly scattered in R^d following a uniform distribution. A walker (a ``tourist''), at each time step, goes to the…

无序系统与神经网络 · 物理学 2016-08-31 Gilson F. Lima , Alexandre S. Martinez , Osame Kinouchi

We study the stochastic dynamics of a particle with two distinct motility states. Each one is characterized by two parameters: one represents the average speed and the other represents the persistence quantifying the tendency to maintain…

统计力学 · 物理学 2021-07-16 M. Reza Shaebani , Heiko Rieger

The space-fractional and the time-fractional Poisson processes are two well-known models of fractional evolution. They can be constructed as standard Poisson processes with the time variable replaced by a stable subordinator and its…

概率论 · 数学 2016-08-09 Luisa Beghin , Costantino Ricciuti

In the random acceleration process, a point particle is accelerated according to $\ddot{x}=\eta(t)$, where the right hand side represents Gaussian white noise with zero mean. We begin with the case of a particle with initial position $x_0$…

统计力学 · 物理学 2016-03-25 Theodore W. Burkhardt

Diffusion is a central phenomenon in almost all fields of natural science revealing microscopic processes from the observation of macroscopic dynamics. Here, we consider the paradigmatic system of a single atom diffusing in a periodic…

We investigate the effects of the resetting mechanism to the origin for a random motion on the real line characterized by two alternating velocities $v_1$ and $v_2$. We assume that the sequences of random times concerning the motions along…