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相关论文: Survival Probability of Random Walks and L\'evy Fl…

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We consider one-dimensional discrete-time random walks (RWs) of $n$ steps, starting from $x_0=0$, with arbitrary symmetric and continuous jump distributions $f(\eta)$, including the important case of L\'evy flights. We study the statistics…

统计力学 · 物理学 2023-11-22 Benjamin De Bruyne , Satya N. Majumdar , Gregory Schehr

We consider one-dimensional discrete-time random walks (RWs) in the presence of finite size traps of length $\ell$ over which the RWs can jump. We study the survival probability of such RWs when the traps are periodically distributed and…

统计力学 · 物理学 2022-01-05 Gaia Pozzoli , Benjamin De Bruyne

We consider one-dimensional discrete-time random walks (RWs) with arbitrary symmetric and continuous jump distributions $f(\eta)$, including the case of L\'evy flights. We study the expected maximum ${\mathbb E}[M_n]$ of bridge RWs, i.e.,…

统计力学 · 物理学 2021-08-30 Benjamin De Bruyne , Satya N. Majumdar , Gregory Schehr

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…

统计力学 · 物理学 2020-05-13 Francesco Mori , Satya N. Majumdar , Gregory Schehr

In the context of order statistics of discrete time random walks (RW), we investigate the statistics of the gap, $G_n$, and the number of time steps, $L_n$, between the two highest positions of a Markovian one-dimensional random walker,…

统计力学 · 物理学 2014-09-17 Satya N. Majumdar , Philippe Mounaix , Gregory Schehr

We study the record statistics of random walks after $n$ steps, $x_0, x_1,\ldots, x_n$, with arbitrary symmetric and continuous distribution $p(\eta)$ of the jumps $\eta_i = x_i - x_{i-1}$. We consider the age of the records, i.e. the time…

统计力学 · 物理学 2014-06-09 Claude Godreche , Satya N. Majumdar , Gregory Schehr

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…

统计力学 · 物理学 2021-03-19 Bertrand Lacroix-A-Chez-Toine , Francesco Mori

We study the statistics of increments in record values in a time series $\{x_0=0,x_1, x_2, \ldots, x_n\}$ generated by the positions of a random walk (discrete time, continuous space) of duration $n$ steps. For arbitrary jump length…

统计力学 · 物理学 2016-07-19 Claude Godreche , Satya N. Majumdar , Gregory Schehr

We analyze a special class of 1-D quantum walks (QWs) realized using optical multi-ports. We assume non-perfect multi-ports showing errors in the connectivity, i.e. with a small probability the multi- ports can connect not to their nearest…

量子物理 · 物理学 2011-10-06 H. Lavička , V. Potoček , T. Kiss , E. Lutz , I. Jex

Based on studies on four specific networks, we conjecture a general relation between the walk dimensions $d_{w}$ of discrete-time random walks and quantum walks with the (self-inverse) Grover coin. In each case, we find that $d_{w}$ of the…

统计力学 · 物理学 2015-06-03 Stefan Boettcher , Stefan Falkner , Renato Portugal

We compute exactly the mean number of records $\langle R_N \rangle$ for a time-series of size $N$ whose entries represent the positions of a discrete time random walker on the line. At each time step, the walker jumps by a length $\eta$…

统计力学 · 物理学 2022-01-03 Satya N. Majumdar , Philippe Mounaix , Sanjib Sabhapandit , Gregory Schehr

We perform a thorough analysis of the survival probability of symmetric random walks with stochastic resetting, defined as the probability for the walker not to cross the origin up to time $n$. For continuous symmetric distributions of step…

统计力学 · 物理学 2022-09-13 Claude Godrèche , Jean-Marc Luck

We introduce a discrete-time quantum random walk (QRW) framework for spatial epidemic modelling on a two-dimensional square lattice and compare its dynamics to classical random-walk SIR models. In our model, each infected site spawns a…

量子物理 · 物理学 2025-09-15 Sayan Manna , Nikhil Kowshik , Sudebkumar Prasant Pal

We study Markovian continuous-time random walk models for L\'evy flights and we show an example in which the convergence to stable densities is not guaranteed when jumps follow a bi-modal power-law distribution that is equal to zero in…

统计力学 · 物理学 2021-03-15 Gianni Pagnini , Silvia Vitali

We are studying the motion of a random walker in two and three dimensional continuum with uniformly distributed jump-length. This is different from conventional Lavy flight. In 2D and 3D continuum, a random walker can move in any direction,…

统计力学 · 物理学 2015-06-08 Ajanta Bhowal Acharyya

We consider a one-dimensional run-and-tumble particle, or persistent random walk, in the presence of an absorbing boundary located at the origin. After each tumbling event, which occurs at a constant rate $\gamma$, the (new) velocity of the…

统计力学 · 物理学 2021-05-31 Benjamin De Bruyne , Satya N. Majumdar , Gregory Schehr

What happens when a quantum system undergoing unitary evolution in time is subject to repeated projective measurements to the initial state at random times? A question of general interest is: How does the survival probability $S_m$, namely,…

量子物理 · 物理学 2022-04-01 Debraj Das , Shamik Gupta

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

The random walk process in a nonhomogeneous medium, characterised by a L\'evy stable distribution of jump length, is discussed. The width depends on a position: either before the jump or after that. In the latter case, the density slope is…

统计力学 · 物理学 2017-03-29 Tomasz Srokowski

We give a complete and unified description -- under some stability assumptions -- of the functional scaling limits associated with some persistent random walks for which the recurrent or transient type is studied in [1]. As a result, we…

概率论 · 数学 2016-12-02 Peggy Cénac , Arnaud Le Ny , Basile De Loynes , Yoann Offret
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