相关论文: Inverse square L\'evy walks are not optimal search…
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…
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…
The recurrence features of persistent random walks built from variable length Markov chains are investigated. We observe that these stochastic processes can be seen as L{\'e}vy walks for which the persistence times depend on some internal…
This paper considers the optimal scaling problem for high-dimensional random walk Metropolis algorithms for densities which are differentiable in Lp mean but which may be irregular at some points (like the Laplace density for example)…
We investigate the nonergodicity of the generalized L\'evy walk introduced by Shlesinger et al. [Phys. Rev. Lett. 58, 1100 (1987)] with respect to the squared displacements. We present detailed analytical derivations of our previous…
L\'evy flights and L\'evy walks serve as two paradigms of random walks resembling common features but also bearing fundamental differences. One of the main dissimilarities are discontinuity versus continuity of their trajectories and…
The L\'evy walk model is a stochastic framework of enhanced diffusion with many applications in physics and biology. Here we investigate the time averaged mean squared displacement $\bar{\delta^2}$ often used to analyze single particle…
We compute the average shape of trajectories of some one--dimensional stochastic processes x(t) in the (t,x) plane during an excursion, i.e. between two successive returns to a reference value, finding that it obeys a scaling form. For…
This paper studies a class of enhanced diffusion processes in which random walkers perform L\'evy flights and apply it for global optimization. L\'evy flights offer controlled balance between exploitation and exploration. We develop four…
Building upon the knowledge of the distribution of the first positive position reached by a random walker starting from the origin, one can derive new results on the statistics of the gap between the largest and second-largest positions of…
While microscopic organisms can use gradient-based search to locate resources, this strategy can be poorly suited to the sensory signals available to macroscopic organisms. We propose a framework that models search-decision making in cases…
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…
Recent experiments on the propagation of light over a distance L through a random packing of spheres with a power law distribution of radii (a socalled L\'evy glass) have found that the transmission probability T \propto 1/L^{\gamma} scales…
Most global optimization problems are nonlinear and thus difficult to solve, and they become even more challenging when uncertainties are present in objective functions and constraints. This paper provides a new two-stage hybrid search…
We study the statistics of encounters of L\'evy flights by introducing the concept of vicious L\'evy flights - distinct groups of walkers performing independent L\'evy flights with the process terminating upon the first encounter between…
We consider a particle performing a stochastic motion on a one-dimensional lattice with jump widths distributed according to a power-law with exponent $\mu + 1$. Assuming that the walker moves in the presence of a distribution $a(x)$ of…
Almost all the media the particles move in are non-static. Depending on the expected resolution of the studied dynamics and the amplitude of the displacement of the media, sometimes the non-static behaviours of the media can not be ignored.…
Anomalous dynamics in which local perturbations spread faster than diffusion are ubiquitously observed in the long-time behavior of a wide variety of systems. Here, the manner by which such systems evolve towards their asymptotic…
Probability distributions of human displacements has been fit with exponentially truncated L\'evy flights or fat tailed Pareto inverse power law probability distributions. Thus, people usually stay within a given location (for example, the…
Strongly non-Markovian random walks offer a promising modeling framework for understanding animal and human mobility, yet, few analytical results are available for these processes. Here we solve exactly a model with long range memory where…