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Random walk is a fundamental concept with applications ranging from quantum physics to econometrics. Remarkably, one specific model of random walks appears to be ubiquitous across many fields as a tool to analyze transport phenomena in…

统计力学 · 物理学 2015-06-12 V. Zaburdaev , S. Denisov , J. Klafter

L\'evy walks are found in the migratory behaviour patterns of various organisms, and the reason for this phenomenon has been much discussed. We use simulations to demonstrate that learning causes the changes in confidence level during…

The paper presents a multidimensional model for nonlinear Markovian random walks that generalizes one we developed previously (Phys. Rev. E v.79, 011110, 2009) in order to describe the Levy type stochastic processes in terms of continuous…

统计力学 · 物理学 2015-05-13 Ihor Lubashevsky , Rudolf Friedrich , Andreas Heuer

Continuous time random walks combining diffusive and ballistic regimes are introduced to describe a class of L\'evy walks on lattices. By including exponentially-distributed waiting times separating the successive jump events of a walker,…

统计力学 · 物理学 2014-12-02 Giampaolo Cristadoro , Thomas Gilbert , Marco Lenci , David P. Sanders

L\'evy walk process is one of the most effective models to describe superdiffusion, which underlies some important movement patterns and has been widely observed in the micro and macro dynamics. From the perspective of random walk theory,…

统计力学 · 物理学 2021-04-07 Tian Zhou , Pengbo Xu , Weihua Deng

L\'evy processes, known for their ability to model complex dynamics with skewness, heavy tails and discontinuities, play a critical role in stochastic modeling across various domains. However, inference for most L\'evy processes, whether in…

统计方法学 · 统计学 2025-05-29 Bill Z. Lin , Simon Godsill

We consider a previously devised model describing Levy random walks (Phys. Rev E 79, 011110; 80, 031148, (2009)). It is demonstrated numerically that the given model describes Levy random walks with superdiffusive, ballistic, as well as…

统计力学 · 物理学 2015-05-19 Ihor Lubashevsky , Andreas Heuer , Rudolf Friedrich , Ramil Usmanov

L\'evy walks are continuous time random walks with spatio-temporal coupling of jump lengths and waiting times, often used to model superdiffusive spreading processes such as animals searching for food, tracer motion in weakly chaotic…

统计力学 · 物理学 2019-03-27 Bartłomiej Dybiec , Karol Capała , Aleksei Chechkin , Ralf Metzler

We propose a Bayesian hidden Markov model for analyzing time series and sequential data where a special structure of the transition probability matrix is embedded to model explicit-duration semi-Markovian dynamics. Our formulation allows…

统计方法学 · 统计学 2022-05-23 Beniamino Hadj-Amar , Jack Jewson , Mark Fiecas

1. Understanding how to find targets with very limited information is a topic of interest in many disciplines. In ecology, such research has often focused on the development of two movement models: i) the L\'evy walk and; ii) the composite…

定量方法 · 定量生物学 2015-11-30 Marie Auger-Méthé , Andrew E. Derocher , Michael J. Plank , Edward A. Codling , Mark A. Lewis

We study the quantum walk subjected to measurements with a L\'evy waiting-time distribution. We find that the system has a sub-ballistic behavior instead of a diffusive one. We obtain an analytical expression for the exponent of the power…

量子物理 · 物理学 2009-11-13 Alejandro Romanelli

The L\'evy walk process for the lower interval of the time of flight distribution ($\alpha<1$) and with finite resting time between consecutive flights is discussed. The motion is restricted to a region bounded by two absorbing barriers and…

统计力学 · 物理学 2023-07-19 A. Kamińska , T. Srokowski

The time that waves spend inside 1D random media with the possibility of performing L\'evy walks is experimentally and theoretically studied. The dynamics of quantum and classical wave diffusion has been investigated in canonical disordered…

无序系统与神经网络 · 物理学 2020-12-07 L. A. Razo-López , A. A. Fernández-Marín , J. A. Méndez-Bermúdez , J. Sánchez-Dehesa , V. A. Gopar

A Levy walk is a non-Markovian stochastic process in which the elementary steps of the walker consist of motion with constant speed in randomly chosen directions and for a random period of time. The time of flight is chosen from a…

统计力学 · 物理学 2013-08-27 Abhishek Dhar , Keiji Saito

Levy walk is a fundamental model with applications ranging from quantum physics to paths of animal foraging. Taking animal foraging as an example, a natural idea that comes to one's mind is to introduce the multiple internal states for…

统计力学 · 物理学 2019-01-04 Pengbo Xu , Weihua Deng

The L\'evy walk process with rests is discussed. The jumping time is governed by an $\alpha$-stable distribution with $\alpha>1$ while a waiting time distribution is Poissonian and involves a position-dependent rate which reflects a…

统计力学 · 物理学 2017-10-11 A. Kamińska , T. Srokowski

A standard approach to analysis of noise-induced effects in stochastic dynamics assumes a Gaussian character of the noise term describing interaction of the analyzed system with its complex surroundings. An additional assumption about the…

统计力学 · 物理学 2009-05-06 Bartlomiej Dybiec , Ewa Gudowska-Nowak

The L\'evy walk, a type of random walk characterized by linear step lengths that follow a power-law distribution, is observed in the migratory behaviors of various organisms, ranging from bacteria to humans. Notably, L\'evy walks with power…

Many studies on animal and human movement patterns report the existence of scaling laws and power-law distributions. Whereas a number of random walk models have been proposed to explain observations, in many situations individuals actually…

无序系统与神经网络 · 物理学 2015-05-13 D. Boyer , O. Miramontes , H. Larralde

Advances in data science are leading to new progresses in the analysis and understanding of complex dynamics for systems with experimental and observational data. With numerous physical phenomena exhibiting bursting, flights, hopping, and…

统计理论 · 数学 2022-02-09 Yang Li , Jinqiao Duan
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