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This paper concerns the long-term behaviour of a system of interacting random walks labeled by vertices of a finite graph. The model is reversible which allows to use the method of electric networks in the study. In addition, examples of…

概率论 · 数学 2019-02-20 Svante Janson , Vadim Shcherbakov , Stanislav Volkov

Weakly coupled oscillators are used throughout the physical sciences, particularly in mathematical neuroscience to describe the interaction of neurons in the brain. Systems of weakly coupled oscillators have a well-known decomposition to a…

动力系统 · 数学 2019-09-30 Jason Bramburger

The presence of temporal correlations in random movement trajectories is a widespread phenomenon across biological, chemical and physical systems. The ubiquity of persistent and anti-persistent motion in many natural and synthetic systems…

统计力学 · 物理学 2024-07-03 Daniel Marris , Luca Giuggioli

A particle subject to successive, random displacements is said to execute a random walk (in position or some other coordinate). The mathematical properties of random walks have been very thoroughly investigated, and the model is used in…

统计力学 · 物理学 2007-05-23 M. Wilkinson , B. Mehlig

We study the behavior of the random walk in a continuum independent long-range percolation model, in which two given vertices $x$ and $y$ are connected with probability that asymptotically behaves like $|x-y|^{-\alpha}$ with $\alpha>d$,…

概率论 · 数学 2022-09-30 Ercan Sönmez , Arnaud Rousselle

In this paper, we consider a spectral analysis of the Correlated Random Walk (CRW) on the path. We apply an analytical method for the Quantum Walk to CRW. For the isospectral coin cases, we obtain all of the eigenvalues and the…

概率论 · 数学 2023-11-01 Yusuke Ide , Akihiro Narimatsu

The continuous time random walk model has been widely applied in various fields, including physics, biology, chemistry, finance, social phenomena, etc. In this work, we present an algorithm that utilizes a subordinate formula to generate…

统计力学 · 物理学 2024-09-10 Danhua Jiang , Yuanze Hong , Wanli Wang

We study an exactly solvable random walk model with long-range memory on arbitrary networks. The walker performs unbiased random steps to nearest-neighbor nodes and intermittently resets to previously visited nodes in a preferential way,…

统计力学 · 物理学 2024-12-11 Ana Gabriela Guerrero-Estrada , Alejandro P. Riascos , Denis Boyer

We consider in this work a model conservative system subject to dissipation and Gaussian-type stochastic perturbations. The original conservative system possesses a continuous set of steady states, and is thus degenerate. We characterize…

概率论 · 数学 2019-02-26 Wenqing Hu

The motion of self-propelled particles is modeled as a persistent random walk. An analytical framework is developed that allows the derivation of exact expressions for the time evolution of arbitrary moments of the persistent walk's…

软凝聚态物质 · 物理学 2015-07-28 Zeinab Sadjadi , M. Reza Shaebani , Heiko Rieger , Ludger Santen

Random walk is one of the most classical and well-studied model in probability theory. For two correlated random walks on lattice, every step of the random walks has only two states, moving in the same direction or moving in the opposite…

概率论 · 数学 2018-08-17 Tianyao Chen , Xue Cheng , Jingping Yang

We study the motion of a random walker in one longitudinal and d transverse dimensions with a quenched power law correlated velocity field in the longitudinal x-direction. The model is a modification of the Matheron-de Marsily (MdM) model,…

统计力学 · 物理学 2007-05-23 Soumen Roy , Dibyendu Das

We investigate analytically and numerically the statistical properties of a random walk model with delayed transition probability dependence (delayed random walk). The characteristic feature of such a model is the oscillatory behavior of…

统计力学 · 物理学 2009-10-30 Toru Ohira

Consider a discrete-time quantum walk on the $N$-cycle subject to decoherence both on the coin and the position degrees of freedom. By examining the evolution of the density matrix of the system, we derive some new conclusions about the…

量子物理 · 物理学 2011-07-20 Chaobin Liu , Nelson Petulante

This paper investigates the asymptotic behaviour of solutions to certain infinite systems of coupled recurrence relations. In particular, we obtain a characterisation of those initial values which lead to a convergent solution, and for…

泛函分析 · 数学 2019-02-14 L. Paunonen , D. Seifert

Persistence and permanence are properties of dynamical systems that describe the long-term behavior of the solutions, and in particular specify whether positive solutions approach the boundary of the positive orthant. Mass-action systems…

动力系统 · 数学 2011-03-03 Gheorghe Craciun , Fedor Nazarov , Casian Pantea

We analyze the dynamics of random walks with long-term memory (binary chains with long-range correlations) in the presence of an absorbing boundary. An analytically solvable model is presented, in which a dynamical phase-transition occurs…

统计力学 · 物理学 2009-11-11 Uri Keshet , Shahar Hod

The persistence exponent, which characterises the long-time decay of the survival probability of stochastic processes in the presence of an absorbing target, plays a key role in quantifying the dynamics of fluctuating systems. Determining…

统计力学 · 物理学 2025-06-23 Julien Brémont , Léo Régnier , Olivier Bénichou , Raphaël Voituriez

We introduce and investigate the escape problem for random walkers that may eventually die, decay, bleach, or lose activity during their diffusion towards an escape or reactive region on the boundary of a confining domain. In the case of a…

化学物理 · 物理学 2020-01-03 D. S. Grebenkov , J. -F. Rupprecht

Diffusion mediated reaction models are particularly ubiquitous in the description of physical, chemical or biological processes. The random walk schema is a useful tool for formulating these models. Recently, evanescent random walk models…

数据分析、统计与概率 · 物理学 2015-10-08 Miguel A. Ré , Natalia C. Bustos
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