中文
相关论文

相关论文: On the first positive position of a random walker

200 篇论文

We consider a discrete-time random walk on a one-dimensional lattice with space and time-dependent random jump probabilities, known as the Beta random walk. We are interested in the probability that, for a given realization of the jump…

统计力学 · 物理学 2023-07-28 Alexander K. Hartmann , Alexandre Krajenbrink , Pierre Le Doussal

We propose an analytical method to determine the shape of density profiles in the asymptotic long time limit for a broad class of coupled continuous time random walks which operate in the ballistic regime. In particular, we show that…

统计力学 · 物理学 2015-06-23 D. Froemberg , M. Schmiedeberg , E. Barkai , V. Zaburdaev

We study the mean first passage time of a one-dimensional random walker with step sizes decaying exponentially in discrete time. That is step sizes go like $\lambda^{n}$ with $\lambda\leq1$ . We also present, for pedagogical purposes, a…

统计力学 · 物理学 2009-11-10 Tonguç Rador , Sencer Taneri

We study the one-dimensional branching random walk in the case when the step size distribution has a stretched exponential tail, and, in particular, no finite exponential moments. The tail of the step size $X$ decays as $\mathbb{P}[X \geq…

概率论 · 数学 2022-04-12 Piotr Dyszewski , Nina Gantert , Thomas Höfelsauer

We study the long-time behavior of the scaled walker (particle) position associated with decoupled continuous-time random walk which is characterized by superheavy-tailed distribution of waiting times and asymmetric heavy-tailed…

统计力学 · 物理学 2013-02-19 S. I. Denisov , Yu. S. Bystrik , H. Kantz

A L\'evy random medium, in a given space, is a random point process where the distances between points, a.k.a. targets, are long-tailed. Random walks visiting the targets of a L\'evy random medium have been used to model many (physical,…

概率论 · 数学 2022-08-19 Marco Lenci

Random walks are powerful tools to analyze spatial-temporal patterns produced by living organisms ranging from cells to humans. At the same time, it is evident that these patterns are not completely random but are results of a convolution…

统计力学 · 物理学 2021-12-08 M. I. Krivonosov , S. N. Tikhomirov , S. Denisov

Random walk has wide applications in many fields, such as machine learning, biology, physics, and chemistry. Random walk can be discrete or continuous in time and space. Asymmetric random walk could be described by drift-diffusion equation.…

统计力学 · 物理学 2024-03-01 Guoxing Lin , Shaokun Zheng

We analyze a class of continuous time random walks in $\mathbb R^d,d\geq 2,$ with uniformly distributed directions. The steps performed by these processes are distributed according to a generalized Dirichlet law. Given the number of changes…

概率论 · 数学 2015-06-16 Alessandro De Gregorio

Starting from the model of continuous time random walk, we focus our interest on random walks in which the probability distributions of the waiting times and jumps have fat tails characterized by power laws with exponent between 0 and 1 for…

概率论 · 数学 2008-01-03 Rudolf Gorenflo , Entsar A. A. Abdel-Rehim

The iterated random walk is a random process in which a random walker moves on a one-dimensional random walk which is itself taking place on a one-dimensional random walk, and so on. This process is investigated in the continuum limit using…

统计力学 · 物理学 2007-05-23 L. Turban

The statistics of persistent events, recently introduced in the context of phase ordering dynamics, is investigated in the case of the 1D lattice random walk in discrete time. We determine the survival probability of the random walker in…

统计力学 · 物理学 2015-06-25 M. Bauer , C. Godreche , J. M. Luck

We study a one-dimensional random walk with memory in which the step lengths to the left and to the right evolve at each step in order to reduce the wandering of the walker. The feedback is quite efficient and lead to a non-diffusive walk.…

统计力学 · 物理学 2010-06-18 L. Turban

We revisit the statistics of extremes and records of symmetric random walks with stochastic resetting, extending earlier studies in several directions. We put forward a diffusive scaling regime (symmetric step length distribution with…

统计力学 · 物理学 2022-06-29 Claude Godrèche , Jean-Marc Luck

Exploiting the coherent medium approximation, random walk among sites distributed randomly in space is investigated when the jump rate depends on the distance between two adjacent sites. In one dimension, it is shown that when the jump rate…

统计力学 · 物理学 2021-09-27 Takashi Odagaki

A well known connection between first-passage probability of random walk and distribution of electrical potential described by Laplace equation is studied. We simulate random walk in the plane numerically as a discrete time process with…

统计力学 · 物理学 2018-03-21 Olga Klimenkova , Anton Menshutin , Lev N. Shchur

We consider random walks with finite second moment which drifts to $-\infty$ and have heavy tail. We focus on the events when the minimum and the final value of this walk belong to some compact set. We first specify the associated…

概率论 · 数学 2013-12-12 Vincent Bansaye , Vladimir Vatutin

When it comes to random walk on the integers $\mathbb{Z}$, the arguably first step of generalization beyond simple random walk is the class of one-sidedly continuous random walk, where the stepsize in only one direction is bounded by 1.…

概率论 · 数学 2024-07-10 Timo Vilkas

We study a one-dimensional sluggish random walk with space-dependent transition probabilities between nearest-neighbour lattice sites. Motivated by trap models of slow dynamics, we consider a model in which the trap depth increases…

统计力学 · 物理学 2023-04-12 Aniket Zodage , Rosalind J. Allen , Martin R. Evans , Satya N. Majumdar

The first passage time (FPT) for random walks is a key indicator of how fast information diffuses in a given system. Despite the role of FPT as a fundamental feature in transport phenomena, its behavior, particularly in heterogeneous…

统计力学 · 物理学 2015-06-05 S. Hwang , D. -S. Lee , B. Kahng