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相关论文: Emergent heavy-tailed distributions from a Markovi…

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We consider a class of multiplicative processes which, added with stochastic reset events, give origin to stationary distributions with power-law tails -- ubiquitous in the statistics of social, economic, and ecological systems. Our main…

统计金融 · 定量金融 2021-05-26 Damián H. Zanette , Susanna Manrubia

Using the continuous-time random walk (CTRW) approach, we study the phenomenon of relaxation of two-state systems whose elements evolve according to a dichotomous process. Two characteristics of relaxation, the probability density function…

统计力学 · 物理学 2015-05-27 S. I. Denisov , Yu. S Bystrik

We study a random walk problem on the hierarchical network which is a scale-free network grown deterministically. The random walk problem is mapped onto a dynamical Ising spin chain system in one dimension with a nonlocal spin update rule,…

统计力学 · 物理学 2007-05-23 Jae Dong Noh , Heiko Rieger

We study a continuous-time branching random walk on the lattice $\mathbb{Z}^{d}$, $d\in \mathbb{N}$, with a single source of branching, that is the lattice point where the birth and death of particles can occur. The random walk is assumed…

概率论 · 数学 2020-01-23 Anastasiya Rytova , Elena Yarovaya

We consider a one-dimensional random walk among biased i.i.d. conductances, in the case where the random walk is transient but sub-ballistic: this occurs when the conductances have a heavy-tail at $+\infty$ or at $0$. We prove that the…

概率论 · 数学 2019-04-16 Quentin Berger , Michele Salvi

In general, the power-law degree distribution has profound influence on various dynamical processes defined on scale-free networks. In this paper, we will show that power-law degree distribution alone does not suffice to characterize the…

统计力学 · 物理学 2009-12-09 Zhongzhi Zhang , Weilen Xie , Shuigeng Zhou , Mo Li , Jihong Guan

We review recent studies demonstrating a nonuniversal (continuously variable) survival exponent for history-dependent random walks, and analyze a new example, the hard movable partial reflector. These processes serve as a simplified models…

统计力学 · 物理学 2015-06-24 Ronald Dickman , Francisco Fontenele Araujo , Daniel ben-Avraham

* ACTIVATED RANDOM WALK MODEL * This is a conservative particle system on the lattice, with a Markovian continuous-time evolution. Active particles perform random walks without interaction, and they may as well change their state to…

概率论 · 数学 2011-03-15 Leonardo T. Rolla

Consider the dynamic environment governed by a Poissonian field of independent particles evolving as simple random walks on $\mathbb{Z}^d$. The random walk on random walks model refers to a particular stochastic process on $\mathbb{Z}^d$…

概率论 · 数学 2024-11-22 Stein Andreas Bethuelsen , Florian Völlering

In the present Short Note an idea is proposed to explain the emergence and the observation of processes in complex media that are driven by fractional non-Markovian master equations. Particle trajectories are assumed to be solely Markovian…

统计力学 · 物理学 2015-06-19 Gianni Pagnini

We study a one-dimensional Markov modulated random walk with jumps. It is assumed that amplitudes of jumps as well as a chosen velocity regime are random and depend on a time spent by the process at a previous state of the underlying Markov…

概率论 · 数学 2013-03-13 Nikita Ratanov

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…

统计力学 · 物理学 2015-06-19 Denis Boyer , Citlali Solis-Salas

Random walks, and in particular, their first passage times, are ubiquitous in nature. Using direct enumeration of paths, we find the first return time distribution of a 1D random walker, which is a heavy-tailed distribution with infinite…

统计力学 · 物理学 2016-02-10 Sarah Kostinski , Ariel Amir

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

Levy walk (LW) process has been used as a simple model for describing anomalous diffusion in which the mean squared displacement of the walker grows non-linearly with time in contrast to the diffusive motion described by simple random walks…

统计力学 · 物理学 2021-10-27 Santanu Das , Anupam Kundu

Random walk models, such as the trap model, continuous time random walks, and comb models exhibit weak ergodicity breaking, when the average waiting time is infinite. The open question is: what statistical mechanical theory replaces the…

统计力学 · 物理学 2007-05-23 Golan Bel , Eli Barkai

We consider random walks in dynamic random environments, with an environment generated by the time-reversal of a Markov process from the oriented percolation universality class. If the influence of the random medium on the walk is small in…

概率论 · 数学 2016-06-02 Matthias Birkner , Jiří Černý , Andrej Depperschmidt

Consider a stochastic process that behaves as a $d$-dimensional simple and symmetric random walk, except that, with a certain fixed probability, at each step, it chooses instead to jump to a given site with probability proportional to the…

概率论 · 数学 2020-08-26 Cécile Mailler , Gerónimo Uribe Bravo

In this paper, we investigate random walks in a family of small-world trees having an exponential degree distribution. First, we address a trapping problem, that is, a particular case of random walks with an immobile trap located at the…

统计力学 · 物理学 2011-08-25 Zhongzhi Zhang , Xintong Li , Yuan Lin , Guanrong Chen

We consider stochastic processes where randomly chosen particles with positive quantities x, y (> 0) interact and exchange the quantities asymmetrically by the rule x' = c{(1-a) x + b y}, y' = d{a x + (1-b) y} (x \ge y), where (0 \le) a, b…

统计力学 · 物理学 2007-05-23 Akihiro Fujihara , Toshiya Ohtsuki , Hiroshi Yamamoto