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We examine the optimal scaling and the efficiency of the pseudo-marginal random walk Metropolis algorithm using a recently-derived result on the limiting efficiency as the dimension, $d\rightarrow \infty$. We prove that the optimal scaling…

统计计算 · 统计学 2015-04-24 Chris Sherlock

Low-dimensional periodic arrays of scatterers with a moving point particle are ideal models for studying deterministic diffusion. For such systems the diffusion coefficient is typically an irregular function under variation of a control…

混沌动力学 · 物理学 2009-11-07 R. Klages , N. Korabel

We consider the dynamics of a one-dimensional system consisting of dissimilar hardcore interacting (bouncy) random walkers. The walkers' (diffusing particles') friction constants xi_n, where n labels different bouncy walkers, are drawn from…

软凝聚态物质 · 物理学 2015-05-20 Michael A Lomholt , Ludvig Lizana , Tobias Ambjornsson

We consider a class of discrete-time random walks with directed unit steps on the integer line. The direction of the steps is reversed at the time instants of events in a discrete-time renewal process and is maintained at uneventful time…

概率论 · 数学 2023-01-04 Thomas M. Michelitsch , Federico Polito , Alejandro P. Riascos

Single particle tracking of mRNA molecules and lipid granules in living cells shows that the time averaged mean squared displacement $\overline{\delta^2}$ of individual particles remains a random variable while indicating that the particle…

统计力学 · 物理学 2009-11-13 Y. He , S. Burov , R. Metzler , E. Barkai

We present a systematic analytical approach to the trapping of a random walk by a finite density rho of diffusing traps in arbitrary dimension d. We confirm the phenomenologically predicted e^{-c_d rho t^{d/2}} time decay of the survival…

统计力学 · 物理学 2009-11-07 F. van Wijland

A constrained diffusive random walk of n steps and a random flight in Rd, which can be expressed in the same terms, were investigated independently in recent papers. The n steps of the walk are identically and independently distributed…

统计力学 · 物理学 2010-07-28 G. Le Caer

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

We introduce a continuous-time random walk model on an infinite multilayer structure inspired by transportation networks. Each layer is a copy of $\mathbb{R}^d$, indexed by a non-negative integer. A walker moves within a layer by means of…

概率论 · 数学 2025-03-04 Alessandra Bianchi , Marco Lenci , Françoise Pène

The paper analyzes a specific class of random walks on quotients of $X:=\text{SL}(k,{\Bbb R})/ \Gamma$ for a lattice $\Gamma$. Consider a one parameter diagonal subgroup, $\{g_t\}$, with an associated abelian expanding horosphere, $U\cong…

动力系统 · 数学 2015-10-12 C. Davis Buenger

We study a model of interacting run-and-tumble random walkers operating under mutual hardcore exclusion on a one-dimensional lattice with periodic boundary conditions. We incorporate a finite, Poisson-distributed, tumble duration so that a…

统计力学 · 物理学 2017-08-18 A. B. Slowman , M. R. Evans , R. A. Blythe

We study the random walk in random environment on {0,1,2,...}, where the environment is subject to a vanishing (random) perturbation. The two particular cases we consider are: (i) random walk in random environment perturbed from Sinai's…

概率论 · 数学 2008-05-13 M. V. Menshikov , Andrew R. Wade

We consider internal diffusion limited aggregation in dimension larger than or equal to two. This is a random cluster growth model, where random walks start at the origin of the d-dimensional lattice, one at a time, and stop moving when…

概率论 · 数学 2013-05-27 Amine Asselah , Alexandre Gaudillière

The diffusion limited aggregation model (DLA) and the more general dielectric breakdown model (DBM) are solved exactly in a two dimensional cylindrical geometry with periodic boundary conditions of width 2. Our approach follows the exact…

统计力学 · 物理学 2009-10-31 Boaz Kol , Amnon Aharony

In the classical model of Diffusion Limited Aggregation (DLA), introduced by Witten and Sander, the process begins with a single particle cluster placed at the origin of a space, and then, one at a time, particles make a random walk from…

概率论 · 数学 2026-04-29 Colin Cooper , Alan Frieze

We study the polygons governing the convex hull of a point set created by the steps of $n$ independent two-dimensional random walkers. Each such walk consists of $T$ discrete time steps, where $x$ and $y$ increments are i.i.d. Gaussian. We…

统计力学 · 物理学 2016-11-23 Timo Dewenter , Gunnar Claussen , Alexander K. Hartmann , Satya N. Majumdar

We propose a variety of models of random walk, discrete in space and time, suitable for simulating stable random variables of arbitrary index $\alpha$ ($0< \alpha \le 2$), in the symmetric case. We show that by properly scaled transition to…

统计力学 · 物理学 2009-10-31 Rudolf Gorenflo , Gianni De Fabritiis , Francesco Mainardi

We calculate the survival probability of a diffusing test particle in an environment of diffusing particles that undergo coagulation at rate lambda_c and annihilation at rate lambda_a. The test particle dies at rate lambda' on coming into…

统计力学 · 物理学 2009-11-10 R. Rajesh , Oleg Zaboronski

We experimentally, numerically and analytically explore the diffusive transport of active colloidal particles with sensory delay, navigating motility landscapes in which the self-propulsion speed depends on space. We show how the transport…

统计力学 · 物理学 2026-04-29 Adrià Garcés , Ueli Töpfer , Lucio Isa , Demian Levis , Ignacio Pagonabarraga

In this paper, we introduce the stationary harmonic measure in the upper half plane. By bounding this measure, we are able to define both the discrete and continuous time diffusion limit aggregation (DLA) in the upper half plane with…

概率论 · 数学 2017-12-04 Eviatar B. Procaccia , Yuan Zhang