相关论文: Amnestically induced persistence in random walks

In this paper we consider a stochastic process that may experience random reset events which bring suddenly the system to the starting value and analyze the relevant statistical magnitudes. We focus our attention on monotonous…

We address the problem of long-range memory in the financial markets. There are two conceptually different ways to reproduce power-law decay of auto-correlation function: using fractional Brownian motion as well as non-linear stochastic…

A discrete time quantum walk is considered in which the step lengths are chosen to be either $1$ or $2$ with the additional feature that the walker is persistent with a probability $p$. This implies that with probability $p$, the walker…

We investigate the asymptotic behaviour of a class of self-interacting nearest neighbour random walks on the one-dimensional integer lattice which are pushed by a particular linear combination of their own local time on edges in the…

Deterministic walks over a random set of points in one and two dimensions (d=1,2) are considered. Points (``cities'') are randomly scattered in R^d following a uniform distribution. A walker (a ``tourist''), at each time step, goes to the…

Quantum walks subject to decoherence generically suffer the loss of their genuine quantum feature, a quadratically faster spreading compared to classical random walks. This intuitive statement has been verified analytically for certain…

We study a non-reversible random walk advected by the symmetric simple exclusion process, so that the walk has a local drift of opposite sign when sitting atop an occupied or an empty site. We prove that the back-tracking probability of the…

In this work we establish a link between two different phenomena that were studied in a large and growing number of biological, composite and soft media: the diffusion in compartmentalized environment and the Brownian yet non-Gaussian…

Random walkers characterized by random positions and random velocities lead to normal diffusion. A random walk was originally proposed by Einstein to model Brownian motion and to demonstrate the existence of atoms and molecules. Such a…

Splitting probabilities quantify the likelihood of a given outcome out of competitive events. This key observable of random walk theory, historically introduced as the gambler's ruin problem, is well understood for memoryless (Markovian)…

In this article we consider transient random walks on HNN extensions of finitely generated groups. We prove that the rate of escape w.r.t. some generalised word length exists. Moreover, a central limit theorem with respect to the…

Fractal behavior and long-range dependence have been observed in an astonishing number of physical systems. Either phenomenon has been modeled by self-similar random functions, thereby implying a linear relationship between fractal…

We consider a random walker whose motion is tethered around a focal point. We use two models that exhibit the same spatial dependence in the steady state but widely different dynamics. In one case, the walker is subject to a deterministic…

Alzheimer's disease (AD) causes alterations of brain network structure and function. The latter consists of connectivity changes between oscillatory processes at different frequency channels. We proposed a multi-layer network approach to…

We propose a generalization of the widely used fractional Brownian motion (FBM), memory-multi-FBM (MMFBM), to describe viscoelastic or persistent anomalous diffusion with time-dependent memory exponent $\alpha(t)$ in a changing environment.…

We consider one-dimensional excited random walks with finitely many cookies at each site. There are certain natural monotonicity results that are known for the excited random walk under some partial orderings of the cookie environments. We…

We consider a centered random walk with finite variance and investigate the asymptotic behaviour of the probability that the area under this walk remains positive up to a large time $n$. Assuming that the moment of order $2+\delta$ is…

When random walks on a square lattice are biased horizontally to move solely to the right, the probability distribution of their algebraic area can be exactly obtained. We explicitly map this biased classical random system on a non…

A discrete-time random process is described which can generate bursty sequences of events. A Bernoulli process, where the probability of an event occurring at time $t$ is given by a fixed probability $x$, is modified to include a memory…

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,…