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We study space-time fluctuations around a characteristic line for a one-dimensional interacting system known as the random average process. The state of this system is a real-valued function on the integers. New values of the function are…

概率论 · 数学 2007-09-12 Marton Balazs , Firas Rassoul-Agha , Timo Seppalainen

The L\'evy-Lorentz gas describes the motion of a particle on the real line in the presence of a random array of scattering points, whose distances between neighboring points are heavy-tailed i.i.d. random variables with finite mean. The…

概率论 · 数学 2023-04-24 Marco Zamparo

We analyze a specific class of random systems that are driven by a symmetric L\'{e}vy stable noise. In view of the L\'{e}vy noise sensitivity to the confining "potential landscape" where jumps take place (in other words, to environmental…

统计力学 · 物理学 2015-06-11 M. Zaba , P. Garbaczewski , V. Stephanovich

This paper investigates L\'evy walks with random velocities, extending classical models beyond constant speed assumptions. We derive scaling limits, demonstrating that diffusion depends on interplay between heavy-tailed duration and…

概率论 · 数学 2026-04-28 Hubert Woszczek , Marek A. Teuerle , Agnieszka Wyłomańska

This paper establishes the precise small-time asymptotic behavior of the spectral heat content for isotropic L\'evy processes on bounded $C^{1,1}$ open sets of $\mathbb{R}^{d}$ with $d\ge 2$, where the underlying characteristic exponents…

概率论 · 数学 2024-03-01 Kei Kobayashi , Hyunchul Park

Let $\left\{ S_{n},n\geq 0\right\} $ be a random walk whose increment distribution belongs without centering to the domain of attraction of an $% \alpha $-stable law, i.e., there are some scaling constants $a_{n}$ such that the sequence…

概率论 · 数学 2023-12-19 Congzao Dong , Elena Dyakonova , Vladimir Vatutin

We provide a random walk in random scenery representation of a new class of stable self-similar processes with stationary increments introduced recently by Jung, Owada and Samorodnitsky. In the functional limit theorem they provided, only a…

概率论 · 数学 2018-02-27 Łukasz Treszczotko

Standard Reaction-Diffusion (RD) systems are characterized by infinite velocities and no persistence in the movement of individuals, two conditions that are violated when considering living organisms. Here we consider a discrete particle…

生物物理 · 物理学 2019-01-09 Davide Vergni , Stefano Berti , Angelo Vulpiani , Massimo Cencini

We study continuous-time (variable speed) random walks in random environments on $\mathbb{Z}^d$, $d\ge2$, where, at time $t$, the walk at $x$ jumps across edge $(x,y)$ at time-dependent rate $a_t(x,y)$. The rates, which we assume stationary…

概率论 · 数学 2020-01-06 Marek Biskup , Pierre-François Rodriguez

We investigate the stochastic dynamics of an active particle moving at a constant speed under the influence of a fluctuating torque. In our model the angular velocity is generated by a constant torque and random fluctuations described as a…

统计力学 · 物理学 2017-01-04 Joerg Noetel , Igor M. Sokolov , Lutz Schimansky-Geier

In this manuscript, we continue with the systematic study of the speed of extinction of continuous state branching processes in L\'evy environments under more general branching mechanisms. Here, we deal with the weakly subcritical regime…

概率论 · 数学 2023-02-20 Natalia Cardona-Tobón , Juan Carlos Pardo

Bacterial swarms display intriguing dynamical states like active turbulence. Using a hydrodynamic model we now show that such dense active suspensions manifest super-diffusion, via L\'evy walks, which masquerades as a crossover from…

软凝聚态物质 · 物理学 2021-09-15 Siddhartha Mukherjee , Rahul K. Singh , Martin James , Samriddhi Sankar Ray

Motivated by studies on the recurrent properties of animal and human mobility, we introduce a path-dependent random walk model with long range memory for which not only the mean square displacement (MSD) can be obtained exactly in the…

统计力学 · 物理学 2015-06-19 D. Boyer , J. C. R. Romo-Cruz

Nonergodicity observed in single-particle tracking experiments is usually modeled by transient trapping rather than spatial disorder. We introduce models of a particle diffusing in a medium consisting of regions with random sizes and random…

软凝聚态物质 · 物理学 2014-09-23 P. Massignan , C. Manzo , J. A. Torreno-Pina , M. F. García-Parajo , M. Lewenstein , G. J. Lapeyre

The diffusion of a walk in the presence of traps is investigated. Different diffusion regimes are obtained considering the magnitude of the fluctuations in waiting times and jump distances. A constant velocity during the jump motion is…

软凝聚态物质 · 物理学 2015-06-25 Alexei Vazquez , Oscar Sotolongo Costa , Francois Brouers

Random walks in random scenery are processes defined by $Z_n:=\sum_{k=1}^n\xi_{X_1+...+X_k}$, where $(X_k,k\ge 1)$ and $(\xi_y,y\in{\mathbb Z}^d)$ are two independent sequences of i.i.d. random variables with values in ${\mathbb Z}^d$ and…

概率论 · 数学 2011-03-24 Fabienne Castell , Nadine Guillotin--Plantard , Françoise Pène

We are interested in the random walk in random environment on an infinite tree. Lyons and Pemantle [11] give a precise recurrence/transience criterion. Our paper focuses on the almost sure asymptotic behaviours of a recurrent random walk…

概率论 · 数学 2007-05-23 Yueyun Hu , Zhan Shi

We prove a strong law of large numbers and an annealed invariance principle for a random walk in a one-dimensional dynamic random environment evolving as the simple exclusion process with jump parameter $\gamma$. First, we establish that if…

概率论 · 数学 2015-11-02 François Huveneers , François Simenhaus

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

We study the asymptotic behaviour of random walks in i.i.d. random environments on $\Z^d$. The environments need not be elliptic, so some steps may not be available to the random walker. We prove a monotonicity result for the velocity (when…

概率论 · 数学 2018-11-27 Mark Holmes , Thomas S. Salisbury