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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

We consider a continuous-time random walk model with finite-mean waiting-times and we study the mean first-passage time (MFPT) as estimated by an observer in a reference frame $\mathcal{S}$, that is co-moving with a target, and by an…

统计力学 · 物理学 2023-06-14 Marcus Dahlenburg , Gianni Pagnini

In arbitrary spatial dimension $d\ge 1$, we study a generalized model of random walks in a time-varying random environment (RWRE) defined by a stochastic flow of kernels. We consider the quenched probability distribution of the random…

概率论 · 数学 2025-10-28 Hindy Drillick , Shalin Parekh

We consider random variables observed at arrival times of a renewal process, which possibly depends on those observations and has regularly varying steps with infinite mean. Due to the dependence and heavy tailed steps, the limiting…

概率论 · 数学 2016-08-08 Bojan Basrak , Drago Špoljarić

Particle hopping is a common feature in heterogeneous media. We explore such motion by using the widely applicable formalism of the continuous time random walk and focus on the statistics of rare events. Numerous experiments have shown that…

统计力学 · 物理学 2023-01-10 R. K. Singh , Stanislav Burov

We consider a reaction-diffusion system including discontinuous hysteretic relay operators in reaction terms. This system is motivated by an epigenetic model that describes the evolution of a population of organisms which can switch their…

偏微分方程分析 · 数学 2015-08-12 Pavel Gurevich , Dmitrii Rachinskii

We consider random walks on the nonnegative integers in a space-time dependent random environment. We assume that transition probabilities are given by independent $\mathrm{Beta}(\mu,\mu)$ distributed random variables, with a specific…

概率论 · 数学 2022-11-30 Guillaume Barraquand , Mark Rychnovsky

It is shown in this paper that the transition kernel corresponding to a spatially inhomogeneous random walk on ${\mathbf{Z}}^d$ admits upper and lower Gaussian estimates.

概率论 · 数学 2007-05-23 Sami Mustapha

We consider a continuous random walk model for describing normal as well as anomalous diffusion of particles subjected to an external force when these particles diffuse in a uniformly expanding (or contracting) medium. A general equation…

统计力学 · 物理学 2018-10-17 F. Le Vot , S. B. Yuste

Consider a random walk $S_n=\sum_{i=1}^n X_i$ with independent and identically distributed real-valued increments with zero mean, finite variance and moment of order $2 + \delta$ for some $\delta>0$. For any starting point $x\in \mathbb R$,…

概率论 · 数学 2024-12-13 Ion Grama , Hui Xiao

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 consider waves propagating in a randomly layered medium with long-range correlations. An example of such a medium is studied in \citeMS and leads, in particular, to an asymptotic travel time described in terms of a fractional Brownian…

概率论 · 数学 2011-01-04 Renaud Marty , Knut Sølna

Diffusion-coagulation can be simply described by a dynamic where particles perform a random walk on a lattice and coalesce with probability unity when meeting on the same site. Such processes display non-equilibrium properties with strong…

统计力学 · 物理学 2018-03-13 L. Turban , J. -Y. Fortin

This paper is concerned with classes of models of stochastic reaction dynamics with time-scales separation. We demonstrate that the existence of the time-scale separation naturally leads to the application of the averaging principle and…

计算物理 · 物理学 2007-05-23 Sergey Plyasunov

We consider continuous-time random walk models described by arbitrary sojourn time probability density functions. We find a general expression for the distribution of time-averaged observables for such systems, generalizing some recent…

统计力学 · 物理学 2010-09-10 Alberto Saa , Roberto Venegeroles

Suppose we are given finitely generated groups $\Gamma_1,...,\Gamma_m$ equipped with irreducible random walks. Thereby we assume that the expansions of the corresponding Green functions at their radii of convergence contain only logarithmic…

概率论 · 数学 2011-04-21 Elisabetta Candellero , Lorenz A. Gilch

We study a family of interacting particle systems with annihilating and coalescing reactions. Two types of particles are interspersed throughout a transitive unimodular graph. Both types diffuse as simple random walks with possibly…

概率论 · 数学 2025-11-04 Sungwon Ahn , Matthew Junge , Hanbaek Lyu , Lily Reeves , Jacob Richey , David Sivakoff

We demonstrate that continuous time random walks in which successive waiting times are correlated by Gaussian statistics lead to anomalous diffusion with mean squared displacement <r^2(t)>~t^{2/3}. Long-ranged correlations of the waiting…

统计力学 · 物理学 2015-05-14 Vincent Tejedor , Ralf Metzler

In this work, the transition between diffusion-limited and ballistic aggregation models was revisited using a model in which biased random walks simulate the particle trajectories. The bias is controlled by a parameter $\lambda$, which…

统计力学 · 物理学 2009-11-11 S. C. Ferreira , S. G. Alves , A. Faissal Brito , J. G. Moreira

A generalized persistent random walk (GPRW) model to study anomalous particle diffusion influenced by angular heterogeneity is presented. Consider the motion of a particle is composed of many consecutive straight line segments. At the end…

生物物理 · 物理学 2021-11-30 Kejie Chen , Bogdan Epureanu