相关论文: Random walk models associated with distributed fra…
The continuous time random walk model has been widely applied in various fields, including physics, biology, chemistry, finance, social phenomena, etc. In this work, we present an algorithm that utilizes a subordinate formula to generate…
We establish recurrence criteria for sums of independent random variables which take values in Euclidean lattices of varying dimension. In particular, we describe transient inhomogenous random walks in the plane which interlace two…
The diffusive transport of particles in anisotropic media is a fundamental phenomenon in computational, medical and biological disciplines. While deterministic models (partial differential equations) of such processes are well established,…
To offer a view into the rapidly developing theory of fractional diffusion processes we describe in some detail three topics of present interest: (i) the well-scaled passage to the limit from continuous time random walk under power law…
We consider a multidimensional random walk in a product random environment with bounded steps, transience in some spatial direction, and high enough moments on the regeneration time. We prove an invariance principle, or functional central…
We analyze here different types of fractional differential equations, under the assumption that their fractional order $\nu \in (0,1] $ is random\ with probability density $n(\nu).$ We start by considering the fractional extension of the…
We consider conservative cross-diffusion systems for two species where individual motion rates depend linearly on the local density of the other species. We develop duality estimates and obtain stability and approximation results. We first…
This paper states a law of large numbers for a random walk in a random iid environment on ${\mathbb Z}^d$, where the environment follows some Dirichlet distribution. Moreover, we give explicit bounds for the asymptotic velocity of the…
We investigate the evolution dynamics of inhomogeneous discrete-time one-dimensional quantum walks displaying long-range correlations in both space and time. The associated quantum coin operators are built to exhibit a random inhomogeneity…
In a recent paper [2] the author introduced and investigated a random walk model similar to a model introduced in [1]. In these models the increment of the random walk depends on the complete past of the process. In this note I will point…
We introduce a variation of the step-reinforced random walk with general memory. For the diffusive regime, we establish a functional invariance principle and show that, given suitable conditions on the memory sequence, the arising limiting…
Quantum walks are known to propagate quadratically faster than their classical counterparts and are used to model dynamics in various quantum systems. The spread of the quantum walk in position space shows anomalous diffusion behavior. By…
Modeling of phenomena such as anomalous transport via fractional-order differential equations has been established as an effective alternative to partial differential equations, due to the inherent ability to describe large-scale behavior…
Multifractal properties of the distribution of topological invariants for a model of trajectories randomly entangled with a nonsymmetric lattice of obstacles are investigated. Using the equivalence of the model to random walks on a locally…
We investigate the two-points correlation function for several boundary-driven interacting particle systems. Our goal is to show that the time evolution of that correlation function is solution to a partial differential equation that can be…
We perform simulations for one dimensional continuous-time random walks in two dynamic random environments with fast (independent spin-flips) and slow (simple symmetric exclusion) decay of space-time correlations, respectively. We focus on…
The iterated random walk is a random process in which a random walker moves on a one-dimensional random walk which is itself taking place on a one-dimensional random walk, and so on. This process is investigated in the continuum limit using…
Random walks provide a simple conventional model to describe various transport processes, for example propagation of heat or diffusion of matter through a medium. However, in many practical cases the medium is highly irregular due to…
In this article, we generalize the recent Discrete Time Random Walk (DTRW) algorithm, which was introduced for the computation of probability densities of fractional diffusion. Although it has the same computational complexity and shares…
In this paper, we prove central limit theorems for bias reduced estimators of the structure function of several multifractal processes, namely mutiplicative cascades, multifractal random measures, multifractal random walk and multifractal…