Results 11 to 20 of about 17,135,752 (243)
Large Deviations for Continuous Time Random Walks [PDF]
Entropy, 2020 Recently observation of random walks in complex environments like the cell and other glassy systems revealed that the spreading of particles, at its tails, follows a spatial exponential decay instead of the canonical Gaussian.
Wanli Wang, Eli Barkai, Stanislav Burov
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A Continuous-Time Random Walk Extension of the Gillis Model [PDF]
Entropy, 2020 We consider a continuous-time random walk which is the generalization, by means of the introduction of waiting periods on sites, of the one-dimensional non-homogeneous random walk with a position-dependent drift known in the mathematical literature as ...
Gaia Pozzoli +3 more
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Entropy, 2021 In many physical, social, and economic phenomena, we observe changes in a studied quantity only in discrete, irregularly distributed points in time. The stochastic process usually applied to describe this kind of variable is the continuous-time random ...
Jarosław Klamut, Tomasz Gubiec
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A Directed Continuous Time Random Walk Model with Jump Length Depending on Waiting Time [PDF]
The Scientific World Journal, 2014 In continuum one-dimensional space, a coupled directed continuous time random walk model is proposed, where the random walker jumps toward one direction and the waiting time between jumps affects the subsequent jump.
Long Shi, Zuguo Yu, Zhi Mao, Aiguo Xiao
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On the Advent of Fractional Calculus in Econophysics via Continuous-Time Random Walk
Mathematics, 2020 In this survey article, at first, the author describes how he was involved in the late 1990s on Econophysics, considered in those times an emerging science.
Francesco Mainardi
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From quenched disorder to continuous time random walk [PDF]
Physical Review E, 2017 This work focuses on quantitative representation of transport in systems with quenched disorder. Explicit mapping of the quenched trap model to continuous time random walk is presented. Linear temporal transformation: $t\to t/Λ^{1/α}$ for transient process on translationally invariant lattice, in the sub-diffusive regime, is sufficient for asymptotic ...
Stanislav Burov
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Continuous-time random walks and Lévy walks with stochastic resetting
Physical Review Research, 2020 Intermittent stochastic processes appear in a wide field, such as chemistry, biology, ecology, and computer science. This paper builds up the theory of intermittent continuous-time random walk (CTRW) and Lévy walk, in which the particles are ...
Tian Zhou, Pengbo Xu, Weihua Deng
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On multiple-particle continuous-time random walks [PDF]
Journal of Applied Mathematics, 2004 Scaling limits of continuous-time random walks are used in physics to model anomalous diffusion in which particles spread at a different rate than the classical Brownian motion.
Peter Becker-Kern +1 more
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Frontiers in Physics, 2015 In this paper, we provide a context for the modeling approaches that have been developed to describe non-Gaussian diffusion behavior, which is ubiquitous in diffusion weighted magnetic resonance imaging of water in biological tissue.
Carson eIngo +5 more
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Random walk with barycentric self-interaction [PDF]
, 2010 We study the asymptotic behaviour of a $d$-dimensional self-interacting random walk $X_n$ ($n = 1,2,...$) which is repelled or attracted by the centre of mass $G_n = n^{-1} \sum_{i=1}^n X_i$ of its previous trajectory. The walk's trajectory $(X_1,...,X_n)
Volkov, S. +13 more
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