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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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Record Statistics of Continuous Time Random Walk [PDF]
EPL (Europhysics Letters), 2011 The statistics of records for a time series generated by a continuous time random walk is studied, and found to be independent of the details of the jump length distribution, as long as the latter is continuous and symmetric.
Sabhapandit, Sanjib
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Continuous Time Random Walks (CTRWs): Simulation of continuous trajectories [PDF]
Physical Review E, 2007 Continuous time random walks have been developed as a straightforward generalisation of classical random walk processes. Some 10 years ago, Fogedby introduced a continuous representation of these processes by means of a set of Langevin equations [H.
Friedrich, R., Kleinhans, D.
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Directed Continuous-Time Random Walk with memory [PDF]
The European Physical Journal B, 2018 We propose a new Directed Continuous-Time Random Walk (CTRW) model with memory. As CTRW trajectory consists of spatial jumps preceded by waiting times, in Directed CTRW, we consider the case with only positive spatial jumps.
Gubiec, Tomasz, Klamut, Jarosław
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A continuous time random walk model for financial distributions [PDF]
Physical Review E, 2002 We apply the formalism of the continuous time random walk to the study of financial data. The entire distribution of prices can be obtained once two auxiliary densities are known.
A.H. Gandjbakhche +23 more
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Noisy continuous time random walks [PDF]
The Journal of Chemical Physics, 2013 Experimental studies of the diffusion of biomolecules in the environment of biological cells are routinely confronted with multiple sources of stochasticity, whose identification renders the detailed data analysis of single molecule trajectories quite ...
Barkai, Eli +2 more
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State‐switching continuous‐time correlated random walks [PDF]
Methods in Ecology and Evolution, 2019 Abstract Continuous‐time models have been developed to capture features of animal movement across temporal scales. In particular, one popular model is the continuous‐time correlated random walk, in which the velocity of an animal is formulated as an Ornstein–Uhlenbeck process, to capture the autocorrelation in the speed and direction of its movement.
Michelot, T., Blackwell, P.G.
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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: $t\to t/ ^{1/ }$ 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 walk and parametric subordination in fractional diffusion
Chaos, Solitons and Fractals, 2007 The well-scaled transition to the diffusion limit in the framework of the theory of continuous-time random walk (CTRW)is presented starting from its representation as an infinite series that points out the subordinated character of the CTRW itself.
Alessandro Vivoli +62 more
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Integro-differential diffusion equation for continuous time random walk [PDF]
Physical Review E, 2010 In this paper we present an integro-differential diffusion equation for continuous time random walk that is valid for a generic waiting time probability density function.
A. Carpinteri +5 more
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