Results 51 to 60 of about 17,135,752 (243)
Continuous-time random walks at all times [PDF]
The Journal of Chemical Physics, 2009 Continuous-time random walks (CTRW) play an important role in understanding of a wide range of phenomena. However, most theoretical studies of these models concentrate only on dynamics at long times. We present a new theoretical approach, based on generalized master equations picture, which allowed us to obtain explicit expressions for Laplace ...
openaire +3 more sources
Angular asymptotics for multi-dimensional non-homogeneous random walks with asymptotically zero drift [PDF]
, 2010 We study the rst exit time from an arbitrary cone with apex at the origin by a non-homogeneous random walk (Markov chain) on Zd (d 2) with mean drift that is asymptotically zero.
MacPhee, I.M. +2 more
core +4 more sources
On randomly spaced observations and continuous-time random walks [PDF]
Journal of Applied Probability, 2016 AbstractWe 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 behavior of extreme observations until a given time t tends to be rather involved.
Basrak, Bojan, Špoljarić, Drago
openaire +4 more sources
Structural and temporal heterogeneities on networks
Applied Network Science, 2019 A heterogeneous continuous time random walk is an analytical formalism for studying and modeling diffusion processes in heterogeneous structures on microscopic and macroscopic scales.
Liubov Tupikina, Denis S. Grebenkov
doaj +1 more source
Continuous-Time Random Walk for a Particle in a Periodic Potential [PDF]
Physical Review Letters, 2019 Continuous-time random walks offer powerful coarse-grained descriptions of transport processes. We here microscopically derive such a model for a Brownian particle diffusing in a deep periodic potential. We determine both the waiting-time and the jump-length distributions in terms of the parameters of the system, from which we analytically deduce the ...
Dechant, Andreas +3 more
openaire +3 more sources
Austrian Journal of Statistics, 2023 For a continuous-time lattice random walk $X^\Lambda=\set{X^\Lambda_t,t\ge 0}$ in a random environment $\Lambda$, we study the asymptotic behavior, as $t\rightarrow \infty$, of the normalized additive functional $c_t\int_0^{t} f(X^\Lambda_s)ds$, $t\ge 0$
Georgiy Shevchenko, Andrii Yaroshevskiy
doaj +1 more source
Continuous-time random walk model for the diffusive motion of helicases
QRB DiscoveryDNA helicases are molecular motors that use the energy from nucleotide hydrolysis to move along DNA, promoting the unwinding or rewinding of the double helix.
Victor Rodríguez-Franco +4 more
doaj +1 more source
Continuous-time random-walk model for financial distributions [PDF]
Physical Review E, 2003 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. These are the probability densities for the pausing time between successive jumps and the corresponding probability density for the magnitude of a jump.
Masoliver, Jaume, 1951- +2 more
openaire +5 more sources
Moments of exit times from wedges for non-homogeneous random walks with asymptotically zero drifts [PDF]
, 2013 We study quantitative asymptotics of planar random walks that are spatially non-homogeneous but whose mean drifts have some regularity. Specifically, we study the first exit time $\tau_\alpha$ from a wedge with apex at the origin and interior half-angle $
MacPhee, I.M. +2 more
core +4 more sources
Doubly stochastic continuous time random walk
Physical Review ResearchSince its introduction some 60 years ago, the Montroll-Weiss continuous time random walk has found numerous applications due its ease of use and ability to describe both regular and anomalous diffusion. Yet, despite its broad applicability and generality,
Maxence Arutkin, Shlomi Reuveni
doaj +1 more source