continuous time random walk
Langevin formulation of a subdiffusive continuous-time random walk in physical time
... the continuous-time random walk ...physical time with additive ...waiting time distributions and force fields and compare our results with those of the ...
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Continuous time random walk and diffusion with generalized fractional Poisson process
... In press Physica A ; arXiv:1907.03830 [cond-mat.stat-mech] October 28, 2019 Abstract A non-Markovian counting process, the ‘generalized fractional Poisson process’ (GFPP) in- troduced by Cahoy and Polito in 2013 is ...
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Exit times in non-Markovian drifting continuous-time random-walk processes
... exit time of a continuous-time random walk with drift satisfies both when the present coincides with a jump instant or when it does ...
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On the fluid limit of the Continuous Time Random Walk with General Lévy Jump Distribution Functions
... The continuous time random walk (CTRW) is a natural generalization of the Brownian random walk that allows the incorporation of waiting time distributions ψ(t) and general ...
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Saddlepoint approximation to the distribution of the total distance of the von Mises-Fisher continuous time random walk
... the random flight or random walk, which appears in some problems of statistical mechanics and crystallography, refer ...independent continuous time counting process, this random ...
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On the fluid limit of the continuous-time random walk with general Lévy jump distribution functions.
... continuum time random walk model for the most general jump probability distribution function in the L´evy-Khintchine ...The time evolution is governed by a fractional time derivative ...
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Ehrenfest-Brillouin-type correlated continuous time random walk and fractional Jacobi diffusion
... with time averaged waiting times in statistical me- chanics were studied in [14], and investigation of limiting correlated CTRW processes was considered in [1] and ...outer continuous time Markov ...
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Modeling of super-extreme events: An application to the hierarchical Weierstrass-Mandelbrot Continuous-time Random Walk
... WM-CTRW time series in which we insert manually either a “sustained dragon-king” or an “impetuous or shock dragon-king” whose size dwarfs any existing ...WM-CTRW time series only if one would wait long ...
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Stochastic integration for uncoupled continuous time random walks
... The continuous-time random walk Continuous-time random walks (CTRWs) are pure- jump stochastic ...sojourn time at a site is much greater than the time needed ...
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Continuous-time random walks on networks with vertex- and time-dependent forcing
... in time. The problem is formulated using a continuous time random walk as the underlying stochastic process, and the generalized master equations for the concentration of particles on ...
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Analysis of a discrete non-Markovian random walk approximation for the time fractional
... sidering continuous time random walk (ctrw) problems, which generally involve non-Markovian processes, and via diffusion in fractal ...
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Testing Random Walk Hypothesis for Romanian Consumption: A Continuous Time Approach
... the random walk hypothesis of the permanent income theory (RW-PIH) for Romanian economy in a new vision based on a continuous time ...a continuous environment that allows for a much ...
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State-switching continuous-time correlated random walks
... hand, continuous-time models consider that telemetry observations arise from a continu- ous movement ...in continuous time, most of them based on diffusion ...the continuous-time ...
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Random walk hitting times in random trees
... hitting time from the root to a random vertex and vice ...is continuous, we found explicit limiting distributions in this ...a random vertex as well as the hitting times between two ...
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A crossover for the bad configurations of random walk in random scenery
... everywhere continuous on 0 ...where time is indexed by Z , that is, the random walk is extended to negative times by putting S 0 = 0 and S n − S n − 1 = X n , n ∈ Z, with X n the step at ...
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A Quantum Jensen-Shannon Graph Kernel Using the Continuous-Time Quantum Walk
... There has been an increasing interest in learning graph structures using graph kernels. A graph kernel is usually defined in terms of a similarity measure be- tween graphs [1]. To extend the large spectrum of kernel ...
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Random walk on the range of random walk
... of random walk paths has previously been investigated by physicists, with one motivation for doing so being its application to the study of the transport properties of sedimentary rocks of low porosity, ...
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Survival time of random walk in random environment among soft obstacles
... So, going back to the model of this paper, obstacles play the role of recurrent seeds, and the mo- ment τ when the event {ξ n ∈ Θ, Z n = 1} happens for the first time is analogous to the moment of the first ...
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Reinforced random processes in continuous time
... ofthe random times between failures which are for now assumed to be independent and identically ...over time; in many appli- cations one needs to model times between failures in such a way that the ...
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Mixing time for random walk on supercritical dynamical percolation
... We next define completely analogously to the time homogeneous case the evolving set process in the context of a time inhomogeneous Markov chain with a stationary distribution π.. In this[r] ...
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