Comparison of partition functions in a space–time random environment
Sign Up to like & getrecommendations! Published in 2020 at "Journal of Statistical Physics"
DOI: 10.1007/s10955-020-02566-4
Abstract: Let $$Z^1$$ Z 1 and $$Z^2$$ Z 2 be partition functions in the random polymer model in the same environment but driven by different underlying random walks. We give a comparison in concave stochastic order… read more here.
Keywords: partition functions; time random; space time; space ... See more keywords
Scaling limit of the local time of random walks conditioned to stay positive
Sign Up to like & getrecommendations! Published in 2024 at "Journal of Applied Probability"
DOI: 10.1017/jpr.2023.102
Abstract: Abstract We prove that the local time of random walks conditioned to stay positive converges to the corresponding local time of three-dimensional Bessel processes by proper scaling. Our proof is based on Tanaka’s pathwise construction… read more here.
Keywords: walks conditioned; random walks; time; local time ... See more keywords
Continuous-time random walks under power-law resetting.
Sign Up to like & getrecommendations! Published in 2020 at "Physical review. E"
DOI: 10.1103/physreve.101.062117
Abstract: We study continuous-time random walks (CTRW) with power-law distribution of waiting times under resetting which brings the walker back to the origin, with a power-law distribution of times between the resetting events. Two situations are… read more here.
Keywords: time random; time; power law; continuous time ... See more keywords
Large deviations in continuous-time random walks.
Sign Up to like & getrecommendations! Published in 2021 at "Physical review. E"
DOI: 10.1103/physreve.103.042116
Abstract: We discuss large deviation properties of continuous-time random walks (CTRWs) and present a general expression for the large deviation rate in CTRWs in terms of the corresponding rates for the distributions of steps' lengths and… read more here.
Keywords: time random; random walks; continuous time; large deviations ... See more keywords
Simulation of the continuous time random walk using subordination schemes.
Sign Up to like & getrecommendations! Published in 2024 at "Physical review. E"
DOI: 10.1103/physreve.110.034113
Abstract: 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… read more here.
Keywords: time random; time; simulation continuous; continuous time ... See more keywords
Ergodicity, rejuvenation, enhancement, and slow relaxation of diffusion in biased continuous-time random walks.
Sign Up to like & getrecommendations! Published in 2018 at "Physical Review E"
DOI: 10.1103/physreve.98.022105
Abstract: Bias plays an important role in the enhancement of diffusion in periodic potentials. Using the continuous-time random walk in the presence of a bias, we report on an interesting phenomenon for the enhancement of diffusion… read more here.
Keywords: ergodicity; time random; diffusion; time ... See more keywords
Subdiffusive continuous-time random walks with stochastic resetting.
Sign Up to like & getrecommendations! Published in 2019 at "Physical review. E"
DOI: 10.1103/physreve.99.052116
Abstract: We analyze two models of subdiffusion with stochastic resetting. Each of them consists of two parts: subdiffusion based on the continuous-time random walk scheme and independent resetting events generated uniformly in time according to the… read more here.
Keywords: time random; time; random walks; continuous time ... See more keywords