General Random Walk in One Dimension and Its Application to DNA Transcription Process

We have derived a two-order difference equation about the general random walk in one dimension. Using this model in some physiological processes, we have calculated the average time in which enzyme released at random anywhere moves along a one-dimensional macromolecular strand to the end in quest of its binding site. From the results we can see that the average time can be affected greatly owing to the presence of "obstacles" on the macromolecular strand.     

Continuous Time Random Walk with Correlated Waiting Times. The Crucial Role of Inter-Trade Times in Volatility Clustering

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 walk (CTRW). Despite the popularity of these types of stochastic processes and strong empirical motivation, models with a long-term memory within the sequence of time intervals between observations are rare in the physics literature. Here, we fill this gap by introducing a new family of CTRWs. The memory is introduced to the model by assuming that many consecutive time intervals can be the same. Surprisingly, in this process we can observe a slowly decaying nonlinear autocorrelation function without a fat-tailed distribution of time intervals. Our model, applied to high-frequency stock market data, can successfully describe the slope of decay of the nonlinear autocorrelation function of stock market returns. We achieve this result without imposing any dependence between consecutive price changes. This proves the crucial role of inter-event times in the volatility clustering phenomenon observed in all stock markets.     

Critical Properties and Finite-Size Estimates for the Depinning Transition of Directed Random Polymers

We consider models of directed random polymers interacting with a defect line, which are known to undergo a pinning/depinning (or localization/delocalization) phase transition. We are interested in critical properties and we prove, in particular, finite-size upper bounds on the order parameter (the contact fraction) in a window around the critical point, shrinking with the system size. Moreover, we derive a new inequality relating the free energy F and an annealed exponent μ which describes extreme fluctuations of the polymer in the localized region. For the particular case of a (1+1)-dimensional interface wetting model, we show that this implies an inequality between the critical exponents which govern the divergence of the disorder-averaged correlation length and of the typical one. Our results are based on the recently proven smoothness property of the depinning transition in presence of quenched disorder and on concentration of measure ideas.     

Random walks on lattices with randomly distributed traps I. The average number of steps until trapping

For a random walk on a lattice with a random distribution of traps we derive an asymptotic expansion valid for smallq for the average number of steps until trapping, whereq is the probability that a lattice point is a trap. We study the case of perfect traps (where the walk comes to an end) and the extension obtained by letting the traps be imperfect (i.e., by giving the walker a finite probability to remain free when stepping on a trap). Several classes of random walks of varying dimensionality are considered and special care is taken to show that the expansion derived is exact up to and including the last term calculated. The numerical accuracy of the expansion is discussed.     

The spherical-model limit in a random field

The spherical-model limitn of then-vector model in a random field, with either a statistically independent distribution or with long-range correlated random fields, is studied to demonstrate the correctness of the replica method in which then and replica limits limits are interchanged, provided the replica and thermodynamic limits are taken in the right order, in the case of long-range correlated random fields. A scaling form for the two-point correlation function relevant to the first-order phase transition below the lower critical dimensionality of the random system is also obtained.