Generalized Master Equation for Space-Time Coupled Continuous Time Random Walk

The generalized master equation for the space-time coupled continuous time random walk is derived analytically,in which the space-time coupling is considered through the correlated function g(t)~t~γ,0≤γ 2, and the probability density function ω(t) of a particle's waiting time t follows a power law form for large t: ω(t)~t~(-(1+α)),0 α 1. The results indicate that the expressions of the generalized master equation are determined by the correlation exponent γ and the long-tailed index α of the waiting time. Moreover, the diffusion results obtained from the generalized master equation are in accordance with the previous known results and the numerical simulation results.     

Scaling Properties of Field-Induced Superdiffusion in Continuous Time Random Walks

We consider a broad class of Continuous Time Random Walks (CTRW) with large fluctuations effects in space and time distributions: a random walk with trapping, describing subdiffusion in disordered and glassy materials, and a Lévy walk process, often used to model superdiffusive effects in inhomogeneous materials. We derive the scaling form of the probability distributions and the asymptotic properties of all its moments in the presence of a field by two powerful techniques, based on matching conditions and on the estimate of the contribution of rare events to power-law tails in a field.     

Asymptotic Results for Random Walks in Continuous Time with Alternating Rates

We investigate some large deviation problems for a random walk in continuous time $\{N(t);\,t\ge 0\}$ with spatially inhomogeneous rates of alternating type. We first deal with the large deviation principle for the convergence of $N(t)/t$ to a suitable constant. Then, the case of moderate deviations is also discussed. Motivated by possible applications in chemical physics context, we finally obtain an asymptotic lower bound for level crossing probabilities both in the case of finite and infinite horizon.     

Continuous Time Open Quantum Random Walks and Non-Markovian Lindblad Master Equations

A new type of quantum random walks, called Open Quantum Random Walks, has been developed and studied in Attal et al. (Open quantum random walks, preprint) and (Central limit theorems for open quantum random walks, preprint). In this article we present a natural continuous time extension of these Open Quantum Random Walks. This continuous time version is obtained by taking a continuous time limit of the discrete time Open Quantum Random Walks. This approximation procedure is based on some adaptation of Repeated Quantum Interactions Theory (Attal and Pautrat in Annales Henri Poincaré Physique Théorique 7:59–104, 2006) coupled with the use of correlated projectors (Breuer in Phys Rev A 75:022103, 2007). The limit evolutions obtained this way give rise to a particular type of quantum master equations. These equations appeared originally in the non-Markovian generalization of the Lindblad theory (Breuer in Phys Rev A 75:022103, 2007). We also investigate the continuous time limits of the quantum trajectories associated with Open Quantum Random Walks. We show that the limit evolutions in this context are described by jump stochastic differential equations. Finally we present a physical example which can be described in terms of Open Quantum Random Walks and their associated continuous time limits.     

Heterogeneous Memorized Continuous Time Random Walks in an External Force Fields

In this paper, we study the anomalous diffusion of a particle in an external force field whose motion is governed by nonrenewal continuous time random walks with correlated memorized waiting times, which involves Reimann–Liouville fractional derivative or Reimann–Liouville fractional integral. We show that the mean squared displacement of the test particle \(X_{x}\) which is dependent on its location \(x\) of the form (El-Wakil and Zahran, Chaos Solitons Fractals, 12, 1929–1935, 2001) 1 $$\begin{aligned} \langle \mathbb {X}_x^2\rangle (t)=\langle (\Delta X_x(t))^2\rangle _0\sim |x|^{-\theta }t^{\gamma }, \quad 0<\gamma <1, \quad \theta =d_w-2, \end{aligned}$$ where \(d_w>2\) is the anomalous exponent, the diffusion exponent \(\gamma \) is dependent on the model parameters. We obtain the Fokker–Planck-type dynamic equations, and their stationary solutions are of the Boltzmann–Gibbs form. These processes obey a generalized Einstein–Stokes–Smoluchowski relation and the second Einstein relation. We observe that the asymptotic behavior of waiting times and subordinations are of stretched Gaussian distributions. We also discuss the time averaged in the case of an harmonic potential, and show that the process exhibits aging and ergodicity breaking.     

Random Walks in Space Time Mixing Environments

We prove that random walks in random environments, that are exponentially mixing in space and time, are almost surely diffusive, in the sense that their scaling limit is given by the Wiener measure.     

Two-Dimensional Anisotropic Random Walks: Fixed Versus Random Column Configurations for Transport Phenomena

We consider random walks on the square lattice of the plane along the lines of Heyde (J Stat Phys 27:721–730, 1982, Stochastic processes, Springer, New York, 1993) and den Hollander (J Stat Phys 75:891–918, 1994), whose studies have in part been inspired by the so-called transport phenomena of statistical physics. Two-dimensional anisotropic random walks with anisotropic density conditions á  la Heyde (J Stat Phys 27:721–730, 1982, Stochastic processes, Springer, New York, 1993) yield fixed column configurations and nearest-neighbour random walks in a random environment on the square lattice of the plane as in den Hollander (J Stat Phys 75:891–918, 1994) result in random column configurations. In both cases we conclude simultaneous weak Donsker and strong Strassen type invariance principles in terms of appropriately constructed anisotropic Brownian motions on the plane, with self-contained proofs in both cases. The style of presentation throughout will be that of a semi-expository survey of related results in a historical context.     

Random Walks with Invariant Loop Probabilities: Stereographic Random Walks

Random walks with invariant loop probabilities comprise a wide family of Markov processes with site-dependent, one-step transition probabilities. The whole family, which includes the simple random walk, emerges from geometric considerations related to the stereographic projection of an underlying geometry into a line. After a general introduction, we focus our attention on the elliptic case: random walks on a circle with built-in reflexing boundaries.     

Transport in Quantum Multi-barrier Systems as Random Walks on a Lattice

Journal of Statistical Physics - Coulomb and log-gases are exchangeable singular Boltzmann–Gibbs measures appearing in mathematical physics at many places, in particular in random matrix...     

Transport Properties of Random Walks on Scale-Free/Regular-Lattice Hybrid Networks

We study numerically the mean access times for random walks on hybrid disordered structures formed by embedding scale-free networks into regular lattices, considering different transition rates for steps across lattice bonds (F) and across network shortcuts (f). For fast shortcuts (f/F≫1) and low shortcut densities, traversal time data collapse onto a universal curve, while a crossover behavior that can be related to the percolation threshold of the scale-free network component is identified at higher shortcut densities, in analogy to similar observations reported recently in Newman-Watts small-world networks. Furthermore, we observe that random walk traversal times are larger for networks with a higher degree of inhomogeneity in their shortcut distribution, and we discuss access time distributions as functions of the initial and final node degrees. These findings are relevant, in particular, when considering the optimization of existing information networks by the addition of a small number of fast shortcut connections.     

Random Time-Dependent Quantum Walks

We consider the discrete time unitary dynamics given by a quantum walk on the lattice \mathbb Z^d{\mathbb {Z}^d} performed by a quantum particle with internal degree of freedom, called coin state, according to the following iterated rule: a unitary update of the coin state takes place, followed by a shift on the lattice, conditioned on the coin state of the particle. We study the large time behavior of the quantum mechanical probability distribution of the position observable in \mathbb Z^d{\mathbb {Z}^d} when the sequence of unitary updates is given by an i.i.d. sequence of random matrices. When averaged over the randomness, this distribution is shown to display a drift proportional to the time and its centered counterpart is shown to display a diffusive behavior with a diffusion matrix we compute. A moderate deviation principle is also proven to hold for the averaged distribution and the limit of the suitably rescaled corresponding characteristic function is shown to satisfy a diffusion equation. A generalization to unitary updates distributed according to a Markov process is also provided.     

Open Quantum Random Walks

A new model of quantum random walks is introduced, on lattices as well as on finite graphs. These quantum random walks take into account the behavior of open quantum systems. They are the exact quantum analogues of classical Markov chains. We explore the “quantum trajectory” point of view on these quantum random walks, that is, we show that measuring the position of the particle after each time-step gives rise to a classical Markov chain, on the lattice times the state space of the particle. This quantum trajectory is a simulation of the master equation of the quantum random walk. The physical pertinence of such quantum random walks and the way they can be concretely realized is discussed. Differences and connections with the already well-known quantum random walks, such as the Hadamard random walk, are established.     

Mean Hitting Time for Random Walks on a Class of Sparse Networks

For random walks on a complex network, the configuration of a network that provides optimal or suboptimal navigation efficiency is meaningful research. It has been proven that a complete graph has the exact minimal mean hitting time, which grows linearly with the network order. In this paper, we present a class of sparse networks G(t) in view of a graphic operation, which have a similar dynamic process with the complete graph; however, their topological properties are different. We capture that G(t) has a remarkable scale-free nature that exists in most real networks and give the recursive relations of several related matrices for the studied network. According to the connections between random walks and electrical networks, three types of graph invariants are calculated, including regular Kirchhoff index, M-Kirchhoff index and A-Kirchhoff index. We derive the closed-form solutions for the mean hitting time of G(t), and our results show that the dominant scaling of which exhibits the same behavior as that of a complete graph. The result could be considered when designing networks with high navigation efficiency.     

Simple Random Walks on Tori

We consider a Markov chain whose phase space is a d-dimensional torus. A point x jumps to x+ with probability p(x) and to x– with probability 1–p(x). For Diophantine and smooth p we prove that this Markov chain has an absolutely continuous invariant measure and the distribution of any point after n steps converges to this measure.     

Microscopic Approach to Random Walks

In the present paper the microscopic approach to random walk models is introduced. For any particular model it provides a rigorous way to derive the transport equations for the macroscopic density of walking particles. Although it is not more complicated than the standard random walk framework it has virtually no limitations with respect to the initial distribution of particles. As a consequence, the transport equations derived with this method almost automatically give answers to such important problems as aging and two point probability distribution.     

Quantum Random Walks and Thermalisation

It is shown how to construct quantum random walks with particles in an arbitrary faithful normal state. A convergence theorem is obtained for such walks, which demonstrates a thermalisation effect: the limit cocycle obeys a quantum stochastic differential equation without gauge terms. Examples are presented which generalise that of Attal and Joye (J Funct Anal 247:253–288, 2007).     

Loop-Erased Walks and Random Matrices

Journal of Statistical Physics - It is well known that there are close connections between non-intersecting processes in one dimension and random matrices, based on the reflection principle. There...     

Equidistribution of Random Walks on Spheres

We study the equidistribution on spheres of the n-step transition probabilities of random walks on graphs. We give sufficient conditions for this property being satisfied and for the weaker property of asymptotical equidistribution. We analyze the asymptotical behaviour of the Green function of the simple random walk on ² and we provide a class of random walks on Cayley graphs of groups, whose transition probabilities are not even asymptotically equidistributed.