No Arabic abstract
We investigate two complementary problems related to maintaining the relative positions of N random walks on the line: (i) the leader problem, that is, the probability {cal L}_N(t) that the leftmost particle remains the leftmost as a function of time and (ii) the laggard problem, the probability {cal R}_N(t) that the rightmost particle never becomes the leftmost. We map these ordering problems onto an equivalent (N-1)-dimensional electrostatic problem. From this construction we obtain a very accurate estimate for {cal L}_N(t) for N=4, the first case that is not exactly soluble: {cal L}_4(t) ~ t^{-beta_4}, with beta_4=0.91342(8). The probability of being the laggard also decays algebraically, {cal R}_N(t) ~ t^{-gamma_N}; we derive gamma_2=1/2, gamma_3=3/8, and argue that gamma_N--> ln N/N$ as N-->oo.
The various types of generalized Cattaneo, called also telegraphers equation, are studied. We find conditions under which solutions of the equations considered so far can be recognized as probability distributions, textit{i.e.} are normalizable and non-negative on their domains. Analysis of the relevant mean squared displacements enables us to classify diffusion processes described by such obtained solutions and to identify them with either ordinary or anomalous super- or subdiffusion. To complete our study we analyse derivations of just considered examples the generalized Cattaneo equations using the continuous time random walk and the persistent random walk approaches.
Bernoulli random walks, a simple avalanche model, and a special branching process are essesntially identical. The identity gives alternative insights into the properties of these basic model sytems.
With the purpose of explaining recent experimental findings, we study the distribution $A(lambda)$ of distances $lambda$ traversed by a block that slides on an inclined plane and stops due to friction. A simple model in which the friction coefficient $mu$ is a random function of position is considered. The problem of finding $A(lambda)$ is equivalent to a First-Passage-Time problem for a one-dimensional random walk with nonzero drift, whose exact solution is well-known. From the exact solution of this problem we conclude that: a) for inclination angles $theta$ less than $theta_c=tan(av{mu})$ the average traversed distance $av{lambda}$ is finite, and diverges when $theta to theta_c^{-}$ as $av{lambda} sim (theta_c-theta)^{-1}$; b) at the critical angle a power-law distribution of slidings is obtained: $A(lambda) sim lambda^{-3/2}$. Our analytical results are confirmed by numerical simulation, and are in partial agreement with the reported experimental results. We discuss the possible reasons for the remaining discrepancies.
We study the ordering statistics of 4 random walkers on the line, obtaining a much improved estimate for the long-time decay exponent of the probability that a particle leads to time $t$; $P_{rm lead}(t)sim t^{-0.91287850}$, and that a particle lags to time $t$ (never assumes the lead); $P_{rm lag}(t)sim t^{-0.30763604}$. Exponents of several other ordering statistics for $N=4$ walkers are obtained to 8 digits accuracy as well. The subtle correlations between $n$ walkers that lag {em jointly}, out of a field of $N$, are discussed: For $N=3$ there are no correlations and $P_{rm lead}(t)sim P_{rm lag}(t)^2$. In contrast, our results rule out the possibility that $P_{rm lead}(t)sim P_{rm lag}(t)^3$ for $N=4$, though the correlations in this borderline case are tiny.
Intermittent stochastic processes appear in a wide field, such as chemistry, biology, ecology, and computer science. This paper builds up the theory of intermittent continuous time random walk (CTRW) and L{e}vy walk, in which the particles are stochastically reset to a given position with a resetting rate $r$. The mean squared displacements of the CTRW and L{e}vy walks with stochastic resetting are calculated, uncovering that the stochastic resetting always makes the CTRW process localized and L{e}vy walk diffuse slower. The asymptotic behaviors of the probability density function of Levy walk with stochastic resetting are carefully analyzed under different scales of $x$, and a striking influence of stochastic resetting is observed.