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The Continuous-Time Random Walk (CTRW) formalism can be adapted to encompass stochastic processes with memory. In this article we will show how the random combination of two different unbiased CTRWs can give raise to a process with clear drift, if one of them is a CTRW with memory. If one identifies the other one as noise, the effect can be thought as a kind of stochastic resonance. The ultimate origin of this phenomenon is the same of the Parrondos paradox in game theory
In this paper, we consider a stochastic process that may experience random reset events which relocate the system to its starting position. We focus our attention on a one-dimensional, monotonic continuous-time random walk with a constant drift: the
We construct admissible circulant Laplacian matrix functions as generators for strictly increasing random walks on the integer line. These Laplacian matrix functions refer to a certain class of Bernstein functions. The approach has connections with b
Exact results are obtained for random walks on finite lattice tubes with a single source and absorbing lattice sites at the ends. Explicit formulae are derived for the absorption probabilities at the ends and for the expectations that a random walk w
The problem of a random walk on a finite triangular lattice with a single interior source point and zig-zag absorbing boundaries is solved exactly. This problem has been previously considered intractable.
In this paper we consider a stochastic process that may experience random reset events which bring suddenly the system to the starting value and analyze the relevant statistical magnitudes. We focus our attention on monotonous continuous-time random