A random walk with a branching system in random environments
Institute of Scientific and Technical Information of China (English)
Ying-qiu LI; Xu LI; Quan-sheng LIU
2007-01-01
We consider a branching random walk in random environments, where the particles are reproduced as a branching process with a random environment (in time), and move independently as a random walk on Z with a random environment (in locations). We obtain the asymptotic properties on the position of the rightmost particle at time n, revealing a phase transition phenomenon of the system.
Recurrence and Transience for Branching Random Walks in an iid Random Environment
Müller, Sebastian
2006-01-01
We give three different criteria for transience of a Branching Markov Chain. These conditions enable us to give a classification of Branching Random Walks in Random Environment (BRWRE) on Cayley Graphs in recurrence and transience. This classification is stated explicitly for BRWRE on $\\Z^d.$ Furthermore, we emphasize the interplay between Branching Markov Chains and the spectral radius. We prove properties of the spectral radius of the Random Walk in Random Environment with the help of appro...
Branching-rate expansion around annihilating random walks.
Benitez, Federico; Wschebor, Nicolás
2012-07-01
We present some exact results for branching and annihilating random walks. We compute the nonuniversal threshold value of the annihilation rate for having a phase transition in the simplest reaction-diffusion system belonging to the directed percolation universality class. Also, we show that the accepted scenario for the appearance of a phase transition in the parity conserving universality class must be improved. In order to obtain these results we perform an expansion in the branching rate around pure annihilation, a theory without branching. This expansion is possible because we manage to solve pure annihilation exactly in any dimension. PMID:23005353
Branching structure for an (L-1) random walk in random environment and its applications
Hong, Wenming
2010-01-01
By decomposing the random walk path, we construct a multitype branching process with immigration in random environment for corresponding random walk with bounded jumps in random environment. Then we give two applications of the branching structure. Firstly, we specify the explicit invariant density by a method different with the one used in Br\\'emont [3] and reprove the law of large numbers of the random walk by a method known as the environment viewed from particles". Secondly, the branching structure enables us to prove a stable limit law, generalizing the result of Kesten-Kozlov-Spitzer [11] for the nearest random walk in random environment. As a byproduct, we also prove that the total population of a multitype branching process in random environment with immigration before the first regeneration belongs to the domain of attraction of some \\kappa -stable law.
Branching and annihilating random walks: exact results at low branching rate.
Benitez, Federico; Wschebor, Nicolás
2013-05-01
We present some exact results on the behavior of branching and annihilating random walks, both in the directed percolation and parity conserving universality classes. Contrary to usual perturbation theory, we perform an expansion in the branching rate around the nontrivial pure annihilation (PA) model, whose correlation and response function we compute exactly. With this, the nonuniversal threshold value for having a phase transition in the simplest system belonging to the directed percolation universality class is found to coincide with previous nonperturbative renormalization group (RG) approximate results. We also show that the parity conserving universality class has an unexpected RG fixed point structure, with a PA fixed point which is unstable in all dimensions of physical interest. PMID:23767512
Randomized random walk on a random walk
International Nuclear Information System (INIS)
This paper discusses generalizations of the model introduced by Kehr and Kunter of the random walk of a particle on a one-dimensional chain which in turn has been constructed by a random walk procedure. The superimposed random walk is randomised in time according to the occurrences of a stochastic point process. The probability of finding the particle in a particular position at a certain instant is obtained explicitly in the transform domain. It is found that the asymptotic behaviour for large time of the mean-square displacement of the particle depends critically on the assumed structure of the basic random walk, giving a diffusion-like term for an asymmetric walk or a square root law if the walk is symmetric. Many results are obtained in closed form for the Poisson process case, and these agree with those given previously by Kehr and Kunter. (author)
Cooper, Colin; Frieze, Alan
The aim of this article is to discuss some of the notions and applications of random walks on finite graphs, especially as they apply to random graphs. In this section we give some basic definitions, in Section 2 we review applications of random walks in computer science, and in Section 3 we focus on walks in random graphs.
Durhuus, B; Wheater, J; Durhuus, Bergfinnur; Jonsson, Thordur; Wheater, John
2006-01-01
We develop techniques to obtain rigorous bounds on the behaviour of random walks on combs. Using these bounds we calculate exactly the spectral dimension of random combs with infinite teeth at random positions or teeth with random but finite length. We also calculate exactly the spectral dimension of some fixed non-translationally invariant combs. We relate the spectral dimension to the critical exponent of the mass of the two-point function for random walks on random combs, and compute mean displacements as a function of walk duration. We prove that the mean first passage time is generally infinite for combs with anomalous spectral dimension.
Fixed points of a generalized smoothing transformation and applications to the branching random walk
Liu, Quansheng
1998-01-01
Let {Ai : i ≥ 1} be a sequence of non-negative random variables and let M be the class of all probability measures on [0,∞]. Define a transformation T on M by letting Tμ be the distribution of ∑i=1∞AiZi, where the Zi are independent random variables with distribution μ, which are also independent of {Ai}. Under first moment assumptions imposed on {Ai}, we determine exactly when T has a non-trivial fixed point (of finite or infinite mean) and we prove that all fixed ...
Random walks, random fields, and disordered systems
Černý, Jiří; Kotecký, Roman
2015-01-01
Focusing on the mathematics that lies at the intersection of probability theory, statistical physics, combinatorics and computer science, this volume collects together lecture notes on recent developments in the area. The common ground of these subjects is perhaps best described by the three terms in the title: Random Walks, Random Fields and Disordered Systems. The specific topics covered include a study of Branching Brownian Motion from the perspective of disordered (spin-glass) systems, a detailed analysis of weakly self-avoiding random walks in four spatial dimensions via methods of field theory and the renormalization group, a study of phase transitions in disordered discrete structures using a rigorous version of the cavity method, a survey of recent work on interacting polymers in the ballisticity regime and, finally, a treatise on two-dimensional loop-soup models and their connection to conformally invariant systems and the Gaussian Free Field. The notes are aimed at early graduate students with a mod...
Böttcher, S
1997-01-01
Aging refers to the property of two-time correlation functions to decay very slowly on (at least) two time scales. This phenomenon has gained recent attention due to experimental observations of the history dependent relaxation behavior in amorphous materials (``Glasses'') which pose a challenge to theorist. Aging signals the breaking of time-translational invariance and the violation of the fluctuation dissipation theorem during the relaxation process. But while the origin of aging in disordered media is profound, and the discussion is clad in the language of a well-developed theory, systems as simple as a random walk near a wall can exhibit aging. Such a simple walk serves well to illustrate the phenomenon and some of the physics behind it.
Fractional random walk lattice dynamics
Michelitsch, Thomas; Riascos, Alejandro Perez; Nowakowski, Andrzeij; Nicolleau, Franck
2016-01-01
We analyze time-discrete and continuous `fractional' random walks on undirected regular networks with special focus on cubic periodic lattices in $n=1,2,3,..$ dimensions.The fractional random walk dynamics is governed by a master equation involving {\\it fractional powers of Laplacian matrices $L^{\\frac{\\alpha}{2}}$}where $\\alpha=2$ recovers the normal walk.First we demonstrate thatthe interval $0\\textless{}\\alpha\\leq 2$ is admissible for the fractional random walk. We derive analytical expressions for fractional transition matrix and closely related the average return probabilities. We further obtain thefundamental matrix $Z^{(\\alpha)}$, and the mean relaxation time (Kemeny constant) for the fractional random walk.The representation for the fundamental matrix $Z^{(\\alpha)}$ relates fractional random walks with normal random walks.We show that the fractional transition matrix elements exihibit for large cubic $n$-dimensional lattices a power law decay of an $n$-dimensional infinite spaceRiesz fractional deriva...
Lawler, Gregory F.; Ferreras, José A. Trujillo
2004-01-01
The Brownian loop soup introduced in Lawler and Werner (2004) is a Poissonian realization from a sigma-finite measure on unrooted loops. This measure satisfies both conformal invariance and a restriction property. In this paper, we define a random walk loop soup and show that it converges to the Brownian loop soup. In fact, we give a strong approximation result making use of the strong approximation result of Koml\\'os, Major, and Tusn\\'ady. To make the paper self-contained, we include a proof...
RENEWAL THEOREM FOR (L, 1)-RANDOM WALK IN RANDOM ENVIRONMENT
Institute of Scientific and Technical Information of China (English)
洪文明; 孙鸿雁
2013-01-01
We consider a random walk on Z in random environment with possible jumps{-L, · · · ,-1, 1}, in the case that the environment{ωi: i∈Z}are i.i.d.. We establish the renewal theorem for the Markov chain of “the environment viewed from the particle” in both annealed probability and quenched probability, which generalize partially the results of Kesten (1977) and Lalley (1986) for the nearest random walk in random environment on Z, respectively. Our method is based on the intrinsic branching structure within the (L, 1)-RWRE formulated in Hong and Wang (2013).
Topics in random walks in random environment
International Nuclear Information System (INIS)
Over the last twenty-five years random motions in random media have been intensively investigated and some new general methods and paradigms have by now emerged. Random walks in random environment constitute one of the canonical models of the field. However in dimension bigger than one they are still poorly understood and many of the basic issues remain to this day unresolved. The present series of lectures attempt to give an account of the progresses which have been made over the last few years, especially in the study of multi-dimensional random walks in random environment with ballistic behavior. (author)
Quantum Random Walks do not need a Coin Toss
Patel, Apoorva; Raghunathan, K. S.; Rungta, Pranaw
2004-01-01
Classical randomized algorithms use a coin toss instruction to explore different evolutionary branches of a problem. Quantum algorithms, on the other hand, can explore multiple evolutionary branches by mere superposition of states. Discrete quantum random walks, studied in the literature, have nonetheless used both superposition and a quantum coin toss instruction. This is not necessary, and a discrete quantum random walk without a quantum coin toss instruction is defined and analyzed here. O...
Persistence of random walk records
International Nuclear Information System (INIS)
We study records generated by Brownian particles in one dimension. Specifically, we investigate an ordinary random walk and define the record as the maximal position of the walk. We compare the record of an individual random walk with the mean record, obtained as an average over infinitely many realizations. We term the walk ‘superior’ if the record is always above average, and conversely, the walk is said to be ‘inferior’ if the record is always below average. We find that the fraction of superior walks, S, decays algebraically with time, S ∼ t−β, in the limit t → ∞, and that the persistence exponent is nontrivial, β = 0.382 258…. The fraction of inferior walks, I, also decays as a power law, I ∼ t−α, but the persistence exponent is smaller, α = 0.241 608…. Both exponents are roots of transcendental equations involving the parabolic cylinder function. To obtain these theoretical results, we analyze the joint density of superior walks with a given record and position, while for inferior walks it suffices to study the density as a function of position. (paper)
随机环境中的分枝随机游动的若干极限定理%Some limit theorems on branching random walks in random environments
Institute of Scientific and Technical Information of China (English)
方亮; 胡晓予
2011-01-01
假设{Zn;n=0,1,2,…}是一个随机环境中的分枝随机游动(即质点在产生后代的过程中,还作直线上随机游动),ξ={ξ0,ξ1,ξ2,…}为环境过程.记Z(n,x)为落在区间(-∞,x]中的第n代质点的个数,∫ξn(s)=∑∞j=o pξn(j)Sj为第n代个体的生成函数,mξn=∫1ξn(1).证明了在特定条件下,存在随机序列{tn}使得Z(n,tn)(∏n-1 i=0 mξi)-1均方收敛到一个随机变量.对于依赖于代的分枝随机游动,仍有类似的结论.%Suppose {Zn;n = 0,1,2,…} is a branching random walk in the random environment, and ξ ={ξ0,ξ1 ,ξ2, … } is the environment process. Let Z(n,x) be the number of the nth generation located in the interval ( - ∞, x ], fξn (s) = ∑j=0 ∞ Pξn (j) sj be the generating function of the distribution of the particle in the nth generation, and mξn = fξn' ( 1 ). We show that under the specific conditions, there exists a sequence of random variables { tn } , so that Z( n,tn) ( Πi=0 n-1 mξi )-1 converges in L2. For branching random walks in varying environments, we have similar results.
Numerical studies of planar closed random walks
International Nuclear Information System (INIS)
Lattice numerical simulations for planar closed random walks and their winding sectors are presented. The frontiers of the random walks and of their winding sectors have a Hausdorff dimension dH = 4/3. However, when properly defined by taking into account the inner 0-winding sectors, the frontiers of the random walks have a Hausdorff dimension dH≈1.77
Random Walks Estimate Land Value
Blanchard, Ph
2010-01-01
Expected urban population doubling calls for a compelling theory of the city. Random walks and diffusions defined on spatial city graphs spot hidden areas of geographical isolation in the urban landscape going downhill. First--passage time to a place correlates with assessed value of land in that. The method accounting the average number of random turns at junctions on the way to reach any particular place in the city from various starting points could be used to identify isolated neighborhoods in big cities with a complex web of roads, walkways and public transport systems.
Perturbing transient Random Walk in a Random Environment with cookies of maximal strength
Bauernschubert, Elisabeth
2011-01-01
We consider a left-transient random walk in a random environment on Z that will be disturbed by cookies inducing a drift to the right of strength 1. The number of cookies per site is i.i.d. and independent of the environment. Criteria for recurrence and transience of the random walk are obtained. For this purpose we use subcritical branching processes in random environments with immigration and formulate criteria for recurrence and transience for these processes.
Deterministic Walks in Random Media
International Nuclear Information System (INIS)
Deterministic walks over a random set of N points in one and two dimensions (d=1,2 ) are considered. Points ('cities') are randomly scattered in Rd following a uniform distribution. A walker ('tourist'), at each time step, goes to the nearest neighbor city that has not been visited in the past τ steps. Each initial city leads to a different trajectory composed of a transient part and a final p -cycle attractor. Transient times (for d=1,2 ) follow an exponential law with a τ -dependent decay time but the density of p cycles can be approximately described by D(p)∝p-α (τ) . For τmuchgt1 and τ/Nmuchlt1 , the exponent is independent of τ . Some analytical results are given for the d=1 case
Fluctuations of Quantum Random Walks on Circles
Inui, Norio; Konishi, Yoshinao; Konno, Norio; Soshi, Takahiro
2003-01-01
Temporal fluctuations in the Hadamard walk on circles are studied. A temporal standard deviation of probability that a quantum random walker is positive at a given site is introduced to manifest striking differences between quantum and classical random walks. An analytical expression of the temporal standard deviation on a circle with odd sites is shown and its asymptotic behavior is considered for large system size. In contrast with classical random walks, the temporal fluctuation of quantum...
Numerical studies of planar closed random walks
Desbois, Jean; Ouvry, Stephane
2008-01-01
Lattice numerical simulations for planar closed random walks and their winding sectors are presented. The frontiers of the random walks and of their winding sectors have a Hausdorff dimension $d_H=4/3$. However, when properly defined by taking into account the inner 0-winding sectors, the frontiers of the random walks have a Hausdorff dimension $d_H\\approx 1.77$.
Transition matrix from a random walk
Schulman, Lawrence S
2016-01-01
Given a random walk a method is presented to produce a matrix of transition probabilities that is consistent with that random walk. The method is tested by using a transition matrix to produce a path and then using that path to create the estimate. The two matrices are then compared.
Random recursive trees and the elephant random walk
Kürsten, Rüdiger
2016-03-01
One class of random walks with infinite memory, so-called elephant random walks, are simple models describing anomalous diffusion. We present a surprising connection between these models and bond percolation on random recursive trees. We use a coupling between the two models to translate results from elephant random walks to the percolation process. We calculate, besides other quantities, exact expressions for the first and the second moment of the root cluster size and of the number of nodes in child clusters of the first generation. We further introduce another model, the skew elephant random walk, and calculate the first and second moment of this process.
ON THE RANGE OF RANDOM WALKS IN RANDOM ENVIRONMENT
Institute of Scientific and Technical Information of China (English)
ZHOUXIANYIN
1995-01-01
The range of roaldom walk on Zd in symmetric random environment is investigated. As results, it is proved that the strong law of large numbers for the range of random walk oil Zd in some random environments holds if d > 3, and a weak law of large numbers holds for d = 1.
Elements of random walk and diffusion processes
Ibe, Oliver C
2013-01-01
Presents an important and unique introduction to random walk theory Random walk is a stochastic process that has proven to be a useful model in understanding discrete-state discrete-time processes across a wide spectrum of scientific disciplines. Elements of Random Walk and Diffusion Processes provides an interdisciplinary approach by including numerous practical examples and exercises with real-world applications in operations research, economics, engineering, and physics. Featuring an introduction to powerful and general techniques that are used in the application of physical and dynamic
Scaling of random walk betweenness in networks
Narayan, O
2016-01-01
The betweenness centrality of graphs using random walk paths instead of geodesics is studied. A scaling collapse with no adjustable parameters is obtained as the graph size $N$ is varied; the scaling curve depends on the graph model. A normalized random betweenness, that counts each walk passing through a node only once, is also defined. It is argued to be more useful and seen to have simpler scaling behavior. In particular, the probability for a random walk on a preferential attachment graph to pass through the root node is found to tend to unity as $N\\rightarrow\\infty.$
Quenched moderate deviations principle for random walk in random environment
Institute of Scientific and Technical Information of China (English)
无
2010-01-01
We derive a quenched moderate deviations principle for the one-dimensional nearest random walk in random environment,where the environment is assumed to be stationary and ergodic.The approach is based on hitting time decomposition.
Non symmetric random walk on infinite graph
Marcin J. Zygmunt
2011-01-01
We investigate properties of a non symmetric Markov's chain on an infinite graph. We show the connection with matrix valued random walk polynomials which satisfy the orthogonality formula with respect to non a symmetric matrix valued measure.
Non symmetric random walk on infinite graph
Directory of Open Access Journals (Sweden)
Marcin J. Zygmunt
2011-01-01
Full Text Available We investigate properties of a non symmetric Markov's chain on an infinite graph. We show the connection with matrix valued random walk polynomials which satisfy the orthogonality formula with respect to non a symmetric matrix valued measure.
Levy random walks on multiplex networks
Guo, Quantong; Zheng, Zhiming; Moreno, Yamir
2016-01-01
Random walks constitute a fundamental mechanism for many dynamics taking place on complex networks. Besides, as a more realistic description of our society, multiplex networks have been receiving a growing interest, as well as the dynamical processes that occur on top of them. Here, inspired by one specific model of random walks that seems to be ubiquitous across many scientific fields, the Levy flight, we study a new navigation strategy on top of multiplex networks. Capitalizing on spectral graph and stochastic matrix theories, we derive analytical expressions for the mean first passage time and the average time to reach a node on these networks. Moreover, we also explore the efficiency of Levy random walks, which we found to be very different as compared to the single layer scenario, accounting for the structure and dynamics inherent to the multiplex network. Finally, by comparing with some other important random walk processes defined on multiplex networks, we find that in some region of the parameters, a ...
Tempered stable laws as random walk limits
Chakrabarty, Arijit; Meerschaert, Mark M.
2010-01-01
Stable laws can be tempered by modifying the L\\'evy measure to cool the probability of large jumps. Tempered stable laws retain their signature power law behavior at infinity, and infinite divisibility. This paper develops random walk models that converge to a tempered stable law under a triangular array scheme. Since tempered stable laws and processes are useful in statistical physics, these random walk models can provide a basic physical model for the underlying physical phenomena.
Oscillatory Fractional Brownian Motion and Hierarchical Random Walks
Bojdecki, Tomasz; Gorostiza, Luis G.; Talarczyk, Anna
2012-01-01
We introduce oscillatory analogues of fractional Brownian motion, sub-fractional Brownian motion and other related long range dependent Gaussian processes, we discuss their properties, and we show how they arise from particle systems with or without branching and with different types of initial conditions, where the individual particle motion is the so-called c-random walk on a hierarchical group. The oscillations are caused by the discrete and ultrametric structure of the hierarchical group,...
Branching diffusions in random environment
Böinghoff, Christian
2011-01-01
We consider the diffusion approximation of branching processes in random environment (BPREs). This diffusion approximation is similar to and mathematically more tractable than BPREs. We obtain the exact asymptotic behavior of the survival probability. As in the case of BPREs, there is a phase transition in the subcritical regime due to different survival opportunities. In addition, we characterize the process conditioned to never go extinct and establish a backbone construction. In the strongly subcritical regime, mean offspring numbers are increased but still subcritical in the process conditioned to never go extinct. Here survival is solely due to an immortal individual, whose offspring are the ancestors of additional families. In the weakly subcritical regime, the mean offspring number is supercritical in the process conditioned to never go extinct. Thus this process survives with positive probability even if there was no immortal individual.
The associated random walk and martingales in random walks with stationary increments
Grey, D R
2010-01-01
We extend the notion of the associated random walk and the Wald martingale in random walks where the increments are independent and identically distributed to the more general case of stationary ergodic increments. Examples are given where the increments are Markovian or Gaussian, and an application in queueing is considered.
Equal Superposition Transformations and Quantum Random Walks
Parashar, Preeti
2007-01-01
The largest ensemble of qubits which satisfy the general transformation of equal superposition is obtained by different methods, namely, linearity, no-superluminal signalling and non-increase of entanglement under LOCC. We also consider the associated quantum random walk and show that all unitary balanced coins give the same asymmetric spatial probability distribution. It is further illustrated that unbalanced coins, upon appropriate superposition, lead to new unbiased walks which have no cla...
A Note on Multitype Branching Process with Bounded Immigration in Random Environment
Institute of Scientific and Technical Information of China (English)
Hua Ming WANG
2013-01-01
In this paper,we study the total number of progeny,W,before regenerating of multitype branching process with immigration in random environment.We show that the tail probability of |W| is of order t-κ as t → ∞,with κ some constant.As an application,we prove a stable law for (L-1) random walk in random environment,generalizing the stable law for the nearest random walk in random environment (see "Kesten,Kozlov,Spitzer:A limit law for random walk in a random environment.Compositio Math.,30,145-168 (1975)").
Sunspot random walk and 22-year variation
Love, Jeffrey J.; Rigler, E. Joshua
2012-01-01
We examine two stochastic models for consistency with observed long-term secular trends in sunspot number and a faint, but semi-persistent, 22-yr signal: (1) a null hypothesis, a simple one-parameter random-walk model of sunspot-number cycle-to-cycle change, and, (2) an alternative hypothesis, a two-parameter random-walk model with an imposed 22-yr alternating amplitude. The observed secular trend in sunspots, seen from solar cycle 5 to 23, would not be an unlikely result of the accumulation of multiple random-walk steps. Statistical tests show that a 22-yr signal can be resolved in historical sunspot data; that is, the probability is low that it would be realized from random data. On the other hand, the 22-yr signal has a small amplitude compared to random variation, and so it has a relatively small effect on sunspot predictions. Many published predictions for cycle 24 sunspots fall within the dispersion of previous cycle-to-cycle sunspot differences. The probability is low that the Sun will, with the accumulation of random steps over the next few cycles, walk down to a Dalton-like minimum. Our models support published interpretations of sunspot secular variation and 22-yr variation resulting from cycle-to-cycle accumulation of dynamo-generated magnetic energy.
Quantum random walks with decoherent coins
International Nuclear Information System (INIS)
The quantum random walk has been much studied recently, largely due to its highly nonclassical behavior. In this paper, we study one possible route to classical behavior for the discrete quantum walk on the line: the presence of decoherence in the quantum ''coin'' which drives the walk. We find exact analytical expressions for the time dependence of the first two moments of position, and show that in the long-time limit the variance grows linearly with time, unlike the unitary walk. We compare this to the results of direct numerical simulation, and see how the form of the position distribution changes from the unitary to the usual classical result as we increase the strength of the decoherence
Self-avoiding random walk in superspace
International Nuclear Information System (INIS)
The model is presented, where all the critical exponents are calculated exactly. It corresponds to a self-avoiding random walk in superspace of dimension D≤4. For the correlation length the validity of Flory's conjecture (ν=3/(D+2)) is confirmed. (orig.)
Random walk centrality for temporal networks
Rocha, Luis Enrique Correa
2014-01-01
Nodes can be ranked according to their relative importance within the network. Ranking algorithms based on random walks are particularly useful because they connect topological and diffusive properties of the network. Previous methods based on random walks, as for example the PageRank, have focused on static structures. However, several realistic networks are indeed dynamic, meaning that their structure changes in time. In this paper, we propose a centrality measure for temporal networks based on random walks which we call TempoRank. While in a static network, the stationary density of the random walk is proportional to the degree or the strength of a node, we find that in temporal networks, the stationary density is proportional to the in-strength of the so-called effective network. The stationary density also depends on the sojourn probability q which regulates the tendency of the walker to stay in the node. We apply our method to human interaction networks and show that although it is important for a node ...
Random walk term weighting for information retrieval
DEFF Research Database (Denmark)
Blanco, R.; Lioma, Christina
2007-01-01
We present a way of estimating term weights for Information Retrieval (IR), using term co-occurrence as a measure of dependency between terms.We use the random walk graph-based ranking algorithm on a graph that encodes terms and co-occurrence dependencies in text, from which we derive term weight...
Random Walks and Sustained Competitive Advantage
Jerker Denrell
2004-01-01
Strategy is concerned with sustained interfirm profitability differences. Observations of such sustained differences are often attributed to unobserved systematic a priori differences in firm characteristics. This paper shows that sustained interfirm profitability differences may be very likely even if there are no a priori differences among firms. As a result of the phenomenon of long leads in random walks, even a random resource accumulation process is likely to produce persistent resource ...
Estimates of random walk exit probabilities and application to loop-erased random walk
Kozdron, Michael J.; Lawler, Gregory F.
2005-01-01
We prove an estimate for the probability that a simple random walk in a simply connected subset A of Z^2 starting on the boundary exits A at another specified boundary point. The estimates are uniform over all domains of a given inradius. We apply these estimates to prove a conjecture of S. Fomin in 2001 concerning a relationship between crossing probabilities of loop-erased random walk and Brownian motion.
Random Walks on Stochastic Temporal Networks
Hoffmann, Till; Lambiotte, Renaud
2013-01-01
In the study of dynamical processes on networks, there has been intense focus on network structure -- i.e., the arrangement of edges and their associated weights -- but the effects of the temporal patterns of edges remains poorly understood. In this chapter, we develop a mathematical framework for random walks on temporal networks using an approach that provides a compromise between abstract but unrealistic models and data-driven but non-mathematical approaches. To do this, we introduce a stochastic model for temporal networks in which we summarize the temporal and structural organization of a system using a matrix of waiting-time distributions. We show that random walks on stochastic temporal networks can be described exactly by an integro-differential master equation and derive an analytical expression for its asymptotic steady state. We also discuss how our work might be useful to help build centrality measures for temporal networks.
Random walk centrality in interconnected multilayer networks
Solé-Ribalta, Albert; De Domenico, Manlio; Gómez, Sergio; Arenas, Alex
2016-06-01
Real-world complex systems exhibit multiple levels of relationships. In many cases they require to be modeled as interconnected multilayer networks, characterizing interactions of several types simultaneously. It is of crucial importance in many fields, from economics to biology and from urban planning to social sciences, to identify the most (or the less) influent nodes in a network using centrality measures. However, defining the centrality of actors in interconnected complex networks is not trivial. In this paper, we rely on the tensorial formalism recently proposed to characterize and investigate this kind of complex topologies, and extend two well known random walk centrality measures, the random walk betweenness and closeness centrality, to interconnected multilayer networks. For each of the measures we provide analytical expressions that completely agree with numerically results.
Random walk centrality in interconnected multilayer networks
Solé-Ribalta, Albert; Gómez, Sergio; Arenas, Alex
2015-01-01
Real-world complex systems exhibit multiple levels of relationships. In many cases they require to be modeled as interconnected multilayer networks, characterizing interactions of several types simultaneously. It is of crucial importance in many fields, from economics to biology and from urban planning to social sciences, to identify the most (or the less) influential nodes in a network using centrality measures. However, defining the centrality of actors in interconnected complex networks is not trivial. In this paper, we rely on the tensorial formalism recently proposed to characterize and investigate this kind of complex topologies, and extend two well known random walk centrality measures, the random walk betweenness and closeness centrality, to interconnected multilayer networks. For each of the measures we provide analytical expressions that completely agree with numerically results.
Environment-dependent continuous time random walk
Institute of Scientific and Technical Information of China (English)
Lin Fang; Bao Jing-Dong
2011-01-01
A generalized continuous time random walk model which is dependent on environmental damping is proposed in which the two key parameters of the usual random walk theory:the jumping distance and the waiting time, are replaced by two new ones:the pulse velocity and the flight time. The anomalous diffusion of a free particle which is characterized by the asymptotical mean square displacement ～tα is realized numerically and analysed theoretically, where the value of the power index a is in a region of 0<α<2. Particularly, the damping leads to a sub-diffusion when the impact velocities are drawn from a Gaussian density function and the super-diffusive effect is related to statistical extremes, which are called rare-though-dominant events.
Random Walk on the Prime Numbers
International Nuclear Information System (INIS)
The one-dimensional random walk (RW), where steps up and down are performed according to the occurrence of special primes is defined. Some quantities characterizing RW are investigated. The mean fluctuation function F(l) displays perfect power law dependence F(l) ∼ l1/2 indicating that the defined RW is not correlated. The number of returns of this special RW to the origin is investigated. It turns out, that this single, very special, realization of RW is typical one in the sense, that the usual characteristics used to measure RW, take the values close to the ones averaged over all random walks. The fractal structure on the subset of primes is also found. (author)
Random Walk Picture of Basketball Scoring
Gabel, Alan
2011-01-01
We present evidence, based on play-by-play data from all 6087 games from the 2006/07--2009/10 seasons of the National Basketball Association (NBA), that basketball scoring is well described by a weakly-biased continuous-time random walk. The time between successive scoring events follows an exponential distribution, with little memory between different scoring intervals. Using this random-walk picture that is augmented by features idiosyncratic to basketball, we account for a wide variety of statistical properties of scoring, such as the distribution of the score difference between opponents and the fraction of game time that one team is in the lead. By further including the heterogeneity of team strengths, we build a computational model that accounts for essentially all statistical features of game scoring data and season win/loss records of each team.
Dynamic random walks theory and applications
Guillotin-Plantard, Nadine
2006-01-01
The aim of this book is to report on the progress realized in probability theory in the field of dynamic random walks and to present applications in computer science, mathematical physics and finance. Each chapter contains didactical material as well as more advanced technical sections. Few appendices will help refreshing memories (if necessary!).· New probabilistic model, new results in probability theory· Original applications in computer science· Applications in mathematical physics· Applications in finance
A Random Walk Picture of Basketball
Gabel, Alan; Redner, Sidney
2012-02-01
We analyze NBA basketball play-by-play data and found that scoring is well described by a weakly-biased, anti-persistent, continuous-time random walk. The time between successive scoring events follows an exponential distribution, with little memory between events. We account for a wide variety of statistical properties of scoring, such as the distribution of the score difference between opponents and the fraction of game time that one team is in the lead.
Directed Random Walk on the Lattices of Genus Two
Nazarenko, A V
2011-01-01
The object of the present investigation is an ensemble of self-avoiding and directed graphs belonging to eight-branching Cayley tree (Bethe lattice) generated by the Fucsian group of a Riemann surface of genus two and embedded in the Pincar\\'e unit disk. We consider two-parametric lattices and calculate the multifractal scaling exponents for the moments of the graph lengths distribution as functions of these parameters. We show the results of numerical and statistical computations, where the latter are based on a random walk model.
Deterministic Random Walks on Regular Trees
Cooper, Joshua; Friedrich, Tobias; Spencer, Joel; 10.1002/rsa.20314
2010-01-01
Jim Propp's rotor router model is a deterministic analogue of a random walk on a graph. Instead of distributing chips randomly, each vertex serves its neighbors in a fixed order. Cooper and Spencer (Comb. Probab. Comput. (2006)) show a remarkable similarity of both models. If an (almost) arbitrary population of chips is placed on the vertices of a grid $\\Z^d$ and does a simultaneous walk in the Propp model, then at all times and on each vertex, the number of chips on this vertex deviates from the expected number the random walk would have gotten there by at most a constant. This constant is independent of the starting configuration and the order in which each vertex serves its neighbors. This result raises the question if all graphs do have this property. With quite some effort, we are now able to answer this question negatively. For the graph being an infinite $k$-ary tree ($k \\ge 3$), we show that for any deviation $D$ there is an initial configuration of chips such that after running the Propp model for a ...
Random walk search in unstructured P2P
Institute of Scientific and Technical Information of China (English)
Jia Zhaoqing; You Jinyuan; Rao Ruonan; Li Minglu
2006-01-01
Unstructured P2P has power-law link distribution, and the random walk in power-law networks is analyzed. The analysis results show that the probability that a random walker walks through the high degree nodes is high in the power-law network, and the information on the high degree nodes can be easily found through random walk. Random walk spread and random walk search method (RWSS) is proposed based on the analysis result. Simulation results show that RWSS achieves high success rates at low cost and is robust to high degree node failure.
Coupled continuous time random walks in finance
Meerschaert, M M; Meerschaert, Mark M.; Scalas, Enrico
2006-01-01
Continuous time random walks (CTRWs) are used in physics to model anomalous diffusion, by incorporating a random waiting time between particle jumps. In finance, the particle jumps are log-returns and the waiting times measure delay between transactions. These two random variables (log-return and waiting time) are typically not independent. For these coupled CTRW models, we can now compute the limiting stochastic process (just like Brownian motion is the limit of a simple random walk), even in the case of heavy tailed (power-law) price jumps and/or waiting times. The probability density functions for this limit process solve fractional partial differential equations. In some cases, these equations can be explicitly solved to yield descriptions of long-term price changes, based on a high-resolution model of individual trades that includes the statistical dependence between waiting times and the subsequent log-returns. In the heavy tailed case, this involves operator stable space-time random vectors that genera...
Relative Complexity of random walks in random sceneries
Aaronson, Jon
2010-01-01
Relative complexity measures the complexity of a probability preserving transformation relative to a factor being a sequence of random variables whose exponential growth rate is the relative entropy of the extension. We prove distributional limit theorems for the relative complexity of certain zero entropy extensions: RWRSs whose associated random walks satisfy the alpha-stable CLT (alpha>1). The results give invariants for relative isomorphism of these.
Random walk of passive tracers among randomly moving obstacles
Gori, Matteo; Floriani, Elena; Nardecchia, Ilaria; Pettini, Marco
2016-01-01
Background: This study is mainly motivated by the need of understanding how the diffusion behaviour of a biomolecule (or even of a larger object) is affected by other moving macromolecules, organelles, and so on, inside a living cell, whence the possibility of understanding whether or not a randomly walking biomolecule is also subject to a long-range force field driving it to its target. Method: By means of the Continuous Time Random Walk (CTRW) technique the topic of random walk in random environment is here considered in the case of a passively diffusing particle in a crowded environment made of randomly moving and interacting obstacles. Results: The relevant physical quantity which is worked out is the diffusion cofficient of the passive tracer which is computed as a function of the average inter-obstacles distance. Coclusions: The results reported here suggest that if a biomolecule, let us call it a test molecule, moves towards its target in the presence of other independently interacting molecules, its m...
On Polya-Friedman random walks
Energy Technology Data Exchange (ETDEWEB)
Huillet, Thierry [Laboratoire de Physique Theorique et Modelisation, CNRS-UMR 8089 et Universite de Cergy-Pontoise, 2 Avenue Adolphe Chauvin, 95032, Cergy-Pontoise (France)], E-mail: Thierry.Huillet@u-cergy.fr
2008-12-19
The Polya process is an urn scheme arising in the context of contagion spreading. It exhibits unstable persistence effects. The Friedman urn process is dual to the Polya one with antipersistent stabilizing effects. It appears in a safety campaign problem. A Polya-Friedman urn process is investigated with a tuning persistence parameter extrapolating the latter two extreme processes. The study includes the diffusion approximations of both the Polya-Friedman proportion process and the population gap random walk. The structure of the former is a generalized Wright-Fisher diffusion appearing in population genetics. The correlation structure of the latter presents an anomalous character at a critical value of the persistence parameter.
On Polya-Friedman random walks
International Nuclear Information System (INIS)
The Polya process is an urn scheme arising in the context of contagion spreading. It exhibits unstable persistence effects. The Friedman urn process is dual to the Polya one with antipersistent stabilizing effects. It appears in a safety campaign problem. A Polya-Friedman urn process is investigated with a tuning persistence parameter extrapolating the latter two extreme processes. The study includes the diffusion approximations of both the Polya-Friedman proportion process and the population gap random walk. The structure of the former is a generalized Wright-Fisher diffusion appearing in population genetics. The correlation structure of the latter presents an anomalous character at a critical value of the persistence parameter
Cut Times for Simple Random Walk
Lawler, Gregory
1996-01-01
Let $S(n)$ be a simple random walk taking values in $Z^d$. A time $n$ is called a cut time if \\[ S[0,n] \\cap S[n+1,\\infty) = \\emptyset . \\] We show that in three dimensions the number of cut times less than $n$ grows like $n^{1 - \\zeta}$ where $\\zeta = \\zeta_d$ is the intersection exponent. As part of the proof we show that in two or three dimensions \\[ P(S[0,n] \\cap S[n+1,2n] = \\emptyset ) \\sim n^{-\\zeta}, \\] where $\\sim$ denotes that each side is bounded by a constant times the other side.
Random walk with an exponentially varying step
de La Torre, A. C.; Maltz, A.; Mártin, H. O.; Catuogno, P.; García-Mata, I.
2000-12-01
A random walk with exponentially varying step, modeling damped or amplified diffusion, is studied. Each step is equal to the previous one multiplied by a step factor s (01/s relating different processes. For s2, the process is retrodictive (i.e., every final position can be reached by a unique path) and the set of all possible final points after infinite steps is fractal. For step factors in the interval [1/2,2], some cases result in smooth density distributions, other cases present overlapping self-similarity and there are values of the step factor for which the distribution is singular without a density function.
Random walk immunization strategy on scale-free networks
Institute of Scientific and Technical Information of China (English)
Weidong PEI; Zengqiang CHEN; Zhuzhi YUAN
2009-01-01
A novel immunization strategy called the random walk immunization strategy on scale-free networks is proposed. Different from other known immunization strategies, this strategy works as follows: a node is randomly chosen from the network. Starting from this node, randomly walk to one of its neighbor node; if the present node is not immunized, then immunize it and continue the random walk; otherwise go back to the previous node and randomly walk again. This process is repeated until a certain fraction of nodes is immunized. By theoretical analysis and numerical simulations, we found that this strategy is very effective in comparison with the other known immunization strategies.
Hattori, Kumiko; Ogo, Noriaki; Otsuka, Takafumi
2015-01-01
We show that the `erasing-larger-loops-first' (ELLF) method, which was first introduced for erasing loops from the simple random walk on the Sierpinski gasket, does work also for non-Markov random walks, in particular, self-repelling walks to construct a new family of self-avoiding walks on the Sierpinski gasket. The one-parameter family constructed in this method continuously connects the loop-erased random walk and a self-avoiding walk which has the same asymptotic behavior as the `standard...
The persistence length of two dimensional self avoiding random walks
Eisenberg, E.; Baram, A.
2002-01-01
The decay of directional correlations in self-avoiding random walks on the square lattice is investigated. Analysis of exact enumerations and Monte Carlo data suggest that the correlation between the directions of the first step and the j-th step of the walk decays faster than 1/j, indicating that the persistence length of the walk is finite.
The Not-so-Random Drunkard's Walk
Ehrhardt, George
2013-01-01
This dataset contains the results of a quasi-experiment, testing Karl Pearson's "drunkard's walk" analogy for an abstract random walk. Inspired by the alternate hypothesis that drunkards stumble to the side of their dominant hand, it includes data on intoxicated test subjects walking a 10' line. Variables include: the…
Self-Attractive Random Walks: The Case of Critical Drifts
Ioffe, Dmitry; Velenik, Yvan
2012-07-01
Self-attractive random walks (polymers) undergo a phase transition in terms of the applied drift (force): If the drift is strong enough, then the walk is ballistic, whereas in the case of small drifts self-attraction wins and the walk is sub-ballistic. We show that, in any dimension d ≥ 2, this transition is of first order. In fact, we prove that the walk is already ballistic at critical drifts, and establish the corresponding LLN and CLT.
Self-Attractive Random Walks: The Case of Critical Drifts
Ioffe, Dmitry
2011-01-01
Self-attractive random walks undergo a phase transition in terms of the applied drift: If the drift is strong enough, then the walk is ballistic, whereas in the case of small drifts self-attraction wins and the walk is sub-ballistic. We show that, in any dimension at least 2, this transition is of first order. In fact, we prove that the walk is already ballistic at critical drifts, and establish the corresponding LLN and CLT.
Understanding deterministic diffusion by correlated random walks
International Nuclear Information System (INIS)
Low-dimensional periodic arrays of scatterers with a moving point particle are ideal models for studying deterministic diffusion. For such systems the diffusion coefficient is typically an irregular function under variation of a control parameter. Here we propose a systematic scheme of how to approximate deterministic diffusion coefficients of this kind in terms of correlated random walks. We apply this approach to two simple examples which are a one-dimensional map on the line and the periodic Lorentz gas. Starting from suitable Green-Kubo formulae we evaluate hierarchies of approximations for their parameter-dependent diffusion coefficients. These approximations converge exactly yielding a straightforward interpretation of the structure of these irregular diffusion coefficients in terms of dynamical correlations. (author)
Renewal theorems for random walks in random scenery
Guillotin-Plantard, Nadine
2011-01-01
Random walks in random scenery are processes defined by $Z_n:=\\sum_{k=1}^n\\xi_{X_1+...+X_k}$, where $(X_k,k\\ge 1)$ and $(\\xi_y,y\\in\\mathbb Z)$ are two independent sequences of i.i.d. random variables. We suppose that the distributions of $X_1$ and $\\xi_0$ belong to the normal domain of attraction of strictly stable distributions with index $\\alpha\\in[1,2]$ and $\\beta\\in(0,2)$ respectively. We are interested in the asymptotic behaviour as $|a|$ goes to infinity of quantities of the form $\\sum_{n\\ge 1}{\\mathbb E}[h(Z_n-a)]$ (when $(Z_n)_n$ is transient) or $\\sum_{n\\ge 1}{\\mathbb E}[h(Z_n)-h(Z_n-a)]$ (when $(Z_n)_n$ is recurrent) where $h$ is some complex-valued function defined on $\\mathbb{R}$ or $\\mathbb{Z}$.
The parabolic Anderson model random walk in random potential
König, Wolfgang
2016-01-01
This is a comprehensive survey on the research on the parabolic Anderson model – the heat equation with random potential or the random walk in random potential – of the years 1990 – 2015. The investigation of this model requires a combination of tools from probability (large deviations, extreme-value theory, e.g.) and analysis (spectral theory for the Laplace operator with potential, variational analysis, e.g.). We explain the background, the applications, the questions and the connections with other models and formulate the most relevant results on the long-time behavior of the solution, like quenched and annealed asymptotics for the total mass, intermittency, confinement and concentration properties and mass flow. Furthermore, we explain the most successful proof methods and give a list of open research problems. Proofs are not detailed, but concisely outlined and commented; the formulations of some theorems are slightly simplified for better comprehension.
Random walk models for top-N recommendation task
Institute of Scientific and Technical Information of China (English)
Yin ZHANG; Jiang-qin WU; Yue-ting ZHUANG
2009-01-01
Recently there has been an increasing interest in applying random walk based methods to recommender systems.We employ a Gaussian random field to model the top-N recommendation task as a semi-supervised learning problem.taking into account the degree of each node on the user-item bipartite graph,and induce an effective absorbing random walk (ARW) algorithm for the top-N recommendation task.Our random walk approach directly generates the top-N recommendations for individuals,rather than predicting the ratings of the recommendations.Experimental results on the two real data sets show that our random walk algorithm significantly outperforms the state-of-the-art random walk based personalized ranking algorithm as well as the popular item-based collaborative filtering method.
Behavior of random walk on discrete point processes
Berger, Noam
2011-01-01
We consider a model for random walks on random environments (RWRE) with random subset of Z^d as the vertices, and uniform transition probabilities on 2d points (two "coordinate nearest points" in each of the d coordinate directions). We give partial characterization of transience and recurrence in the different dimensions. Finally we prove Central Limit Theorem (CLT) for such random walks, under a condition on the distance between coordinate nearest points.
Pseudo memory effects, majorization and entropy in quantum random walks
Energy Technology Data Exchange (ETDEWEB)
Bracken, Anthony J [Centre for Mathematical Physics and Department of Mathematics, University of Queensland, Brisbane 4072 (Australia); Ellinas, Demosthenes [Division of Mathematics, Technical University of Crete, GR-73100 Chania Crete (Greece); Tsohantjis, Ioannis [Division of Physics, Technical University of Crete, GR-73100 Chania Crete (Greece)
2004-02-25
A quantum random walk on the integers exhibits pseudo memory effects, in that its probability distribution after N steps is determined by reshuffling the first N distributions that arise in a classical random walk with the same initial distribution. In a classical walk, entropy increase can be regarded as a consequence of the majorization ordering of successive distributions. The Lorenz curves of successive distributions for a symmetric quantum walk reveal no majorization ordering in general. Nevertheless, entropy can increase, and computer experiments show that it does so on average. Varying the stages at which the quantum coin system is traced out leads to new quantum walks, including a symmetric walk for which majorization ordering is valid but the spreading rate exceeds that of the usual symmetric quantum walk. (letter to the editor)
Pseudo Memory Effects, Majorization and Entropy in Quantum Random Walks
Bracken, A J; Tsohantjis, I; Bracken, Anthony J.; Ellinas, Demosthenes; Tsohantjis, Ioannis
2004-01-01
A quantum random walk on the integers exhibits pseudo memory effects, in that its probability distribution after N steps is determined by reshuffling the first N distributions that arise in a classical random walk with the same initial distribution. In a classical walk, entropy increase can be regarded as a consequence of the majorization ordering of successive distributions. The Lorenz curves of successive distributions for a symmetric quantum walk reveal no majorization ordering in general. Nevertheless, entropy can increase, and computer experiments show that it does so on average. Varying the stages at which the quantum coin system is traced out leads to new quantum walks, including a symmetric walk for which majorization ordering is valid but the spreading rate exceeds that of the usual symmetric quantum walk.
Random walk in dynamically disordered chains: Poisson white noise disorder
International Nuclear Information System (INIS)
Exact solutions are given for a variety of models of random walks in a chain with time-dependent disorder. Dynamic disorder is modeled by white Poisson noise. Models with site-independent (global) and site-dependent (local) disorder are considered. Results are described in terms of an affective random walk in a nondisordered medium. In the cases of global disorder the effective random walk contains multistep transitions, so that the continuous limit is not a diffusion process. In the cases of local disorder the effective process is equivalent to usual random walk in the absence of disorder but with slower diffusion. Difficulties associated with the continuous-limit representation of random walk in a disordered chain are discussed. In particular, the authors consider explicit cases in which taking the continuous limit and averaging over disorder sources do not commute
Near-Optimal Random Walk Sampling in Distributed Networks
Sarma, Atish Das; Pandurangan, Gopal
2012-01-01
Performing random walks in networks is a fundamental primitive that has found numerous applications in communication networks such as token management, load balancing, network topology discovery and construction, search, and peer-to-peer membership management. While several such algorithms are ubiquitous, and use numerous random walk samples, the walks themselves have always been performed naively. In this paper, we focus on the problem of performing random walk sampling efficiently in a distributed network. Given bandwidth constraints, the goal is to minimize the number of rounds and messages required to obtain several random walk samples in a continuous online fashion. We present the first round and message optimal distributed algorithms that present a significant improvement on all previous approaches. The theoretical analysis and comprehensive experimental evaluation of our algorithms show that they perform very well in different types of networks of differing topologies. In particular, our results show h...
Random walk in random environment in a two-dimensional stratified medium with orientations
Devulder, Alexis
2011-01-01
We consider a model of random walk in ${\\mathbb Z}^2$ with (fixed or random) orientation of the horizontal lines (layers) and with iid probability to stay on these lines. We prove the transience of the walk for any fixed orientations under general hypotheses. We also establish a result of convergence in distribution for this walk with suitable normalizations under more precise assumptions.
Painting a Graph with Competing Random Walks
Miller, Jason
2010-01-01
Let $X_1, X_2$ be independent random walks on $\\Z_n^d$, $d \\geq 3$, each starting from the uniform distribution. Initially, each site of $\\Z_n^d$ is unmarked and, whenever $X_i$ visits such a site, it is set irreversibly to $i$. The mean of $|\\CA_i|$, the cardinality of the set $\\CA_i$ of sites painted by $i$ once all of $\\Z_n^d$ has been visited, is $n^d/2$ by symmetry. We prove the following conjecture due to Pemantle and Peres: for each $d \\geq 3$ there exists a constant $\\alpha_d$ such that $\\lim_{n \\to \\infty} \\var(|\\CA_i|) / h_d(n) = \\tfrac{1}{4}\\alpha_d$ where $h_3(n) = n^4$, $h_4(n) = n^4 (\\log n)$, and $h_d(n) = n^d$ for $d \\geq 5$. We will also identify $\\alpha_d$ explicitly. This is a special case of a more general theorem which gives the asymptotics of $\\var(|\\CA_i|)$ for a large class of transient, vertex transitive graphs; other examples include the hypercube and the Caley graph of the symmetric group generated by transpositions.
My Random Walks in Anderson's Garden
Baskaran, G
2016-01-01
Anderson's Garden is a drawing presented to Philip W. Anderson on the eve of his 60th birthday celebration, in 1983. This cartoon (Fig. 1), whose author is unknown, succinctly depicts some of Anderson's pre-1983 works, as a blooming garden. As an avid reader of Anderson's papers, random walk in Anderson's garden had become a part of my routine since graduate school days. This was of immense help and prepared me for a wonderful collaboration with the gardener himself, on the resonating valence bond (RVB) theory of High Tc cuprates and quantum spin liquids, at Princeton. The result was bountiful - the first (RVB mean field) theory for i) quantum spin liquids, ii) emergent fermi surfaces in Mott insulators and iii) superconductivity in doped Mott insulators. Beyond mean field theory - i) emergent gauge fields, ii) Ginzbuerg Landau theory with RVB gauge fields, iii) prediction of superconducting dome, iv) an early identification and study of a non-fermi liquid normal state of cuprates and so on. Here I narrate th...
Deuschel, Jean-Dominique; Kösters, Holger
2008-01-01
We derive a quenched invariance principle for random walks in random environments whose transition probabilities are defined in terms of weighted cycles of bounded length. To this end, we adapt the proof for random walks among random conductances by Sidoravicius and Sznitman (Probab. Theory Related Fields 129 (2004) 219--244) to the non-reversible setting.
Directed self-avoiding walks on a randomly dilute lattice
Nadal, J.P.; Vannimenus, J.
1985-01-01
We consider a model of Directed Self-Avoiding Walks (DSAW) on a dilute lattice, using various approaches (Cayley Tree, weak-disorder expansion, Monte-Carlo generation of walks up to 2 000 steps). This simple model appears to contain the essential features of the controversial problem of self-avoiding walks in a random medium. It is shown in particular that with any amount of disorder the mean value for the number of DSAW is different from its most probable value.
Quantum random walk in periodic potential on a line
Li, Min; Zhang, Yong-Sheng; Guo, Guang-Can
2012-01-01
We investigated the discrete-time quantum random walks on a line in periodic potential. The probability distribution with periodic potential is more complex compared to the normal quantum walks, and the standard deviation $\\sigma$ has interesting behaviors for different period $q$ and parameter $\\theta$. We studied the behavior of standard deviation with variation in walk steps, period, and $\\theta$. The standard deviation increases approximately linearly with $\\theta$ and decreases with $1/q...
Random walks on the BMW monoid: an algebraic approach
Wolff, Sarah
2016-01-01
We consider Metropolis-based systematic scan algorithms for generating Birman-Murakami-Wenzl (BMW) monoid basis elements of the BMW algebra. As the BMW monoid consists of tangle diagrams, these scanning strategies can be rephrased as random walks on links and tangles. We translate these walks into left multiplication operators in the corresponding BMW algebra. Taking this algebraic perspective enables the use of tools from representation theory to analyze the walks; in particular, we develop ...
Algebraic area enclosed by random walks on a lattice
Desbois, Jean
2015-10-01
We compute the moments ≤ft of the area enclosed by an N-steps random walk on a 2D lattice. We consider separately the cases where the walk comes back to the origin or not. We also compute, for both cases, the characteristic function ≤ft at order 1/{N}2.
Variational data assimilation using targetted random walks
Cotter, S. L.
2011-02-15
The variational approach to data assimilation is a widely used methodology for both online prediction and for reanalysis. In either of these scenarios, it can be important to assess uncertainties in the assimilated state. Ideally, it is desirable to have complete information concerning the Bayesian posterior distribution for unknown state given data. We show that complete computational probing of this posterior distribution is now within the reach in the offline situation. We introduce a Markov chain-Monte Carlo (MCMC) method which enables us to directly sample from the Bayesian posterior distribution on the unknown functions of interest given observations. Since we are aware that these methods are currently too computationally expensive to consider using in an online filtering scenario, we frame this in the context of offline reanalysis. Using a simple random walk-type MCMC method, we are able to characterize the posterior distribution using only evaluations of the forward model of the problem, and of the model and data mismatch. No adjoint model is required for the method we use; however, more sophisticated MCMC methods are available which exploit derivative information. For simplicity of exposition, we consider the problem of assimilating data, either Eulerian or Lagrangian, into a low Reynolds number flow in a two-dimensional periodic geometry. We will show that in many cases it is possible to recover the initial condition and model error (which we describe as unknown forcing to the model) from data, and that with increasing amounts of informative data, the uncertainty in our estimations reduces. © 2011 John Wiley & Sons, Ltd.
A scaling law for random walks on networks
Perkins, Theodore J.; Foxall, Eric; Glass, Leon; Edwards, Roderick
2014-10-01
The dynamics of many natural and artificial systems are well described as random walks on a network: the stochastic behaviour of molecules, traffic patterns on the internet, fluctuations in stock prices and so on. The vast literature on random walks provides many tools for computing properties such as steady-state probabilities or expected hitting times. Previously, however, there has been no general theory describing the distribution of possible paths followed by a random walk. Here, we show that for any random walk on a finite network, there are precisely three mutually exclusive possibilities for the form of the path distribution: finite, stretched exponential and power law. The form of the distribution depends only on the structure of the network, while the stepping probabilities control the parameters of the distribution. We use our theory to explain path distributions in domains such as sports, music, nonlinear dynamics and stochastic chemical kinetics.
Large deviations for random walk in a random environment
Yilmaz, Atilla
2008-01-01
In this work, we study the large deviation properties of random walk in a random environment on $\\mathbb{Z}^d$ with $d\\geq1$. We start with the quenched case, take the point of view of the particle, and prove the large deviation principle (LDP) for the pair empirical measure of the environment Markov chain. By an appropriate contraction, we deduce the quenched LDP for the mean velocity of the particle and obtain a variational formula for the corresponding rate function $I_q$. We propose an Ansatz for the minimizer of this formula. This Ansatz is easily verified when $d=1$. In his 2003 paper, Varadhan proves the averaged LDP for the mean velocity and gives a variational formula for the corresponding rate function $I_a$. Under the non-nestling assumption (resp. Kalikow's condition), we show that $I_a$ is strictly convex and analytic on a non-empty open set $\\mathcal{A}$, and that the true velocity $\\xi_o$ is an element (resp. in the closure) of $\\mathcal{A}$. We then identify the minimizer of Varadhan's variati...
Implement Quantum Random Walks with Linear Optics Elements
Zhao, Zhi; Du, Jiangfeng; Li, Hui; Yang, Tao; Chen, Zeng-Bing; Pan, Jian-Wei
2002-01-01
The quantum random walk has drawn special interests because its remarkable features to the classical counterpart could lead to new quantum algorithms. In this paper, we propose a feasible scheme to implement quantum random walks on a line using only linear optics elements. With current single-photon interference technology, the steps that could be experimentally implemented can be extended to very large numbers. We also show that, by decohering the quantum states, our scheme for quantum rando...
Improving Random Walk Estimation Accuracy with Uniform Restarts
Avrachenkov, Konstantin; Ribeiro, Bruno; Towsley, Don
2010-01-01
This work proposes and studies the properties of a hybrid sampling scheme that mixes independent uniform node sampling and random walk (RW)-based crawling. We show that our sampling method combines the strengths of both uniform and RW sampling while minimizing their drawbacks. In particular, our method increases the spectral gap of the random walk, and hence, accelerates convergence to the stationary distribution. The proposed method resembles PageRank but unlike PageRank preserves time-rever...
Convergence of a random walk method for the Burgers equation
International Nuclear Information System (INIS)
In this paper we consider a random walk algorithm for the solution of Burgers' equation. The algorithm uses the method of fractional steps. The non-linear advection term of the equation is solved by advecting ''fluid'' particles in a velocity field induced by the particles. The diffusion term of the equation is approximated by adding an appropriate random perturbation to the positions of the particles. Though the algorithm is inefficient as a method for solving Burgers' equation, it does model a similar method, the random vortex method, which has been used extensively to solve the incompressible Navier-Stokes equations. The purpose of this paper is to demonstrate the strong convergence of our random walk method and so provide a model for the proof of convergence for more complex random walk algorithms; for instance, the random vortex method without boundaries
A conditional quenched CLT for random walks among random conductances on $\\mathbb{Z}^d$
Gallesco, Christophe; Popov, Serguei; Vachkovskaia, Marina
2011-01-01
Consider a random walk among random conductances on $\\mathbb{Z}^d$ with $d\\geq 2$. We study the quenched limit law under the usual diffusive scaling of the random walk conditioned to have its first coordinate positive. We show that the conditional limit law is the product of a Brownian meander and a $(d-1)$-dimensional Brownian motion.
Statistics of branched flow in a weak correlated random potential
Kaplan, Lev
2002-01-01
Recent images of electron flow through a two-dimensional electron gas (2DEG) device show branching behavior that is reproduced in numerical simulations of motion in a correlated random potential [cond-mat/0010348]. We show how such branching naturally arises from caustics in the classical flow and find a simple scaling behavior of the branching under variation of the random potential strength. Analytic results describing the statistical properties of the branching are confirmed by classical a...
Search for Directed Networks by Different Random Walk Strategies
Institute of Scientific and Technical Information of China (English)
ZHU Zi-Qi; JIN Xiao-Ling; HUANG Zhi-Long
2012-01-01
A comparative study is carried out on the effciency of five different random walk strategies searching on directed networks constructed based on several typical complex networks.Due to the difference in search effciency of the strategies rooted in network clustering,the clustering coeFfcient in a random walker's eye on directed networks is defined and computed to be half of the corresponding undirected networks.The search processes are performed on the directed networks based on Erd(o)s-Rényi model,Watts-Strogatz model,Barabási-Albert model and clustered scale-free network model.It is found that self-avoiding random walk strategy is the best search strategy for such directed networks.Compared to unrestricted random walk strategy,path-iteration-avoiding random walks can also make the search process much more effcient. However,no-triangle-loop and no-quadrangle-loop random walks do not improve the search effciency as expected,which is different from those on undirected networks since the clustering coefficient of directed networks are smaller than that of undirected networks.
A New Random Walk for Replica Detection in WSNs.
Aalsalem, Mohammed Y; Khan, Wazir Zada; Saad, N M; Hossain, Md Shohrab; Atiquzzaman, Mohammed; Khan, Muhammad Khurram
2016-01-01
Wireless Sensor Networks (WSNs) are vulnerable to Node Replication attacks or Clone attacks. Among all the existing clone detection protocols in WSNs, RAWL shows the most promising results by employing Simple Random Walk (SRW). More recently, RAND outperforms RAWL by incorporating Network Division with SRW. Both RAND and RAWL have used SRW for random selection of witness nodes which is problematic because of frequently revisiting the previously passed nodes that leads to longer delays, high expenditures of energy with lower probability that witness nodes intersect. To circumvent this problem, we propose to employ a new kind of constrained random walk, namely Single Stage Memory Random Walk and present a distributed technique called SSRWND (Single Stage Memory Random Walk with Network Division). In SSRWND, single stage memory random walk is combined with network division aiming to decrease the communication and memory costs while keeping the detection probability higher. Through intensive simulations it is verified that SSRWND guarantees higher witness node security with moderate communication and memory overheads. SSRWND is expedient for security oriented application fields of WSNs like military and medical. PMID:27409082
First steps in random walks from tools to applications
Klafter, J
2011-01-01
The name ""random walk"" for a problem of a displacement of a point in a sequence of independent random steps was coined by Karl Pearson in 1905 in a question posed to readers of ""Nature"". The same year, a similar problem was formulated by Albert Einstein in one of his Annus Mirabilis works. Even earlier such a problem was posed by Louis Bachelier in his thesis devoted to the theory of financial speculations in 1900. Nowadays the theory of random walks has proved useful in physics andchemistry (diffusion, reactions, mixing in flows), economics, biology (from animal spread to motion of subcel
Random walk in random environment in a two-dimensional stratified medium with orientations
Devulder, Alexis; Pene, Francoise
2012-01-01
We consider a model of random walk in ${\\mathbb Z}^2$ with (fixed or random) orientation of the horizontal lines (layers) and with non constant iid probability to stay on these lines. We prove the transience of the walk for any fixed orientations under general hypotheses. This contrasts with the model of Campanino and Petritis, in which probabilities to stay on these lines are all equal. We also establish a result of convergence in distribution for this walk with suitable normalizations under...
Riemann Hypothesis and Random Walks: the Zeta case
LeClair, André
2016-01-01
In previous work it was shown that if certain series based on sums over primes of non-principal Dirichlet characters have a conjectured random walk behavior, then the Euler product formula for its $L$-function is valid to the right of the critical line $\\Re (s) > 1/2$, and the Riemann Hypothesis for this class of $L$-functions follows. Building on this work, here we propose how to extend this line of reasoning to the Riemann zeta function and other principal Dirichlet $L$-functions. We use our results to argue that $ S_\\delta (t) \\equiv \\lim_{\\delta \\to 0^+} \\dfrac{1}{\\pi} \\arg \\zeta (\\tfrac{1}{2}+ \\delta + i t ) = O(1)$, and that it is nearly always on the principal branch. We conjecture that a 1-point correlation function of the Riemann zeros has a normal distribution. This leads to the construction of a probabilistic model for the zeros. Based on these results we describe a new algorithm for computing very high Riemann zeros as a kind of stochastic process, and we calculate the $10^{100}$-th zero to over 1...
The Cover Time of Deterministic Random Walks for General Transition Probabilities
Shiraga, Takeharu
2016-01-01
The deterministic random walk is a deterministic process analogous to a random walk. While there are some results on the cover time of the rotor-router model, which is a deterministic random walk corresponding to a simple random walk, nothing is known about the cover time of deterministic random walks emulating general transition probabilities. This paper is concerned with the SRT-router model with multiple tokens, which is a deterministic process coping with general transition probabilities ...
Generalized Quantum Random Walk in Momentum Space
Romanelli, A; Siri, R; Abal, G; Donangelo, R
2004-01-01
We introduce a discrete-time quantum walk on a one-dimensional momentum space including both discrete jumps and continuous drift. Its time evolution has two diferent stages. Initially a Markovian diffusion develops during a characteristic time interval, after which dynamical localization sets in, as in the well known Quantum Kicked Rotor system. For some exceptional values of the model's parameter the system exhibits resonant behavior and the system model behaves as the standard discrete time quantum walker on the line.
Continuous time `true' self-avoiding random walk on Z
Toth, Balint
2009-01-01
We consider the continuous time version of the `true' or `myopic' self-avoiding random walk with site repulsion in 1d. The Ray-Knight-type method which was applied to the discrete time and edge repulsion case, is applicable to this model with some modifications. We present a limit theorem for the local time of the walk and a local limit theorem for the displacement.
Tail estimates for one-dimensional non-nearest-neighbor random walk in random environment
Institute of Scientific and Technical Information of China (English)
无
2010-01-01
Suppose that the integers are assigned i.i.d. random variables {(β gx , . . . , β 1x , α x )} (each taking values in the unit interval and the sum of them being 1), which serve as an environment. This environment defines a random walk {X n } (called RWRE) which, when at x, moves one step of length 1 to the right with probability α x and one step of length k to the left with probability β kx for 1≤ k≤ g. For certain environment distributions, we determine the almost-sure asymptotic speed of the RWRE and show that the chance of the RWRE deviating below this speed has a polynomial rate of decay. This is the generalization of the results by Dembo, Peres and Zeitouni in 1996. In the proof we use a large deviation result for the product of random matrices and some tail estimates and moment estimates for the total population size in a multi-type branching process with random environment.
Visual Tracking via Random Walks on Graph Model.
Li, Xiaoli; Han, Zhifeng; Wang, Lijun; Lu, Huchuan
2016-09-01
In this paper, we formulate visual tracking as random walks on graph models with nodes representing superpixels and edges denoting relationships between superpixels. We integrate two novel graphs with the theory of Markov random walks, resulting in two Markov chains. First, an ergodic Markov chain is enforced to globally search for the candidate nodes with similar features to the template nodes. Second, an absorbing Markov chain is utilized to model the temporal coherence between consecutive frames. The final confidence map is generated by a structural model which combines both appearance similarity measurement derived by the random walks and internal spatial layout demonstrated by different target parts. The effectiveness of the proposed Markov chains as well as the structural model is evaluated both qualitatively and quantitatively. Experimental results on challenging sequences show that the proposed tracking algorithm performs favorably against state-of-the-art methods. PMID:26292358
Limited Random Walk Algorithm for Big Graph Data Clustering
Zhang, Honglei; Kiranyaz, Serkan; Gabbouj, Moncef
2016-01-01
Graph clustering is an important technique to understand the relationships between the vertices in a big graph. In this paper, we propose a novel random-walk-based graph clustering method. The proposed method restricts the reach of the walking agent using an inflation function and a normalization function. We analyze the behavior of the limited random walk procedure and propose a novel algorithm for both global and local graph clustering problems. Previous random-walk-based algorithms depend on the chosen fitness function to find the clusters around a seed vertex. The proposed algorithm tackles the problem in an entirely different manner. We use the limited random walk procedure to find attracting vertices in a graph and use them as features to cluster the vertices. According to the experimental results on the simulated graph data and the real-world big graph data, the proposed method is superior to the state-of-the-art methods in solving graph clustering problems. Since the proposed method uses the embarrass...
On a zero-drift nearest-neighbour random walk
Cohen, J.W.
1996-01-01
The present study concerns the analysis of the hitting point identity for a nearest-neighbour random walk of which the one-step transition to the $NE$, $SE$, $SW$ and $NW$ are the only transitions with nonzero probabilities. The one-step transition vector has a symmetrical probability distribution with zero drifts. The state space of the random walk is the set of lattice points in the first quarter plane, the point at the coordinate axes are all absorbing states. The distribution of the hitti...
Image segmentation using random-walks on the histogram
Morin, Jean-Philippe; Desrosiers, Christian; Duong, Luc
2012-02-01
This document presents a novel method for the problem of image segmentation, based on random-walks. This method shares similarities with the Mean-shift algorithm, as it finds the modes of the intensity histogram of images. However, unlike Mean-shift, our proposed method is stochastic and also provides class membership probabilities. Also, unlike other random-walk based methods, our approach does not require any form of user interaction, and can scale to very large images. To illustrate the usefulness, efficiency and scalability of our method, we test it on the task of segmenting anatomical structures present in cardiac CT and brain MRI images.
Application of continuous-time random walk to statistical arbitrage
Directory of Open Access Journals (Sweden)
Sergey Osmekhin
2015-01-01
Full Text Available An analytical statistical arbitrage strategy is proposed, where the distribution of the spread is modelled as a continuous-time random walk. Optimal boundaries, computed as a function of the mean and variance of the firstpassage time ofthe spread,maximises an objective function. The predictability of the trading strategy is analysed and contrasted for two forms of continuous-time random walk processes. We found that the waiting-time distribution has a significant impact on the prediction of the expected profit for intraday trading
Non-Gaussian propagator for elephant random walks
da Silva, M. A. A.; Cressoni, J. C.; Schütz, Gunter M.; Viswanathan, G. M.; Trimper, Steffen
2013-08-01
For almost a decade the consensus has held that the random walk propagator for the elephant random walk (ERW) model is a Gaussian. Here we present strong numerical evidence that the propagator is, in general, non-Gaussian and, in fact, non-Lévy. Motivated by this surprising finding, we seek a second, non-Gaussian solution to the associated Fokker-Planck equation. We prove mathematically, by calculating the skewness, that the ERW Fokker-Planck equation has a non-Gaussian propagator for the superdiffusive regime. Finally, we discuss some unusual aspects of the propagator in the context of higher order terms needed in the Fokker-Planck equation.
A local limit theorem for random walks in random scenery and on randomly oriented lattices
Castell, Fabienne; Pène, Françoise; Schapira, Bruno
2010-01-01
Random walks in random scenery are processes defined by $Z_n:=\\sum_{k=1}^n\\xi_{X_1+...+X_k}$, where $(X_k,k\\ge 1)$ and $(\\xi_y,y\\in\\mathbb Z)$ are two independent sequences of i.i.d. random variables. We assume here that their distributions belong to the normal domain of attraction of stable laws with index $\\alpha\\in (0,2]$ and $\\beta\\in (0,2]$ respectively. These processes were first studied by H. Kesten and F. Spitzer, who proved the convergence in distribution when $\\alpha\
A family of random walks with generalized Dirichlet steps
International Nuclear Information System (INIS)
We analyze a class of continuous time random walks in Rd,d≥2, with uniformly distributed directions. The steps performed by these processes are distributed according to a generalized Dirichlet law. Given the number of changes of orientation, we provide the analytic form of the probability density function of the position (Xd(t),t>0) reached, at time t > 0, by the random motion. In particular, we analyze the case of random walks with two steps. In general, it is a hard task to obtain the explicit probability distributions for the process (Xd(t),t>0). Nevertheless, for suitable values for the basic parameters of the generalized Dirichlet probability distribution, we are able to derive the explicit conditional density functions of (Xd(t),t>0). Furthermore, in some cases, by exploiting the fractional Poisson process, the unconditional probability distributions of the random walk are obtained. This paper extends in a more general setting, the random walks with Dirichlet displacements introduced in some previous papers
Number variance for hierarchical random walks and related fluctuations
Bojdecki, Tomasz; Talarczyk, Anna
2010-01-01
We study an infinite system of independent symmetric random walks on a hierarchical group, in particular, the c-random walks. Such walks are used, e.g., in population genetics. The number variance problem consists in investigating if the variance of the number of "particles" N_n(L) lying in the ball of radius L at a given time n remains bounded, or even better, converges to a finite limit, as $L\\to \\infty$. We give a necessary and sufficient condition and discuss its relationship to transience/recurrence property of the walk. Next we consider normalized fluctuations of N_n(L) around the mean as $n\\to \\infty$ and L is increased in an appropriate way. We prove convergence of finite dimensional distributions to a Gaussian process whose properties are discussed. As the c-random walks mimic symmetric stable processes on R, we compare our results to those obtained by Hambly and Jones (2007,2009), where the number variance problem for an infinite system of symmetric stable processes on R was studied. Since the hiera...
Directed self-avoiding walks in random media
International Nuclear Information System (INIS)
Two types of directed self-avoiding walks (SAW's), namely, three-choice directed SAW and outwardly directed SAW, have been studied on infinite percolation clusters on the square lattice in two dimensions. The walks on the percolation clusters are generated via a Monte Carlo technique. The longitudinal extension RN and the transverse fluctuation WN have been measured as a function of the number of steps N. Slight swelling is observed in the longitudinal direction on the random lattices. A crossover from shrinking to swelling of the transverse fluctuations is found at a certain length Nc of the walks. The exponents related to the transverse fluctuations are seen to be unchanged in the random media even as the percolation threshold is reached. The scaling function form of the extensions are verified
Measuring the fractal dimension of an optical random walk
Savo, Romolo; Svensson, Tomas; Vynck, Kevin; Wiersma, Diederik S
2013-01-01
Random walks often grasp the essence of transport processes in complex systems, representing a model for a large variety of phenomena, from human travel, to molecular kinetics, to the propagation of light and sound in disordered media. Transport is generally driven by the topology of the system, which can range from a simply random distribution of scattering elements, to very rich self-similar structures like random fractals. In this context the fractal dimension of the random walk trajectory, $d_\\mathrm{w}$, crucially determines the nature of the resulting transport process and provides information on the way the spatial evolution scales with time. In living cells and turbulent flow it has been possible to study anomalous dynamics showing $d_\\mathrm{w}\
Killed multidimensional random walks and multinomial sequential estimation
Bibbona, Enrico
2011-01-01
A sufficient condition for the uniqueness of multinomial sequential unbiased estimators is provided generalizing a classical result for binomial samples. Unbiased estimators are applied to infer the parameters of multidimensional or multinomial random walks which are observed until they reach a boundary.
States recognition in random walk Markov chain via binary Entropy
Directory of Open Access Journals (Sweden)
Morteza Khodabin
2013-03-01
Full Text Available In this paper, a new method for specification of recurrence or transient of states in one and two dimensional simple random walk based on upper and lower bounds of {it r}-combinations from a set of m elements $(C^{m}_{r}$ via binary entropy is introduced.
Adaptive importance sampling of random walks on continuous state spaces
International Nuclear Information System (INIS)
The authors consider adaptive importance sampling for a random walk with scoring in a general state space. Conditions under which exponential convergence occurs to the zero-variance solution are reviewed. These results generalize previous work for finite, discrete state spaces in Kollman (1993) and in Kollman, Baggerly, Cox, and Picard (1996). This paper is intended for nonstatisticians and includes considerable explanatory material
On the critical exponent for random walk intersections
International Nuclear Information System (INIS)
The exponent ζd for the probability of nonintersection of 2 random walks starting at the same point is considered. It is proved that 1/2 2 ≤ 3/4. Monte Carlo simulations are done to suggest ζ2 = 0.61 hor-ellipsis and ζ3 ∼ 0.29
On the recurrence set of planar Markov Random Walks
Hervé, Loïc
2012-01-01
In this paper, we investigate the properties of recurrent planar Markov random walks. More precisely, we study the set of recurrent points with the use of local limit theorems. The Nagaev-Guivarc'h spectral method provides several examples for which these local limit theorems are satisfied as soon as the (standard or non-standard) central limit theorem holds.
Quantum random walk approximation on locally compact quantum groups
Lindsay, J Martin; Skalski, Adam G.
2011-01-01
A natural scheme is established for the approximation of quantum Levy processes on locally compact quantum groups by quantum random walks. We work in the somewhat broader context of discrete approximations of completely positive quantum stochastic convolution cocycles on C*-bialgebras.
Inference of random walk models to describe leukocyte migration
Jones, Phoebe J. M.; Sim, Aaron; Taylor, Harriet B.; Bugeon, Laurence; Dallman, Magaret J.; Pereira, Bernard; Stumpf, Michael P. H.; Liepe, Juliane
2015-12-01
While the majority of cells in an organism are static and remain relatively immobile in their tissue, migrating cells occur commonly during developmental processes and are crucial for a functioning immune response. The mode of migration has been described in terms of various types of random walks. To understand the details of the migratory behaviour we rely on mathematical models and their calibration to experimental data. Here we propose an approximate Bayesian inference scheme to calibrate a class of random walk models characterized by a specific, parametric particle re-orientation mechanism to observed trajectory data. We elaborate the concept of transition matrices (TMs) to detect random walk patterns and determine a statistic to quantify these TM to make them applicable for inference schemes. We apply the developed pipeline to in vivo trajectory data of macrophages and neutrophils, extracted from zebrafish that had undergone tail transection. We find that macrophage and neutrophils exhibit very distinct biased persistent random walk patterns, where the strengths of the persistence and bias are spatio-temporally regulated. Furthermore, the movement of macrophages is far less persistent than that of neutrophils in response to wounding.
Averaging in SU(2) open quantum random walk
Clement, Ampadu
2014-03-01
We study the average position and the symmetry of the distribution in the SU(2) open quantum random walk (OQRW). We show that the average position in the central limit theorem (CLT) is non-uniform compared with the average position in the non-CLT. The symmetry of distribution is shown to be even in the CLT.
Averaging in SU(2) open quantum random walk
International Nuclear Information System (INIS)
We study the average position and the symmetry of the distribution in the SU(2) open quantum random walk (OQRW). We show that the average position in the central limit theorem (CLT) is non-uniform compared with the average position in the non-CLT. The symmetry of distribution is shown to be even in the CLT
Movie Recommendation using Random Walks over the Contextual Graph
DEFF Research Database (Denmark)
Bogers, Toine
algorithm that makes it easy to include different types of contextual information. It models the browsing process of a user on a movie database website by taking random walks over the contextual graph. We present our approach in this paper and highlight a number of future extensions with additional...
One-Dimensional Random Walks with One-Step Memory
Piaskowski, Kevin; Nolan, Michael
2016-03-01
Formalized studies of random walks have been done dating back to the early 20th century. Since then, well-defined conclusions have been drawn, specifically in the case of one and two-dimensional random walks. An important theorem was formulated by George Polya in 1912. He stated that for a one or two-dimensional lattice random walk with infinite number of steps, N, the probability that the walker will return to its point of origin is unity. The work done in this particular research explores Polya's theorem for one-dimensional random walks that are non-isotropic and have the property of one-step memory, i.e. the probability of moving in any direction is non-symmetric and dependent on the previous step. The key mathematical construct used in this research is that of a generating function. This helps compute the return probability for an infinite N. An explicit form of the generating function was devised and used to calculate return probabilities for finite N. Return probabilities for various memory parameters were explored analytically and via simulations. Currently, further analysis is being done to try and find a relationship between memory parameters and number of steps, N.
Random walks of a quantum particle on a circle
International Nuclear Information System (INIS)
When the quantum planar rotor is put on a lattice, its dynamics can be approximated by random walks on a circle. This allows for fast and accurate Monto Carlo simulations to determine the topological charge of different configurations of the system and thereby the Θ-dependency of the lowest energy levels
Maximum occupation time of a transient excited random walk on Z
Rastegar, Reza
2011-01-01
We consider a transient excited random walk on $Z$ and study the asymptotic behavior of the occupation time of a currently most visited site. In particular, our results imply that, in contrast to the random walks in random environment, a transient excited random walk does not spend an asymptotically positive fraction of time at its favorite (most visited up to a date) sites.
Directed random walk on an oriented percolation cluster
Birkner, Matthias; Depperschmidt, Andrej; Gantert, Nina
2012-01-01
We consider directed random walk on the infinite percolation cluster generated by supercritical oriented percolation, or equivalently the space-time embedding of the `ancestral lineage' of an individual in the stationary discrete-time contact process. We prove a law of large numbers and an annealed central limit theorem (i.e., averaged over the realisations of the cluster) with a regeneration approach. Via an analysis of joint renewals of two independent walks on the same cluster, we obtain furthermore a quenched central limit theorem (i.e. for almost any realisation of the cluster) in dimensions $1+d$ with $d\\geq 2$.
Ballistic phase of self-interacting random walks
Ioffe, Dmitry; Velenik, Yvan Alain
2008-01-01
We explain a unified approach to a study of ballistic phase for a large family of self-interacting random walks with a drift and self-interacting polymers with an external stretching force. The approach is based on a recent version of the Ornstein-Zernike theory developed in earlier works. It leads to local limit results for various observables (e.g. displacement of the end-point or number of hits of a fixed finite pattern) on paths of n-step walks (polymers) on all possible deviation scales ...
Recurrence and Transience Criteria for Random Walk in a Random Environment
Key, Eric S.
1984-01-01
Oseledec's Multiplicative Ergodic Theorem is used to give recurrence and transience criteria for random walk in a random environment on the integers. These criteria generalize those given by Solomon in the nearest-neighbor case. The methodology for random environments is then applied to Markov chains with periodic transition functions to obtain recurrence and transience criteria for these processes as well.
Coverage maximization under resource constraints using proliferating random walks
Indian Academy of Sciences (India)
Sudipta Saha; Niloy Ganguly; Abhijit Guria
2015-02-01
Dissemination of information has been one of the prime needs in almost every kind of communication network. The existing algorithms for this service, try to maximize the coverage, i.e., the number of distinct nodes to which a given piece of information could be conveyed under the constraints of time and energy. However, the problem becomes challenging for unstructured and decentralized environments. Due to its simplicity and adaptability, random walk (RW) has been a very useful tool for such environments. Different variants of this technique have been studied. In this paper, we study a history-based non-uniform proliferating random strategy where new walkers are dynamically introduced in the sparse regions of the network. Apart from this, we also study the breadth-first characteristics of the random walk-based algorithms through an appropriately designed metrics.
An Analysis of Random-Walk Cuckoo Hashing
Frieze, Alan; Melsted, Páll; Mitzenmacher, Michael
In this paper, we provide a polylogarithmic bound that holds with high probability on the insertion time for cuckoo hashing under the random-walk insertion method. Cuckoo hashing provides a useful methodology for building practical, high-performance hash tables. The essential idea of cuckoo hashing is to combine the power of schemes that allow multiple hash locations for an item with the power to dynamically change the location of an item among its possible locations. Previous work on the case where the number of choices is larger than two has required a breadth-first search analysis, which is both inefficient in practice and currently has only a polynomial high probability upper bound on the insertion time. Here we significantly advance the state of the art by proving a polylogarithmic bound on the more efficient random-walk method, where items repeatedly kick out random blocking items until a free location for an item is found.
Metadisorder for designer light in random-walk systems
Yu, Sunkyu; Hong, Jiho; Park, Namkyoo
2015-01-01
Disorder plays a critical role in signal transport, by controlling the correlation of systems. In wave physics, disordered potentials suppress wave transport due to their localized eigenstates from random-walk scattering. Although the variation of localization with tunable disorder has been intensively studied as a bridge between ordered and disordered media, the general trend of disorder-enhanced localization has remained unchanged, failing in envisaging the existence of delocalization in highly-disordered potentials. Here, we propose the concept of 'metadisorder': tunable random-walk systems having a designed eigenstate with unnatural localization. We demonstrate that one of the eigenstates in a randomly-coupled system can always be arbitrarily molded, regardless of the degree of disorder, by adjusting the self-energy of each element. Ordered waves are then achieved in highly-disordered systems, including planewaves and globally- collective resonances. We also devise counterintuitive functionalities in diso...
Statistics of knots and entangled random walks
Nechaer, S
1996-01-01
In this book, the author announces the class of problems called "entropy of knots" and gives an overview of modern physical applications of existing topological invariants.He constructs statistical models on knot diagrams and braids using the representations of Jones-Kauffman and Alexander invariants and puts forward the question of limit distribution of these invariants for randomly generated knots. The relation of powers of corresponding algebraic invariants to the Lyapunov exponents of the products of noncommutative matrices is described. Also the problem of conditional joint limit distribu
On The Number of Times where a Simple Random Walk reaches a Nonnegative Height
Katzenbeisser, Walter; Panny, Wolfgang
1998-01-01
The purpose of this note is to generalize the distribution of the local time of a purely binomial random walk for simple random walks allowing for three directions with different probabilities. (author's abstract)
Quantum decomposition of random walk on Cayley graph of finite group
Kang, Yuanbao
2016-09-01
In the paper, A quantum decomposition (QD, for short) of random walk on Cayley graph of finite group is introduced, which contains two cases. One is QD of quantum random walk operator (QRWO, for short), another is QD of Quantum random walk state (QRWS, for short). Using these findings, I finally obtain some applications for quantum random walk (QRW, for short), which are of interest in the study of QRW, highlighting the role played by QRWO and QRWS.
Level 1 quenched large deviation principle for random walk in dynamic random environment
Drewitz, David Campos Alexander
2011-01-01
Consider a random walk on a continuous time-dependent random environment on the hiper-cubic lattice. Recently, Rassoul-Agha, Seppalainen and Yilmaz proved a general large deviation principle under mild ergodicity assumptions on the random environment for such a random walk, establishing first a level 2 and 3 large deviation principle. Here we present an alternative short proof of the level 1 large deviations under mild ergodicity assumptions on the environment, which provides the existence and convexity of the rate function, in the continuous time case. Our methods are based on the use of sub-additive ergodic theorem as presented by Varadhan in 2003.
Random walk after the big bang
International Nuclear Information System (INIS)
The dynamics of inflation is that of a relaxation random process. We examine boundary conditions for this process and give a simple proof for the existence of eternal inflation that takes into account the field dependence of the effective cosmological constant and the finite duration of the inflationary phase. Next, natural initial conditions are formulated that lead to a specific interpretation of the wave function in quantum cosmology. We demonstrate that the Hartle-Hawking wave function describes the equilibrium regime for the stochastic process (with the correct quantum-field-theory limit), but only if the cosmological constant is sufficiently large or if it decays sufficiently slowly. We show in which sense inflation is certain even with the Hartle-Hawking wave function, and propose a new framework for the ''tunneling'' wave function. On the basis of boundary conditions, we argue that the dynamics of the stochastic phase and, hence, the main features of the present Universe, are independent of the physics above the Planck scale
Chover-Type Laws of the Iterated Logarithm for Continuous Time Random Walks
Kyo-Shin Hwang; Wensheng Wang
2012-01-01
A continuous time random walk is a random walk subordinated to a renewal process used in physics to model anomalous diffusion. In this paper, we establish Chover-type laws of the iterated logarithm for continuous time random walks with jumps and waiting times in the domains of attraction of stable laws.
On the Emergence of Shortest Paths by Reinforced Random Walks
Figueiredo, Daniel R
2016-01-01
The co-evolution between network structure and functional performance is a fundamental and challenging problem whose complexity emerges from the intrinsic interdependent nature of structure and function. Within this context, we investigate the interplay between the efficiency of network navigation (i.e., path lengths) and network structure (i.e., edge weights). We propose a simple and tractable model based on iterative biased random walks where edge weights increase over time as function of the traversed path length. Under mild assumptions, we prove that biased random walks will eventually only traverse shortest paths in their journey towards the destination. We further characterize the transient regime proving that the probability to traverse non-shortest paths decays according to a power-law. We also highlight various properties in this dynamic, such as the trade-off between exploration and convergence, and preservation of initial network plasticity. We believe the proposed model and results can be of inter...
A generalized model via random walks for information filtering
Ren, Zhuo-Ming; Kong, Yixiu; Shang, Ming-Sheng; Zhang, Yi-Cheng
2016-08-01
There could exist a simple general mechanism lurking beneath collaborative filtering and interdisciplinary physics approaches which have been successfully applied to online E-commerce platforms. Motivated by this idea, we propose a generalized model employing the dynamics of the random walk in the bipartite networks. Taking into account the degree information, the proposed generalized model could deduce the collaborative filtering, interdisciplinary physics approaches and even the enormous expansion of them. Furthermore, we analyze the generalized model with single and hybrid of degree information on the process of random walk in bipartite networks, and propose a possible strategy by using the hybrid degree information for different popular objects to toward promising precision of the recommendation.
Linearly Bounded Liars, Adaptive Covering Codes, and Deterministic Random Walks
Cooper, Joshua N
2009-01-01
We analyze a deterministic form of the random walk on the integer line called the {\\em liar machine}, similar to the rotor-router model, finding asymptotically tight pointwise and interval discrepancy bounds versus random walk. This provides an improvement in the best-known winning strategies in the binary symmetric pathological liar game with a linear fraction of responses allowed to be lies. Equivalently, this proves the existence of adaptive binary block covering codes with block length $n$, covering radius $\\leq fn$ for $f\\in(0,1/2)$, and cardinality $O(\\sqrt{\\log \\log n}/(1-2f))$ times the sphere bound $2^n/\\binom{n}{\\leq \\lfloor fn\\rfloor}$.
Visual Saliency and Attention as Random Walks on Complex Networks
Costa, L F
2006-01-01
The unmatched versatility of vision in mammals is totally dependent on purposive eye movements and selective attention guided by saliencies in the presented images. The current article shows how concepts and tools from the areas of random walks, Markov chains, complex networks and artificial image analysis can be naturally combined in order to provide a unified and biologically plausible model for saliency detection and visual attention, which become indistinguishable in the process. Images are converted into complex networks by considering pixels as nodes while connections are established in terms of fields of influence defined by visual features such as tangent fields induced by luminance contrasts, distance, and size. Random walks are performed on such networks in order to emulate attentional shifts and even eye movements in the case of large shapes, and the frequency of visits to each node is conveniently obtained from the eigenequation defined by the stochastic matrix associated to the respectively drive...
Continuous Time Random Walks for the Evolution of Lagrangian Velocities
Dentz, Marco; Comolli, Alessandro; Borgne, Tanguy Le; Lester, Daniel R
2016-01-01
We develop a continuous time random walk (CTRW) approach for the evolution of Lagrangian velocities in steady heterogeneous flows based on a stochastic relaxation process for the streamwise particle velocities. This approach describes persistence of velocities over a characteristic spatial scale, unlike classical random walk methods, which model persistence over a characteristic time scale. We first establish the relation between Eulerian and Lagrangian velocities for both equidistant and isochrone sampling along streamlines, under transient and stationary conditions. Based on this, we develop a space continuous CTRW approach for the spatial and temporal dynamics of Lagrangian velocities. While classical CTRW formulations have non-stationary Lagrangian velocity statistics, the proposed approach quantifies the evolution of the Lagrangian velocity statistics under both stationary and non-stationary conditions. We provide explicit expressions for the Lagrangian velocity statistics, and determine the behaviors of...
Random Walk Hypothesis (Rwh) In The Bursa Malaysia Stock Exchange
Ng, Swee Khiang
2005-01-01
The assumptions of the random walk hypothesis (RWH) are tested for Bursa Malaysia Stock Exchange (formerly known as Kuala Lumpur Stock Exchange) indices during the sample period of 1990 to 2005. The entire period is divided into two sub-periods, which are before and after the Asian financial crisis. The findings suggested that the stock price indices did not follow the assumptions of RWH during the entire period. In the sample period before the Asian financial crisis, the behaviour of stock p...
The linear Ising model and its analytic continuation, random walk
B. H. Lavenda
2004-01-01
A generalization of Gauss's principle is used to derive the error laws corresponding to Types II and VII distributions in Pearson's classification scheme. Student's $r$-pdf (Type II) governs the distribution of the internal energy of a uniform, linear chain, Ising model, while analytic continuation of the uniform exchange energy converts it into a Student $t$-density (Type VII) for the position of a random walk in a single spatial dimension. Higher dimensional spaces, corresponding to larger ...
Random walks, liquidity molasses and critical response in financial markets
J. -P. Bouchaud; J. Kockelkoren; Potters, M
2004-01-01
Stock prices are observed to be random walks in time despite a strong, long term memory in the signs of trades (buys or sells). Lillo and Farmer have recently suggested that these correlations are compensated by opposite long ranged fluctuations in liquidity, with an otherwise permanent market impact, challenging the scenario proposed in Quantitative Finance 4, 176 (2004), where the impact is *transient*, with a power-law decay in time. The exponent of this decay is precisely tuned to a criti...
Simple Random Walk Statistics. Part I: Discrete Time Results
Katzenbeisser, Walter; Panny, Wolfgang
1990-01-01
In a famous paper Dwass [I9671 proposed a method to deal with rank order statistics, which constitutes a unifying framework to derive various distributional results. In the present paper an alternative method is presented, which allows to extend Dwass's results in several ways, viz. arbitrary endpoints, horizontal steps, and arbitrary probabilities for the three step types. Regarding these extensions the pertaining rank order statistics are extended as well to simple random walk statistics. T...
Continuous-time random walk theory of superslow diffusion
Denisov, S. I.; Kantz, H.
2010-01-01
Superslow diffusion, i.e., the long-time diffusion of particles whose mean-square displacement (variance) grows slower than any power of time, is studied in the framework of the decoupled continuous-time random walk model. We show that this behavior of the variance occurs when the complementary cumulative distribution function of waiting times is asymptotically described by a slowly varying function. In this case, we derive a general representation of the laws of superslow diffusion for both ...
Modulated speckle simulations based on the random-walk model
Lencina, Alberto; Vaveliuk, Pablo; Tebaldi, Myriam C.; Bolognini, Néstor Alberto
2003-01-01
The random walk model is employed to simulate modulated speckle patterns. We demonstrate that the geo metrical image approximation fails to describe the modulated speckle pattern. A new approach to analyzing this phenomenon is proposed. The validity of the approximations employed is verified by comparison of the simulation with the experimental results. Speckle metrological applications and phase measurement tech niques could be improved by taking advantage of this model.
Solving the accuracy-diversity dilemma via directed random walks
Liu, Jian-Guo; Guo, Qiang; 10.1103/PhysRevE.85.016118
2012-01-01
Random walks have been successfully used to measure user or object similarities in collaborative filtering (CF) recommender systems, which is of high accuracy but low diversity. A key challenge of CF system is that the reliably accurate results are obtained with the help of peers' recommendation, but the most useful individual recommendations are hard to be found among diverse niche objects. In this paper we investigate the direction effect of the random walk on user similarity measurements and find that the user similarity, calculated by directed random walks, is reverse to the initial node's degree. Since the ratio of small-degree users to large-degree users is very large in real data sets, the large-degree users' selections are recommended extensively by traditional CF algorithms. By tuning the user similarity direction from neighbors to the target user, we introduce a new algorithm specifically to address the challenge of diversity of CF and show how it can be used to solve the accuracy-diversity dilemma....
Graph Clustering Based on Mixing Time of Random Walks
Avrachenkov, Konstantin; El Chamie, Mahmoud; Neglia, Giovanni
2014-01-01
Clustering of a graph is the task of grouping its nodes in such a way that the nodes within the same cluster are well connected, but they are less connected to nodes in different clusters. In this paper we propose a clustering metric based on the random walks' properties to evaluate the quality of a graph clustering. We also propose a randomized algorithm that identifies a locally optimal clustering of the graph according to the metric defined. The algorithm is intrinsically distributed and a...
The Beurling estimate for a class of random walks
Lawler, Gregory F.; Limic, Vlada
2004-01-01
An estimate of Beurling states that if K is a curve from 0 to the unit circle in the complex plane, then the probability that a Brownian motion starting at -eps reaches the unit circle without hitting the curve is bounded above by c eps^{1/2}. This estimate is very useful in analysis of boundary behavior of conformal maps, especially for connected but rough boundaries. The corresponding estimate for simple random walk was first proved by Kesten. In this note we extend this estimate to random ...
Holey random walks: optics of heterogeneous turbid composites.
Svensson, Tomas; Vynck, Kevin; Grisi, Marco; Savo, Romolo; Burresi, Matteo; Wiersma, Diederik S
2013-02-01
We present a probabilistic theory of random walks in turbid media with nonscattering regions. It is shown that important characteristics such as diffusion constants, average step lengths, crossing statistics, and void spacings can be analytically predicted. The theory is validated using Monte Carlo simulations of light transport in heterogeneous systems in the form of random sphere packings and good agreement is found. The role of step correlations is discussed and differences between unbounded and bounded systems are investigated. Our results are relevant to the optics of heterogeneous systems in general and represent an important step forward in the understanding of media with strong (fractal) heterogeneity in particular. PMID:23496473
Random-walk baryogenesis via primordial black holes
Semiz, İbrahim
2016-01-01
Gravitation violates baryon number $B$: A star has a huge amount of it, while a black hole forming from the star has none. Consider primordial black holes before the hadronic annihiliation in the early universe, encountering and absorbing baryons and antibaryons: Each such absorption changes $B$ of the universe by one unit, up or down. But the absorption events are $uncorrelated$ $and$ $random$, hence they amount to a random walk in $B$-space, leading to the expectation of a net $|B|$ at the ...
Strong approximation for the general Kesten-Spitzer random walk in independent random scenery
Institute of Scientific and Technical Information of China (English)
无
2001-01-01
This paper is to prove that, if a one-dimensional random wa lkcan be approximated by a Brownian motion, then the related random walk in a g eneral independent scenery can be approximated by a Brownian motion in Brownian scenery.
Some Probability Properties of Random Walk in Time-Random Environment
Institute of Scientific and Technical Information of China (English)
Zhang Xiao-min; Li Bo
2004-01-01
A general formulation of the stochastic model for random walk in time-random environment and an equivalent definition is established in this paper. Moreover, some basic probability relations similar to the classical case which are very useful in the corresponding research of fractal properties are given. At the end, a typical example is provided to show the recurrence and transience.
A Novel Algorithm of Quantum Random Walk in Server Traffic Control and Task Scheduling
Directory of Open Access Journals (Sweden)
Dong Yumin
2014-01-01
Full Text Available A quantum random walk optimization model and algorithm in network cluster server traffic control and task scheduling is proposed. In order to solve the problem of server load balancing, we research and discuss the distribution theory of energy field in quantum mechanics and apply it to data clustering. We introduce the method of random walk and illuminate what the quantum random walk is. Here, we mainly research the standard model of one-dimensional quantum random walk. For the data clustering problem of high dimensional space, we can decompose one m-dimensional quantum random walk into m one-dimensional quantum random walk. In the end of the paper, we compare the quantum random walk optimization method with GA (genetic algorithm, ACO (ant colony optimization, and SAA (simulated annealing algorithm. In the same time, we prove its validity and rationality by the experiment of analog and simulation.
Free Dirac evolution as a quantum random walk
Bracken, A J; Smyrnakis, I
2006-01-01
Any positive-energy state of a free Dirac particle that is initially highly-localized, evolves in time by spreading at speeds close to the speed of light. This general phenomenon is explained by the fact that the Dirac evolution can be approximated arbitrarily closely by a quantum random walk, where the roles of coin and walker systems are naturally attributed to the spin and position degrees of freedom of the particle. Initially entangled and spatially localized spin-position states evolve with asymptotic two-horned distributions of the position probability, familiar from earlier studies of quantum walks. For the Dirac particle, the two horns travel apart at close to the speed of light.
History dependent quantum random walks as quantum lattice gas automata
International Nuclear Information System (INIS)
Quantum Random Walks (QRW) were first defined as one-particle sectors of Quantum Lattice Gas Automata (QLGA). Recently, they have been generalized to include history dependence, either on previous coin (internal, i.e., spin or velocity) states or on previous position states. These models have the goal of studying the transition to classicality, or more generally, changes in the performance of quantum walks in algorithmic applications. We show that several history dependent QRW can be identified as one-particle sectors of QLGA. This provides a unifying conceptual framework for these models in which the extra degrees of freedom required to store the history information arise naturally as geometrical degrees of freedom on the lattice
Intermittent random walks: transport regimes and implications on search strategies
International Nuclear Information System (INIS)
We construct a transport model for particles that alternate rests of random duration and flights with random velocities. The model provides a balance equation for the mesoscopic particle density obtained from the continuous-time random walk framework. By assuming power laws for the distributions of waiting times and flight durations (for any velocity distribution with finite moments) we have found that the model can yield all the transport regimes ranging from subdiffusion to ballistic depending on the values of the characteristic exponents of the distributions. In addition, if the exponents satisfy a simple relationship it is shown how the competition between the tails of the distributions gives rise to a diffusive transport. Finally, we explore how the details of this intermittent transport process affect the success probability in an optimal search problem where an individual searcher looks for a target distributed (heterogeneously) in space. All the results are conveniently checked with numerical simulations
Memoryless Routing in Convex Subdivisions: Random Walks are Optimal
Chen, Dan; Dujmovic, Vida; Morin, Pat
2009-01-01
A memoryless routing algorithm is one in which the decision about the next edge on the route to a vertex t for a packet currently located at vertex v is made based only on the coordinates of v, t, and the neighbourhood, N(v), of v. The current paper explores the limitations of such algorithms by showing that, for any (randomized) memoryless routing algorithm A, there exists a convex subdivision on which A takes Omega(n^2) expected time to route a message between some pair of vertices. Since this lower bound is matched by a random walk, this result implies that the geometric information available in convex subdivisions is not helpful for this class of routing algorithms. The current paper also shows the existence of triangulations for which the Random-Compass algorithm proposed by Bose etal (2002,2004) requires 2^{\\Omega(n)} time to route between some pair of vertices.
Scaling exponents for a monkey on a tree: fractal dimensions of randomly branched polymers.
Janssen, Hans-Karl; Stenull, Olaf
2012-05-01
We study asymptotic properties of diffusion and other transport processes (including self-avoiding walks and electrical conduction) on large, randomly branched polymers using renormalized dynamical field theory. We focus on the swollen phase and the collapse transition, where loops in the polymers are irrelevant. Here the asymptotic statistics of the polymers is that of lattice trees, and diffusion on them is reminiscent of the climbing of a monkey on a tree. We calculate a set of universal scaling exponents including the diffusion exponent and the fractal dimension of the minimal path to two-loop order and, where available, compare them to numerical results. PMID:23004722
Infinitely dimensional control Markov branching chains in random environments
Institute of Scientific and Technical Information of China (English)
HU; Dihe
2006-01-01
First of all we introduce the concepts of infinitely dimensional control Markov branching chains in random environments (β-MBCRE) and prove the existence of such chains, then we introduce the concepts of conditional generating functionals and random Markov transition functions of such chains and investigate their branching property. Base on these concepts we calculate the moments of the β-MBCRE and obtain the main results of this paper such as extinction probabilities, polarization and proliferation rate. Finally we discuss the classification ofβ-MBCRE according to the different standards.
Universality in random-walk models with birth and death
International Nuclear Information System (INIS)
Models of random walks are considered in which walkers are born at one site and die at all other sites. Steady-state distributions of walkers exhibit dimensionally dependent critical behavior as a function of the birth rate. Exact analytical results for a hyperspherical lattice yield a second-order phase transition with a nontrivial critical exponent for all positive dimensions D≠2, 4. Numerical studies of hypercubic and fractal lattices indicate that these exact results are universal. This work elucidates the adsorption transition of polymers at curved interfaces. copyright 1995 The American Physical Society
Nonlocal operators, parabolic-type equations, and ultrametric random walks
Energy Technology Data Exchange (ETDEWEB)
Chacón-Cortes, L. F., E-mail: fchaconc@math.cinvestav.edu.mx; Zúñiga-Galindo, W. A., E-mail: wazuniga@math.cinvestav.edu.mx [Centro de Investigacion y de Estudios Avanzados del I.P.N., Departamento de Matematicas, Av. Instituto Politecnico Nacional 2508, Col. San Pedro Zacatenco, Mexico D.F., C.P. 07360 (Mexico)
2013-11-15
In this article, we introduce a new type of nonlocal operators and study the Cauchy problem for certain parabolic-type pseudodifferential equations naturally associated to these operators. Some of these equations are the p-adic master equations of certain models of complex systems introduced by Avetisov, V. A. and Bikulov, A. Kh., “On the ultrametricity of the fluctuation dynamicmobility of protein molecules,” Proc. Steklov Inst. Math. 265(1), 75–81 (2009) [Tr. Mat. Inst. Steklova 265, 82–89 (2009) (Izbrannye Voprosy Matematicheskoy Fiziki i p-adicheskogo Analiza) (in Russian)]; Avetisov, V. A., Bikulov, A. Kh., and Zubarev, A. P., “First passage time distribution and the number of returns for ultrametric random walks,” J. Phys. A 42(8), 085003 (2009); Avetisov, V. A., Bikulov, A. Kh., and Osipov, V. A., “p-adic models of ultrametric diffusion in the conformational dynamics of macromolecules,” Proc. Steklov Inst. Math. 245(2), 48–57 (2004) [Tr. Mat. Inst. Steklova 245, 55–64 (2004) (Izbrannye Voprosy Matematicheskoy Fiziki i p-adicheskogo Analiza) (in Russian)]; Avetisov, V. A., Bikulov, A. Kh., and Osipov, V. A., “p-adic description of characteristic relaxation in complex systems,” J. Phys. A 36(15), 4239–4246 (2003); Avetisov, V. A., Bikulov, A. H., Kozyrev, S. V., and Osipov, V. A., “p-adic models of ultrametric diffusion constrained by hierarchical energy landscapes,” J. Phys. A 35(2), 177–189 (2002); Avetisov, V. A., Bikulov, A. Kh., and Kozyrev, S. V., “Description of logarithmic relaxation by a model of a hierarchical random walk,” Dokl. Akad. Nauk 368(2), 164–167 (1999) (in Russian). The fundamental solutions of these parabolic-type equations are transition functions of random walks on the n-dimensional vector space over the field of p-adic numbers. We study some properties of these random walks, including the first passage time.
Memory biased random walk approach to synthetic clickstream generation
Antulov-Fantulin, Nino; Zlatic, Vinko; Grcar, Miha; Smuc, Tomislav
2012-01-01
Personalized recommender systems rely on personal usage data of each user in the system. However, privacy policies protecting users' rights prevent this data of being publicly available to a wider researcher audience. In this work, we propose a memory biased random walk model (MBRW) based on real clickstream graphs, as a generator of synthetic clickstreams that conform to statistical properties of the real clickstream data, while, at the same time, adhering to the privacy protection policies. We show that synthetic clickstreams can be used to learn recommender system models which achieve high recommender performance on real data and at the same time assuring that strong de-minimization guarantees are provided.
Community Detection in Complex Networks with Quantum Random Walks
Tsomokos, Dimitris I
2010-01-01
Complex networks are structurally disordered systems that often display clustering behavior. The emergent clusters, also known as communities, consist of nodes that are more connected among themselves than they are connected with the rest of the network. Analyzing community structure is an important problem in network theory, with numerous applications in different fields. In this work I investigate the evolution of a continuous-time quantum random walk on a social network with benchmark community structure and show that it can be used to perform community detection.
Fractional telegrapher's equation from fractional persistent random walks
Masoliver, Jaume
2016-05-01
We generalize the telegrapher's equation to allow for anomalous transport. We derive the space-time fractional telegrapher's equation using the formalism of the persistent random walk in continuous time. We also obtain the characteristic function of the space-time fractional process and study some particular cases and asymptotic approximations. Similarly to the ordinary telegrapher's equation, the time-fractional equation also presents distinct behaviors for different time scales. Specifically, transitions between different subdiffusive regimes or from superdiffusion to subdiffusion are shown by the fractional equation as time progresses.
Random-walk baryogenesis via primordial black holes
Semiz, İbrahim
2016-01-01
Gravitation violates baryon number $B$: A star has a huge amount of it, while a black hole forming from the star has none. Consider primordial black holes before the hadronic annihiliation in the early universe, encountering and absorbing baryons and antibaryons: Each such absorption changes $B$ of the universe by one unit, up or down. But the absorption events are $uncorrelated$ $and$ $random$, hence they amount to a random walk in $B$-space, leading to the expectation of a net $|B|$ at the end. While the scale of this effect is most uncertain, it must exist. We explore some ramifications, including the change of net $|B|$ with expansion, connection with universe topology, and possible observational signatures.
Random walks in small-world exponential treelike networks
International Nuclear Information System (INIS)
In this paper, we investigate random walks in a family of small-world trees having an exponential degree distribution. First, we address a trapping problem, that is, a particular case of random walks with an immobile trap located at the initial node. We obtain the exact mean trapping time defined as the average of the first-passage times (FPT) from all nodes to the trap, which scales linearly with the network order N in large networks. Then, we determine analytically the mean sending time, which is the mean of the FPTs from the initial node to all other nodes, and show that it grows with N, varying approximately as NlnN. After that, we compute the precise global mean first-passage time among all pairs of nodes and find that it also varies approximately as NlnN in the large limit of N. After obtaining the relevant quantities, we compare them with each other and relate our results to the efficiency for information transmission by regarding the walker as an information messenger. Finally, we compare our results with those previously reported for other trees with different structural properties (e.g., degree distribution), such as the standard fractal trees and the scale-free small-world trees, and show that the shortest path between a pair of nodes in a tree is responsible for the scaling of the FPT between the two nodes
Do MENA stock market returns follow a random walk process?
Directory of Open Access Journals (Sweden)
Salim Lahmiri
2013-01-01
Full Text Available In this research, three variance ratio tests: the standard variance ratio test, the wild bootstrap multiple variance ratio test, and the non-parametric rank scores test are adopted to test the random walk hypothesis (RWH of stock markets in Middle East and North Africa (MENA region using most recent data from January 2010 to September 2012. The empirical results obtained by all three econometric tests show that the RWH is strongly rejected for Kuwait, Tunisia, and Morocco. However, the standard variance ratio test and the wild bootstrap multiple variance ratio test reject the null hypothesis of random walk in Jordan and KSA, while non-parametric rank scores test do not. We may conclude that Jordan and KSA stock market are weak efficient. In sum, the empirical results suggest that return series in Kuwait, Tunisia, and Morocco are predictable. In other words, predictable patterns that can be exploited in these markets still exit. Therefore, investors may make profits in such less efficient markets.
THE DIMENSIONS OF THE RANGE OF RANDOM WALKS IN TIME-RANDOM ENVIRONMENTS
Institute of Scientific and Technical Information of China (English)
无
2006-01-01
Suppose {Xn} is a random walk in time-random environment with state space Zd, |Xn| approaches infinity, then under some reasonable conditions of stability, the upper bound of the discrete Packing dimension of the range of {Xn} is any stability index α.Moreover, if the environment is stationary, a similar result for the lower bound of the discrete Hausdorff dimension is derived. Thus, the range is a fractal set for almost every environment.
The Laplace Functional and Moments for Markov Branching Chains in Random Environments
Institute of Scientific and Technical Information of China (English)
HU Di-he; ZHANG Shu-lin
2005-01-01
The concepts of random Markov matrix, Markov branching chain in random environment (MBCRE) and Laplace functional of Markov branching chain in random environment (LFMBCRE) are introduced. The properties of LFMBCRE and the explicit formulas of moments of MBCRE are given.
The persistence length of two-dimensional self-avoiding random walks
International Nuclear Information System (INIS)
The decay of directional correlations in self-avoiding random walks on the square lattice is investigated. Analysis of exact enumerations and Monte Carlo data suggest that the correlation between the directions of the first step and the jth step of the walk decays faster than j-1, indicating that the persistence length of the walk is finite. (letter to the editor)
Random Walks in a One-Dimensional Lévy Random Environment
Bianchi, Alessandra; Cristadoro, Giampaolo; Lenci, Marco; Ligabò, Marilena
2016-04-01
We consider a generalization of a one-dimensional stochastic process known in the physical literature as Lévy-Lorentz gas. The process describes the motion of a particle on the real line in the presence of a random array of marked points, whose nearest-neighbor distances are i.i.d. and long-tailed (with finite mean but possibly infinite variance). The motion is a continuous-time, constant-speed interpolation of a symmetric random walk on the marked points. We first study the quenched random walk on the point process, proving the CLT and the convergence of all the accordingly rescaled moments. Then we derive the quenched and annealed CLTs for the continuous-time process.
Upper large deviations for Branching Processes in Random Environment with heavy tails
Bansaye, Vincent
2010-01-01
Branching Processes in a Random Environment (BPREs) $(Z_n:n\\geq0)$ are a generalization of Galton Watson processes where in each generation the reproduction law is picked randomly in an i.i.d. manner. We determine here the upper large deviation of the process when the reproduction law may have heavy tails. The behavior of BPREs is related to the associated random walk of the environment, whose increments are distributed like the logarithmic mean of the offspring distributions. We obtain an expression of the upper rate function of $(Z_n:n\\geq0)$, that is the limit of $-\\log \\mathbb{P}(Z_n\\geq e^{\\theta n})/n$ when $n\\to \\infty$. It depends on the rate function of the associated random walk of the environment, the logarithmic cost of survival $\\gamma:=-\\lim_{n\\to\\infty} \\log \\mathbb{P}(Z_n>0)/n$ and the polynomial decay $\\beta$ of the tail distribution of $Z_1$. We give interpretations of this rate function in terms of the least costly ways for the process $(Z_n: n \\geq 0)$ of attaining extraordinarily large va...
Scaling analysis of random walks with persistence lengths: Application to self-avoiding walks
Granzotti, C. R. F.; Martinez, A. S.; da Silva, M. A. A.
2016-05-01
We develop an approach for performing scaling analysis of N -step random walks (RWs). The mean square end-to-end distance, , is written in terms of inner persistence lengths (IPLs), which we define by the ensemble averages of dot products between the walker's position and displacement vectors, at the j th step. For RW models statistically invariant under orthogonal transformations, we analytically introduce a relation between and the persistence length, λN, which is defined as the mean end-to-end vector projection in the first step direction. For self-avoiding walks (SAWs) on 2D and 3D lattices we introduce a series expansion for λN, and by Monte Carlo simulations we find that λ∞ is equal to a constant; the scaling corrections for λN can be second- and higher-order corrections to scaling for . Building SAWs with typically 100 steps, we estimate the exponents ν0 and Δ1 from the IPL behavior as function of j . The obtained results are in excellent agreement with those in the literature. This shows that only an ensemble of paths with the same length is sufficient for determining the scaling behavior of , being that the whole information needed is contained in the inner part of the paths.
Limit theorems for one and two-dimensional random walks in random scenery
Castell, Fabienne; Pène, Françoise
2011-01-01
Random walks in random scenery are processes defined by $Z_n:=\\sum_{k=1}^n\\xi_{X_1+...+X_k}$, where $(X_k,k\\ge 1)$ and $(\\xi_y,y\\in{\\mathbb Z}^d)$ are two independent sequences of i.i.d. random variables with values in ${\\mathbb Z}^d$ and $\\mathbb R$ respectively. We suppose that the distributions of $X_1$ and $\\xi_0$ belong to the normal basin of attraction of stable distribution of index $\\alpha\\in(0,2]$ and $\\beta\\in(0,2]$. When $d=1$ and $\\alpha\
Composition of many spins, random walks and statistics
Polychronakos, Alexios P
2016-01-01
The multiplicities of the decomposition of the product of an arbitrary number $n$ of spin $s$ states into irreducible $SU(2)$ representations are computed. Two complementary methods are presented, one based on random walks in representation space and another based on the partition function of the system in the presence of a magnetic field. The large-$n$ scaling limit of these multiplicities is derived, including nonperturbative corrections, and related to semiclassical features of the system. A physical application of these results to ferromagnetism is explicitly worked out. Generalizations involving several types of spins, as well as spin distributions, are also presented. The corresponding problem for (anti-)symmetric composition of spins is also considered and shown to obey remarkable duality and bosonization relations and exhibit qualitatively different large-$n$ scaling properties.
Dynamics of market indices, Markov chains, and random walking problem
Krivoruchenko, M I
2001-01-01
Dynamics of the major USA market indices DJIA, S&P, Nasdaq, and NYSE is analyzed from the point of view of the random walking problem with two-step correlations of the market moves. The parameters characterizing the stochastic dynamics are determined empirically from the historical quotes for the daily, weekly, and monthly series. The results show existence of statistically significant correlations between the subsequent market moves. The weekly and monthly parameters are calculated in terms of the daily parameters, assuming that the Markov chains with two-step correlations give a complete description of the market stochastic dynamics. We show that the macro- and micro-parameters obey the renorm group equation. The comparison of the parameters determined from the renorm group equation with the historical values shows that the Markov chains approach gives reasonable predictions for the weekly quotes and underestimates the probability for continuation of the down trend in the monthly quotes. The return and ...
Self-avoiding random walks on the hexagonal lattice
International Nuclear Information System (INIS)
The authors use the algorithm recently introduced by A. Berretti and A.D. Sokal to compute numerically the critical exponents for the self-avoiding random walk on the hexagonal lattice. They find γ = 1.3509 +/- 0.0057 +/- 0.0023; v = 0.7580 +/- 0.0049 +/- 0.0046; α = 0.519 +/- 0.082 +/- 0.077 where the first error is the systematic one due to corrections to scaling and the second is the statistical error. For the effective coordination number μ they find μ = 1.84779 +/- 0.00006 +/- 0.0017. The results support the Nienhuis conjecture γ = 43/32 and provide a rough numerical check of the hyperscaling relation dv = 2 - α. An additional analysis, taking the Nienhuis value of μ = (2 + 2/sup 1/2/)/sup 1/2/ for granted, gives γ = 1.3459 +/- 0.0040 +/- 0.0008
Correlated continuous time random walk and option pricing
Lv, Longjin; Xiao, Jianbin; Fan, Liangzhong; Ren, Fuyao
2016-04-01
In this paper, we study a correlated continuous time random walk (CCTRW) with averaged waiting time, whose probability density function (PDF) is proved to follow stretched Gaussian distribution. Then, we apply this process into option pricing problem. Supposing the price of the underlying is driven by this CCTRW, we find this model captures the subdiffusive characteristic of financial markets. By using the mean self-financing hedging strategy, we obtain the closed-form pricing formulas for a European option with and without transaction costs, respectively. At last, comparing the obtained model with the classical Black-Scholes model, we find the price obtained in this paper is higher than that obtained from the Black-Scholes model. A empirical analysis is also introduced to confirm the obtained results can fit the real data well.
A random walk in the land of precompound decay
International Nuclear Information System (INIS)
Several aspects of precompound-decay (preequilibrium) reactions, relevant for the application to fusion-reactor design, are considered. Preequilibrium angular distributions are discussed in the framework of the generalized exciton model. A critical discussion of the theory is given and various refinements are suggested. A comparison is made with experimental data on 14 MeV neutron-induced reactions for a large number of nuclides covering the whole mass range. The exciton model is further generalized to the description of multiparticle emission. Preequilibrium effects in multiple emission are investigated. Computational aspects of preequilibrium theory are examined whereby the exact solution for the mean exciton-state lifetimes is derived in closed form. A random-walk model of precompound decay is developed. The dynamics of the nuclear relaxation process and the fluctuations originating from its stochastic nature are studied in detail. Uncertainty calculations are presented for the exciton-state lifetimes and the emission cross-sections. (Auth.)
Information Filtering via Biased Random Walk on Coupled Social Network
Directory of Open Access Journals (Sweden)
Da-Cheng Nie
2014-01-01
Full Text Available The recommender systems have advanced a great deal in the past two decades. However, most researchers focus their attentions on mining the similarities among users or objects in recommender systems and overlook the social influence which plays an important role in users’ purchase process. In this paper, we design a biased random walk algorithm on coupled social networks which gives recommendation results based on both social interests and users’ preference. Numerical analyses on two real data sets, Epinions and Friendfeed, demonstrate the improvement of recommendation performance by taking social interests into account, and experimental results show that our algorithm can alleviate the user cold-start problem more effectively compared with the mass diffusion and user-based collaborative filtering methods.
Asteroid orbits with Gaia using random-walk statistical ranging
Muinonen, Karri; Fedorets, Grigori; Pentikäinen, Hanna; Pieniluoma, Tuomo; Oszkiewicz, Dagmara; Granvik, Mikael; Virtanen, Jenni; Tanga, Paolo; Mignard, François; Berthier, Jérôme; Dell`Oro, Aldo; Carry, Benoit; Thuillot, William
2016-04-01
We describe statistical inverse methods for the computation of initial asteroid orbits within the data processing and analysis pipeline of the ESA Gaia space mission. Given small numbers of astrometric observations across short time intervals, we put forward a random-walk ranging method, in which the orbital-element phase space is uniformly sampled, up to a limiting χ2-value, with the help of the Markov-chain Monte Carlo technique (MCMC). The sample orbits obtain weights from the a posteriori probability density value and the MCMC rejection rate. For the first time, we apply the method to Gaia astrometry of asteroids. The results are nominal in that the method provides realistic estimates for the orbital uncertainties and meets the efficiency requirements for the daily, short-term processing of unknown objects.
Renormalized field theory of collapsing directed randomly branched polymers.
Janssen, Hans-Karl; Wevelsiep, Frank; Stenull, Olaf
2009-10-01
We present a dynamical field theory for directed randomly branched polymers and in particular their collapse transition. We develop a phenomenological model in the form of a stochastic response functional that allows us to address several interesting problems such as the scaling behavior of the swollen phase and the collapse transition. For the swollen phase, we find that by choosing model parameters appropriately, our stochastic functional reduces to the one describing the relaxation dynamics near the Yang-Lee singularity edge. This corroborates that the scaling behavior of swollen branched polymers is governed by the Yang-Lee universality class as has been known for a long time. The main focus of our paper lies on the collapse transition of directed branched polymers. We show to arbitrary order in renormalized perturbation theory with epsilon expansion that this transition belongs to the same universality class as directed percolation. PMID:19905335
Random walk generated by random permutations of {1, 2, 3, ..., n + 1}
International Nuclear Information System (INIS)
We study properties of a non-Markovian random walk X(n)l, l = 0, 1, 2, ..., n, evolving in discrete time l on a one-dimensional lattice of integers, whose moves to the right or to the left are prescribed by the rise-and-descent sequences characterizing random permutations π of [n + 1] = {1, 2, 3, ..., n + 1}. We determine exactly the probability of finding the end-point Xn = X(n)n of the trajectory of such a permutation-generated random walk (PGRW) at site X, and show that in the limit n → ∞ it converges to a normal distribution with a smaller, compared to the conventional Polya random walk, diffusion coefficient. We formulate, as well, an auxiliary stochastic process whose distribution is identical to the distribution of the intermediate points X(n)l, l < n, which enables us to obtain the probability measure of different excursions and to define the asymptotic distribution of the number of 'turns' of the PGRW trajectories
Maximal Displacement for Bridges of Random Walks in a Random Environment
Gantert, Nina
2009-01-01
It is well known that the distribution of simple random walks on $\\bf{Z}$ conditioned on returning to the origin after $2n$ steps does not depend on $p= P(S_1 = 1)$, the probability of moving to the right. Moreover, conditioned on $\\{S_{2n}=0\\}$ the maximal displacement $\\max_{k\\leq 2n} |S_k|$ converges in distribution when scaled by $\\sqrt{n}$ (diffusive scaling). We consider the analogous problem for transient random walks in random environments on $\\bf{Z}$. We show that under the quenched law $P_\\omega$ (conditioned on the environment $\\omega$), the maximal displacement of the random walk when conditioned to return to the origin at time $2n$ is no longer necessarily of the order $\\sqrt{n}$. If the environment is nestling (both positive and negative local drifts exist) then the maximal displacement conditioned on returning to the origin at time $2n$ is of order $n^{\\kappa/(\\kappa+1)}$, where the constant $\\kappa>0$ depends on the law on environment. On the other hand, if the environment is marginally nestli...
Random walk hierarchy measure: What is more hierarchical, a chain, a tree or a star?
Czégel, Dániel; Palla, Gergely
2015-12-01
Signs of hierarchy are prevalent in a wide range of systems in nature and society. One of the key problems is quantifying the importance of hierarchical organisation in the structure of the network representing the interactions or connections between the fundamental units of the studied system. Although a number of notable methods are already available, their vast majority is treating all directed acyclic graphs as already maximally hierarchical. Here we propose a hierarchy measure based on random walks on the network. The novelty of our approach is that directed trees corresponding to multi level pyramidal structures obtain higher hierarchy scores compared to directed chains and directed stars. Furthermore, in the thermodynamic limit the hierarchy measure of regular trees is converging to a well defined limit depending only on the branching number. When applied to real networks, our method is computationally very effective, as the result can be evaluated with arbitrary precision by subsequent multiplications of the transition matrix describing the random walk process. In addition, the tests on real world networks provided very intuitive results, e.g., the trophic levels obtained from our approach on a food web were highly consistent with former results from ecology.
Genetic Analysis of Daily Maximum Milking Speed by a Random Walk Model in Dairy Cows
DEFF Research Database (Denmark)
Karacaören, Burak; Janss, Luc; Kadarmideen, Haja
Data were obtained from dairy cows stationed at research farm ETH Zurich for maximum milking speed. The main aims of this paper are a) to evaluate if the Wood curve is suitable to model mean lactation curve b) to predict longitudinal breeding values by random regression and random walk models of...... maximum milking speed. Wood curve did not provide a good fit to the data set. Quadratic random regressions gave better predictions compared with the random walk model. However random walk model does not need to be evaluated for different orders of regression coefficients. In addition with the Kalman...
Fractal Dimension of Randomly Branched Polymers in a Good Solvent
Institute of Scientific and Technical Information of China (English)
巴信武; 张书文; 王海军; 王素娟; 韩颖慧
2002-01-01
We propose a concept of subchains for randomly branched polymers. As a direct application of this concept,the asymptotic expression of the average mean square radius of gyration is determined to give the fractal dimensions, in which the excluded volume effect is taken into consideration. Furthermore, we investigate a scaling relation that is associated with the Flory exponent v, the fractal dimension df and the polydispersity exponent τ.
Random walk hierarchy measure: What is more hierarchical, a chain, a tree or a star?
Czégel, Dániel
2015-01-01
Signs of hierarchy are prevalent in a wide range of systems in nature and society. One of the key problems is quantifying the importance of hierarchical organisation in the structure of the network representing the interactions or connections between the fundamental units of the studied system. Although a number of notable methods are already available, their vast majority is treating all directed acyclic graphs as already maximally hierarchical. Here we propose a hierarchy measure based on random walks on the network. The novelty of our approach is that directed trees corresponding to multi level pyramidal structures obtain higher hierarchy scores compared to directed chains and directed stars. Furthermore, in the thermodynamic limit the hierarchy measure of regular trees is converging to a well defined limit depending only on the branching number. When applied to real networks, our method is computationally very effective, as the result can be evaluated with arbitrary precision by subsequent multiplications...
Stretched Exponential Relaxation in Disordered Complex Systems: Fractal Time Random Walk Model
Institute of Scientific and Technical Information of China (English)
Ekrem Aydmer
2007-01-01
We have analytically derived the relaxation function for one-dimensional disordered complex systems in terms of autocorrelation function of fractal time random walk by using operator formalism. We have shown that the relaxation function has stretched exponential, i.e. the Kohlrausch-Williams-Watts character for a fractal time random walk process.
On the Eigenspaces of Lamplighter Random Walks and Percolation Clusters on Graphs
Lehner, Franz
2008-01-01
We show that the Plancherel measure of the lamplighter random walk on a graph coincides with the expected spectral measure of the absorbing random walk on the Bernoulli percolation clusters. In the subcritical regime the spectrum is pure point and we construct a complete orthonormal basis of finitely supported eigenfunctions.
Ranking Competitors Using Degree-Neutralized Random Walks
Shin, Seungkyu; Park, Juyong
2016-01-01
Competition is ubiquitous in many complex biological, social, and technological systems, playing an integral role in the evolutionary dynamics of the systems. It is often useful to determine the dominance hierarchy or the rankings of the components of the system that compete for survival and success based on the outcomes of the competitions between them. Here we propose a ranking method based on the random walk on the network representing the competitors as nodes and competitions as directed edges with asymmetric weights. We use the edge weights and node degrees to define the gradient on each edge that guides the random walker towards the weaker (or the stronger) node, which enables us to interpret the steady-state occupancy as the measure of the node's weakness (or strength) that is free of unwarranted degree-induced bias. We apply our method to two real-world competition networks and explore the issues of ranking stabilization and prediction accuracy, finding that our method outperforms other methods includ...
Intracellular transport of insulin granules is a subordinated random walk.
Tabei, S M Ali; Burov, Stanislav; Kim, Hee Y; Kuznetsov, Andrey; Huynh, Toan; Jureller, Justin; Philipson, Louis H; Dinner, Aaron R; Scherer, Norbert F
2013-03-26
We quantitatively analyzed particle tracking data on insulin granules expressing fluorescent fusion proteins in MIN6 cells to better understand the motions contributing to intracellular transport and, more generally, the means for characterizing systems far from equilibrium. Care was taken to ensure that the statistics reflected intrinsic features of the individual granules rather than details of the measurement and overall cell state. We find anomalous diffusion. Interpreting such data conventionally requires assuming that a process is either ergodic with particles working against fluctuating obstacles (fractional brownian motion) or nonergodic with a broad distribution of dwell times for traps (continuous-time random walk). However, we find that statistical tests based on these two models give conflicting results. We resolve this issue by introducing a subordinated scheme in which particles in cages with random dwell times undergo correlated motions owing to interactions with a fluctuating environment. We relate this picture to the underlying microtubule structure by imaging in the presence of vinblastine. Our results provide a simple physical picture for how diverse pools of insulin granules and, in turn, biphasic secretion could arise. PMID:23479621
Global Warming as a Manifestation of a Random Walk.
Gordon, A. H.
1991-06-01
Global and hemispheric series of surface temperature anomalies are examined in an attempt to isolate any specific features of the structure of the series that might contribute to the global warming of about 0.5°C which has been observed over the past 100 years. It is found that there are no significant differences between the means of the positive and negative values of the changes in temperature from one year to the next; neither do the relative frequencies of the positive and negative values differ from the frequencies that would be expected by chance with a probability near 0.5. If the interannual changes are regarded as changes of unit magnitude and plotted in a Cartesian frame of reference with time measured along the x axis and yearly temperature differences along the y axis, the resulting path closely resembles the kind of random walk that occurs during a coin-tossing game.We hypothesize that the global and hemispheric temperature series are the result of a Markov process. The climate system is subjected to various forms of random impulses. It is argued that the system fails to return to its former state after reacting to an impulse but tends to adjust to a new state of equilibrium as prescribed by the shock. This happens because a net positive feedback accompanies each shock and slightly alters the environmental state.
A central limit theorem for random walk in random environment on marked Galton-Watson trees
Faraud, Gabriel
2008-01-01
In this article we focus on a general model of random walk on random marked trees. We prove a recurrence criterion, analogue to the recurrence criterion proved by R. Lyons and Robin Pemantle (1992) in a slightly different model. In the critical case, we obtain a criterion for the positive/null recurrence. Several regimes appear, as proved (in a similar model), by Y. Hu and Z. Shi (2007). We focus on the "diffusive" regime and improve their result in this case, by obtaining a functional Centra...
Critical exponents of random XX and XY chains: Exact results via random walks
Rieger, H.; Juhász, R.; Iglói, F.
2000-01-01
We study random XY and (dimerized) XX spin-1/2 quantum spin chains at their quantum phase transition driven by the anisotropy and dimerization, respectively. Using exact expressions for magnetization, correlation functions and energy gap, obtained by the free fermion technique, the critical and off-critical (Griffiths-McCoy) singularities are related to persistence properties of random walks. In this way we determine exactly the decay exponents for surface and bulk transverse and longitudinal correlations, correlation length exponent and dynamical exponent.
Rosenbluth, Jeffrey M
2008-01-01
We take the point of view of the particle in a multidimensional nearest neighbor random walk in random environment (RWRE). We prove a quenched large deviation principle and derive a variational formula for the quenched rate function. Most of the previous results in this area rely on the subadditive ergodic theorem. We employ a different technique which is based on a minimax theorem. Large deviation principles for RWRE have been proven for i.i.d. nestling environments subject to a moment condition and for ergodic uniformly elliptic environments. We assume only that the environment is ergodic and the transition probabilities satisfy a moment condition.
THE EXISTENCE AND MOMENTS OF CANONICAL BRANCHING CHAIN IN RANDOM ENVIRONMENT
Institute of Scientific and Technical Information of China (English)
胡迪鹤
2004-01-01
The concepts of branching chain in random environmnet and canonical branching chain in random environment axe introduced. Moreover the existence of these chains is proved. Finally the exact formulas of mathematical expectation and variance of branching chain in random environment axe also given.
Discrete Randomness in Discrete Time Quantum Walk: Study Via Stochastic Averaging
Ellinas, D.; Bracken, A. J.; Smyrnakis, I.
2012-10-01
The role of classical noise in quantum walks (QW) on integers is investigated in the form of discrete dichotomic random variable affecting its reshuffling matrix parametrized as a SU2)/U (1) coset element. Analysis in terms of quantum statistical moments and generating functions, derived by the completely positive trace preserving (CPTP) map governing evolution, reveals a pronounced eventual transition in walk's diffusion mode, from a quantum ballistic regime with rate O(t) to a classical diffusive regime with rate O(√{t}), when condition (strength of noise parameter)2 × (number of steps) = 1, is satisfied. The role of classical randomness is studied showing that the randomized QW, when treated on the stochastic average level by means of an appropriate CPTP averaging map, turns out to be equivalent to a novel quantized classical walk without randomness. This result emphasizes the dual role of quantization/randomization in the context of classical random walk.
Giant vacant component left by a random walk in a random d-regular graph
Cerny, Jiri; Windisch, David
2010-01-01
We study the trajectory of a simple random walk on a d-regular graph with d>2 and locally tree-like structure as the number n of vertices grows. Examples of such graphs include random d-regular graphs and large girth expanders. For these graphs, we investigate percolative properties of the set of vertices not visited by the walk until time un, where u>0 is a fixed positive parameter. We show that this so-called vacant set exhibits a phase transition in u in the following sense: there exists an explicitly computable threshold u* such that, with high probability as n grows, if uu*, then it has a volume of order log(n). The critical value u* coincides with the critical intensity of a random interlacement process (introduced by Sznitman [arXiv:0704.2560]) on a d-regular tree. We also show that the random interlacement model describes the structure of the vacant set in local neighbourhoods.
Biggins, J D
2010-01-01
Results on the behaviour of the rightmost particle in the $n$th generation in the branching random walk are reviewed and the phenomenon of anomalous spreading speeds, noticed recently in related deterministic models, is considered. The relationship between such results and certain coupled reaction-diffusion equations is indicated.
Finite element analysis of random interacting branched cracks
International Nuclear Information System (INIS)
Combination of mechanical loads and aggressive environment causes a development of random interacting branched cracks in materials with grain structure (e.g. Inconel 600 in PWR steam generator tubing). Understanding and predicting behavior of such cracks are important for the safety of nuclear facilities and also for economical reasons in common process industry. Reliable and robust analysis of such cracks is possible only with numerical methods, among which finite element method is the most suitable for the task. The paper proposes procedure, which enables analysis of large number of random interacting branched cracks for linear elastic materials. The proposed procedure consists of numerical analysis of crack pattern with finite element method (using the general-purpose finite element code ABAQUS with calculation of J-integral) and mixed mode decomposition of J-integral using displacements at crack surfaces. Proposed procedure is used to evaluate different patterns of random two-dimensional complex shaped cracks in general biaxial stress field. The accuracy of the numerical results obtained is compared with reference solutions from the literature. (author)
Kosmidis, Kosmas; Beber, Moritz; Hütt, Marc-Thorsten
2015-01-01
Random walks are one of the best investigated dynamical processes on graphs. A particularly fascinating phenomenon is the scaling relationship of fluctuations $\\sigma $ with the average flux $\\langle f \\rangle $. Here we analyze how network topology and nodes with finite capacity lead to deviations from a simple scaling law $\\sigma \\sim \\langle f \\rangle ^\\alpha$. Sources of randomness are the random walk itself (internal noise) and the fluctuation of the number of walkers (external noise). W...
Limit theorems for random walks on a strip in subdiffusive regime
Dolgopyat, Dmitry; Goldsheid, Ilya
2012-01-01
We study the asymptotic behaviour of occupation times of a transient random walk in quenched random environment on a strip in a sub-diffusive regime. The asymptotic behaviour of hitting times, which is a more traditional object of study, is the exactly same. As a particular case, we solve a long standing problem of describing the asymptotic behaviour of a random walk with bounded jumps on a one-dimensional lattice
Learning Markov Random Walks for robust subspace clustering and estimation.
Liu, Risheng; Lin, Zhouchen; Su, Zhixun
2014-11-01
Markov Random Walks (MRW) has proven to be an effective way to understand spectral clustering and embedding. However, due to less global structural measure, conventional MRW (e.g., the Gaussian kernel MRW) cannot be applied to handle data points drawn from a mixture of subspaces. In this paper, we introduce a regularized MRW learning model, using a low-rank penalty to constrain the global subspace structure, for subspace clustering and estimation. In our framework, both the local pairwise similarity and the global subspace structure can be learnt from the transition probabilities of MRW. We prove that under some suitable conditions, our proposed local/global criteria can exactly capture the multiple subspace structure and learn a low-dimensional embedding for the data, in which giving the true segmentation of subspaces. To improve robustness in real situations, we also propose an extension of the MRW learning model based on integrating transition matrix learning and error correction in a unified framework. Experimental results on both synthetic data and real applications demonstrate that our proposed MRW learning model and its robust extension outperform the state-of-the-art subspace clustering methods. PMID:25005156
Free-Dirac-particle evolution as a quantum random walk
Bracken, A. J.; Ellinas, D.; Smyrnakis, I.
2007-02-01
It is known that any positive-energy state of a free Dirac particle that is initially highly localized evolves in time by spreading at speeds close to the speed of light. As recently indicated by Strauch, this general phenomenon, and the resulting “two-horned” distributions of position probability along any axis through the point of initial localization, can be interpreted in terms of a quantum random walk, in which the roles of “coin” and “walker” are naturally associated with the spin and translational degrees of freedom in a discretized version of Dirac’s equation. We investigate the relationship between these two evolutions analytically and show how the evolved probability density on the x axis for the Dirac particle at any time t can be obtained from the asymptotic form of the probability distribution for the position of a “quantum walker.” The case of a highly localized initial state is discussed as an example.
DEFF Research Database (Denmark)
Visser, Andre
The movement of plankton, either by turbulent mixing or their own inherent motility, can be simulated in a Lagrangian framework as a random walk. Validation of random walk simulations is essential. There is a continuum of mathematically valid stochastic integration schemes upon which random walk...
The Limit Theorems for Random Walk with State Space R in a Space-time Random Environment
Institute of Scientific and Technical Information of China (English)
Wei Gang WANG; Zhen Long GAO; Di He HU
2008-01-01
We consider a discrete time random walk on real number space in a space-time random environment. We state that when the random environment is i.i.d., under the marginal annealed law, the law of large numbers, iterated law and CLT of the process are correct. Using a martingale approach, we also state an a.s. invariance principle for random walks in general random environment whose hypothesis requires a subdiffusive bound on the variance of the quenched mean, under an ergodic invariant measure for the environment chain.
Quantum Random Walks and their Convergence to Evans-Hudson Flows
Indian Academy of Sciences (India)
Lingaraj Sahu
2008-08-01
Using coordinate-free basic operators on toy Fock spaces, quantum random walks are defined following the ideas of Attal and Pautrat. Extending the result for one dimensional noise, strong convergence of quantum random walks associated with bounded structure maps to Evans–Hudson flow is proved under suitable assumptions. Starting from the bounded generator of a given uniformly continuous quantum dynamical semigroup on a von Neumann algebra, we have constructed quantum random walks which converges strongly and the strong limit gives an Evans–Hudson dilation for the semigroup.
International Nuclear Information System (INIS)
Plume concentration prediction is one of the main contents of radioactive consequence assessment for early emergency to nuclear accidents. This paper describes random characteristics of atmospheric diffusion itself, introduces random walk model of atmospheric diffusion (Random Walk), and compare with Lagrangian puff model (RIMPUFF) in the nuclear emergency decision support system (RODOS) developed by European Community for verification. The results show the concentrations calculated by the two models are quite close except that plume area calculated by Random Walk is a little smaller than that by RIMPUFF. The random walk model for atmospheric diffusion can simulate the atmospheric diffusion in case of nuclear accidents and provide more actual information for early emergency and consequence assessment as one atmospheric diffusion module of the nuclear emergency decision support system. (authors)
Collapse transition of randomly branched polymers: renormalized field theory.
Janssen, Hans-Karl; Stenull, Olaf
2011-05-01
We present a minimal dynamical model for randomly branched isotropic polymers, and we study this model in the framework of renormalized field theory. For the swollen phase, we show that our model provides a route to understand the well-established dimensional-reduction results from a different angle. For the collapse θ transition, we uncover a hidden Becchi-Rouet-Stora supersymmetry, signaling the sole relevance of tree configurations. We correct the long-standing one-loop results for the critical exponents, and we push these results on to two-loop order. For the collapse θ' transition, we find a runaway of the renormalization group flow, which lends credence to the possibility that this transition is a fluctuation-induced first-order transition. Our dynamical model allows us to calculate for the first time the fractal dimension of the shortest path on randomly branched polymers in the swollen phase as well as at the collapse transition and related fractal dimensions. PMID:21728509
Random walk in a finite directed graph subject to a synchronizing road coloring
Yano, Kouji
2011-01-01
A constructive proof is given to the fact that any ergodic Markov chain can be realized as a random walk subject to a synchronizing road coloring. Redundancy (ratio of extra entropy) in such a realization is also studied.
Crime Trends vs. Random Walk. : The pitfalls of ad hoc chart reading.
von Hofer, Hanns
2012-01-01
This research note questions the common practice of ad hoc chart reading without formulating a sensible statistical model of the data beforehand and argues that the random walk model should not be overlooked when analyzing time series of crime data.
Analytic calculation of hadron spectrum by random walk approximation in lattice QCD
International Nuclear Information System (INIS)
The authors explain the detail of how to calculate the meson and baryon spectrum by random walk approximation analytically. The results are compared with experimental values and Monte-Carlo results. (Auth.)
Age-dependent branching processes in random environments
Institute of Scientific and Technical Information of China (English)
2008-01-01
We consider an age-dependent branching process in random environments. The environments are represented by a stationary and ergodic sequence ξ = (ξ0,ξ1,...) of random variables. Given an environment ξ, the process is a non-homogenous Galton-Watson process, whose particles in n-th generation have a life length distribution G(ξn) on R+, and reproduce independently new particles according to a probability law p(ξn) on N. Let Z(t) be the number of particles alive at time t. We first find a characterization of the conditional probability generating function of Z(t) (given the environment ξ) via a functional equation, and obtain a criterion for almost certain extinction of the process by comparing it with an embedded Galton-Watson process. We then get expressions of the conditional mean EξZ(t) and the global mean EZ(t), and show their exponential growth rates by studying a renewal equation in random environments.
Central limit theorem for biased random walk on multi-type Galton-Watson trees
Dembo, Amir; Sun, Nike
2010-01-01
Let T be a rooted supercritical multi-type Galton-Watson (MGW) tree with types coming from a finite alphabet, conditioned to non-extinction. The lambda-biased random walk (X_t, t>=0) on T is the nearest-neighbor random walk which, when at a vertex v with d(v) offspring, moves closer to the root with probability lambda/[lambda+d(v)], and to each of the offspring with probability 1/[lambda+d(v)]. This walk is recurrent for lambda>=rho and transient for 0
Computer simulations of randomly branching polymers: annealed versus quenched branching structures
Rosa, Angelo; Everaers, Ralf
2016-08-01
We present computer simulations of three systems of randomly branching polymers in d = 3 dimensions: ideal trees and self-avoiding trees with annealed and quenched connectivities. In all cases, we performed a detailed analysis of trees connectivities, spatial conformations and statistical properties of linear paths on trees, and compare the results to the corresponding predictions of Flory theory. We confirm that, overall, the theory predicts correctly that trees with quenched ideal connectivity exhibit less overall swelling in good solvent than corresponding trees with annealed connectivity even though they are more strongly stretched on the path level. At the same time, we emphasize the inadequacy of the Flory theory in predicting the behaviour of other, and equally relevant, observables like contact probabilities between tree nodes. We show, then, that contact probabilities can be aptly characterized by introducing a novel critical exponent, {θ }{path}, which accounts for how they decay as a function of the node-to-node path distance on the tree.
Random walk study of electron motion in helium in crossed electromagnetic fields
Englert, G. W.
1972-01-01
Random walk theory, previously adapted to electron motion in the presence of an electric field, is extended to include a transverse magnetic field. In principle, the random walk approach avoids mathematical complexity and concomitant simplifying assumptions and permits determination of energy distributions and transport coefficients within the accuracy of available collisional cross section data. Application is made to a weakly ionized helium gas. Time of relaxation of electron energy distribution, determined by the random walk, is described by simple expressions based on energy exchange between the electron and an effective electric field. The restrictive effect of the magnetic field on electron motion, which increases the required number of collisions per walk to reach a terminal steady state condition, as well as the effect of the magnetic field on electron transport coefficients and mean energy can be quite adequately described by expressions involving only the Hall parameter.
Application of random walk model to fit temperature in 46 gamma world cities from 1901 to 1998
Shaomin Yan; Guang Wu
2010-01-01
Very recently, we have applied the random walk model to fit the global temperature anomaly, CRUTEM3. With encouraging results, we apply the random walk model to fit the temperature walk that is the conversion of recorded tem-perature and real recorded temperature in 46 gamma world cities from 1901 to 1998 in this study. The results show that the random walk model can fit both temperature walk and real recorded temperature although the fitted results from other climate models are unavailable f...
KOSMAS KOSMIDIS; MORITZ BEBER; MARC-THORSTEN HÜTT
2015-01-01
Random walks are one of the best investigated dynamical processes on graphs. A particularly fascinating phenomenon is the scaling relationship of fluctuations σ with the average flux 〈f〉. Here we analyze how network topology and nodes with finite capacity lead to deviations from a simple scaling law σ ~ 〈f〉α. Sources of randomness are the random walk itself (internal noise) and the fluctuation of the number of walkers (external noise). We obtained exact results for the extreme case of a star ...
Random Walks with Bivariate Levy-Stable Jumps in Comparison with Levy Flights
International Nuclear Information System (INIS)
In this paper we compare the Levy flight model on a plane with the random walk resulting from bivariate Levy-stable random jumps with the uniform spectral measure. We show that, in general, both processes exhibit similar properties, i.e. they are characterized by the presence of the jumps with extremely large lengths and uniformly distributed directions (reflecting the same heavy-tail behavior and the spherical symmetry of the jump distributions), connecting characteristic clusters of short steps. The bivariate Levy-stable random walks, belonging to the class of the well investigated stable processes, can enlarge the class of random-walk models for transport phenomena if other than uniform spectral measures are considered. (author)
Kolokoltsov, Vassili N.
2007-01-01
Functional limit theorem for continuous-time random walks (CTRW) are found in general case of dependent waiting times and jump sizes that are also position dependent. The limiting anomalous diffusion is described in terms of fractional dynamics. Probabilistic interpretation of generalized fractional evolution is given in terms of the random time change (subordination) by means of hitting times processes.
Simple random walk on the uniform infinite planar quadrangulation: Subdiffusivity via pioneer points
Benjamini, Itai
2012-01-01
We study the pioneer points of the simple random walk on the uniform infinite planar quadrangulation (UIPQ) using an adaptation of the peeling procedure of Angel to the quadrangulation case. Our main result is that, up to polylogarithmic factors, $n^3$ pioneer points have been discovered before the walk exits the ball of radius $n$ in the UIPQ. As a result we verify the KPZ relation in the particular case of the pioneer exponent and prove that the walk is subdiffusive with exponent less than 1/3. Along the way, new geometric controls on the UIPQ are established.
A new Monte-Carlo approach to the critical properties of self-avoiding random walks
Aragão De Carvalho, C.; Caracciolo, S.
1983-01-01
We investigate the critical properties of self-avoiding random walks on hypercubic lattices in dimensions three and four. We consider the statistical ensembles of all such walks as a function of an inverse temperature β and associate to each walk the statistical weight βL, where L is its length. This allows us to use a novel and very efficient Monte-Carlo procedure. A new interpretation of the exponent γ, suitable for numerical investigations, is presented. In dimension four, the logarithmic ...
The broken supersymmetry phase of a self-avoiding random walk
International Nuclear Information System (INIS)
We consider a weakly self-avoiding random walk on a hierarchical lattice in d = 4 dimensions. We show that for choices of the killing rate a less than the critical value ac the dominant walks fill space, which corresponds to a spontaneously broken supersymmetry phase. We identify the asymptotic density to which walks fill space, ρ(a), to be a supersymmetric order parameter for this transition. We prove that ρ(a) ∼ (ac - a) (-log(ac -a))1/2 as a → ac, which is mean-field behavior with logarithmic corrections, as expected for a system in its upper critical dimension. (orig.)
Transient superdiffusion in random walks with a q-exponentially decaying memory profile
Moura, Thiago R. S.; Viswanathan, G. M.; da Silva, M. A. A.; Cressoni, J. C.; da Silva, L. R.
2016-07-01
We propose a random walk model with q-exponentially decaying memory profile. The q-exponential function is a generalization of the ordinary exponential function. In the limit q → 1, the q-exponential becomes the ordinary exponential function. This model presents a Markovian diffusive regime that is characterized by finite memory correlations. It is well known, that central limit theorems prohibit superdiffusion for Markovian walks with finite variance of step sizes. In this problem we report the outcome of a transient superdiffusion for finite sized walks.
The Scaling Limit of Self-Avoiding Random Walk in High Dimensions
Slade, Gordon
1989-01-01
The Brydges-Spencer lace expansion is used to prove that the scaling limit of the finite-dimensional distributions of self-avoiding random walk in the $d$-dimensional cubic lattice $\\mathbb{Z}^d$ is Gaussian, if $d$ is sufficiently large. It is also shown that the critical exponent $\\gamma$ for the number of self-avoiding walks is equal to 1, if $d$ is sufficiently large.
A local CLT for convolution equations with an application to weakly self-avoiding random walks
Avena, Luca; Bolthausen, Erwin; Ritzmann, Christine
2013-01-01
We prove error bounds in a central limit theorem for solutions of certain convolution equations. The main motivation for investigating these equations stems from applications to lace expansions, in particular to weakly self-avoiding random walks in high dimensions. As an application we treat such self-avoiding walks in continuous space. The bounds obtained are sharper than the ones obtained by other methods.
Length of clustering algorithms based on random walks with an application to neuroscience
International Nuclear Information System (INIS)
Highlights: ► Study of the choice of the length used by a clustering algorithm called Walktrap. ► Study of the convergence rate of random walks on graph. ► Description of the cutoff phenomenon for random walks on graph. ► Introduction of a dynamical hierarchical clustering algorithm for finite sequences of graphs. - Abstract: In this paper we show how the notions of conductance and cutoff can be used to determine the length of the random walks in some clustering algorithms. We consider graphs which are globally sparse but locally dense. They present a community structure: there exists a partition of the set of vertices into subsets which display strong internal connections but few links between each other. Using a distance between nodes built on random walks we consider a hierarchical clustering algorithm which provides a most appropriate partition. The length of these random walks has to be chosen in advance and has to be appropriate. Finally, we introduce an extension of this clustering algorithm to dynamical sequences of graphs on the same set of vertices.
Random self-similar trees and a hierarchical branching process
Kovchegov, Yevgeniy
2016-01-01
We study self-similarity in random binary rooted trees. In a well-understood case of Galton-Watson trees, a distribution is called self-similar if it is invariant with respect to the operation of pruning, which cuts the tree leaves. This only happens in the critical case (a constant process progeny), which also exhibits other special symmetries. We extend the prune-invariance set-up to a non-Markov situation and trees with edge lengths. In this general case the class of self-similar processes becomes much richer and covers a variety of practically important situations. The main result is construction of the hierarchical branching processes that satisfy various self-similarity constraints (distributional, mean, in edge-lengths) depending on the process parameters. Taking the limit of averaged stochastic dynamics, as the number of trajectories increases, we obtain a deterministic system of differential equations that describes the process evolution. This system is used to establish a phase transition that separ...
Novel pseudo-random number generator based on quantum random walks.
Yang, Yu-Guang; Zhao, Qian-Qian
2016-01-01
In this paper, we investigate the potential application of quantum computation for constructing pseudo-random number generators (PRNGs) and further construct a novel PRNG based on quantum random walks (QRWs), a famous quantum computation model. The PRNG merely relies on the equations used in the QRWs, and thus the generation algorithm is simple and the computation speed is fast. The proposed PRNG is subjected to statistical tests such as NIST and successfully passed the test. Compared with the representative PRNG based on quantum chaotic maps (QCM), the present QRWs-based PRNG has some advantages such as better statistical complexity and recurrence. For example, the normalized Shannon entropy and the statistical complexity of the QRWs-based PRNG are 0.999699456771172 and 1.799961178212329e-04 respectively given the number of 8 bits-words, say, 16Mbits. By contrast, the corresponding values of the QCM-based PRNG are 0.999448131481064 and 3.701210794388818e-04 respectively. Thus the statistical complexity and the normalized entropy of the QRWs-based PRNG are closer to 0 and 1 respectively than those of the QCM-based PRNG when the number of words of the analyzed sequence increases. It provides a new clue to construct PRNGs and also extends the applications of quantum computation. PMID:26842402
Optimized quantum random-walk search algorithm for multi-solution search
Institute of Scientific and Technical Information of China (English)
张宇超; 鲍皖苏; 汪翔; 付向群
2015-01-01
This study investigates the multi-solution search of the optimized quantum random-walk search algorithm on the hypercube. Through generalizing the abstract search algorithm which is a general tool for analyzing the search on the graph to the multi-solution case, it can be applied to analyze the multi-solution case of quantum random-walk search on the graph directly. Thus, the computational complexity of the optimized quantum random-walk search algorithm for the multi-solution search is obtained. Through numerical simulations and analysis, we obtain a critical value of the proportion of solutions q. For a given q, we derive the relationship between the success rate of the algorithm and the number of iterations when q is no longer than the critical value.
Self-avoiding random walk with multiple site weightings and restrictions.
Krawczyk, J; Prellberg, T; Owczarek, A L; Rechnitzer, A
2006-06-23
We introduce a new class of models for polymer collapse, given by random walks on regular lattices which are weighted according to multiple site visits. A Boltzmann weight omegal is assigned to each (l+1)-fold visited lattice site, and self-avoidance is incorporated by restricting to a maximal number K of visits to any site via setting omegal=0 for l>or=K. In this Letter we study this model on the square and simple cubic lattices for the case K=3. Moreover, we consider a variant of this model, in which we forbid immediate self-reversal of the random walk. We perform simulations for random walks up to n=1024 steps using FlatPERM, a flat histogram stochastic growth algorithm. We find evidence that the existence of a collapse transition depends sensitively on the details of the model and has an unexpected dependence on dimension. PMID:16907227
Quantum random walks in a coherent atomic system via electromagnetically induced transparency
International Nuclear Information System (INIS)
We propose a scheme to realize the quantum random walk in a coherent five-level atomic system via electromagnetically induced transparency (EIT). From optical Bloch equations describing the dynamics of the electromagnetic field and atomic population and coherence, we show that two circular-polarized components of a probe field display different dispersion properties and hence acquire different phase-shift modifications when passing through atomic cells. We demonstrate that the quantum coherence and interference owing to the EIT effect result in a low absorption of the probe field and hence provide a possibility of realizing a many-step phase-shift quantum random walk. The scheme may be used to experimentally highlight the characteristics of quantum random walk and lead to a promising application for quantum computation
Random Walks on Directed Networks: Inference and Respondent-driven Sampling
Malmros, Jens; Britton, Tom
2013-01-01
Respondent driven sampling (RDS) is a method often used to estimate population properties (e.g. sexual risk behavior) in hard-to-reach populations. It combines an effective modified snowball sampling methodology with an estimation procedure that yields unbiased population estimates under the assumption that the sampling process behaves like a random walk on the social network of the population. Current RDS estimation methodology assumes that the social network is undirected, i.e. that all edges are reciprocal. However, empirical social networks in general also have non-reciprocated edges. To account for this fact, we develop a new estimation method for RDS in the presence of directed edges on the basis of random walks on directed networks. We distinguish directed and undirected edges and consider the possibility that the random walk returns to its current position in two steps through an undirected edge. We derive estimators of the selection probabilities of individuals as a function of the number of outgoing...
THE CONSTRUCTION OF MULTITYPE CANONICAL MARKOV BRANCHING CHAINS IN RANDOM ENVIRONMENTS
Institute of Scientific and Technical Information of China (English)
无
2006-01-01
The investigation for branching processes has a long history by their strong physics background, but only a few authors have investigated the branching processes in random environments. First of all, the author introduces the concepts of the multitype canonical Markov branching chain in random environment (CMBCRE) and multitype Markov branching chain in random environment (MBCRE) and proved that CMBCRE must be MBCRE, and any MBCRE must be equivalent to another CMBCRE in distribution. The main results of this article are the construction of CMBCRE and some of its probability properties.
Rate of escape of random walks on wreath products and related groups
Revelle, David
2003-01-01
This article examines the rate of escape for a random walk on $G\\wr \\Z$ and proves laws of the iterated logarithm for both the inner and outer radius of escape. The class of G for which these results hold includes finite, G as well as groups of the form $H\\wr \\Z$, so the construction can be iterated. Laws of the iterated logarithm are also found for random walk on Baumslag--Solitar groups and a discrete version of the Sol geometry.
The Laplacian-$b$ random walk and the Schramm-Loewner evolution
Lawler, Gregory F.
2006-01-01
The Laplacian-$b$ random walk is a measure on self-avoiding paths that at each step has translation probabilities weighted by the $b$th power of the probability that a simple random walk avoids the path up to that point. We give a heuristic argument as to what the scaling limit should be and call this process the Laplacian-$b$ motion, $LM_b$. In simply connected domains, this process is the Schramm-Loewner evolution with parameter $\\kappa = 6/(2b+1)$. In no...
Directed Random Walk on the Lattices of Genus Two
Nazarenko, A. V.
2011-01-01
The object of the present investigation is an ensemble of self-avoiding and directed graphs belonging to eight-branching Cayley tree (Bethe lattice) generated by the Fucsian group of a Riemann surface of genus two and embedded in the Pincar\\'e unit disk. We consider two-parametric lattices and calculate the multifractal scaling exponents for the moments of the graph lengths distribution as functions of these parameters. We show the results of numerical and statistical computations, where the ...
Quantum random walk on the line as a markovian process
Romanelli, A; Siri, R; Abal, G; Auyuanet, A; Donangelo, R J
2004-01-01
We analyze in detail the discrete--time quantum walk on the line by separating the quantum evolution equation into Markovian and interference terms. As a result of this separation, it is possible to show analytically that the quadratic increase in the variance of the quantum walker's position with time is a direct consequence of the coherence of the quantum evolution. If the evolution is decoherent, as in the classical case, the variance is shown to increase linearly with time, as expected. Furthermore we show that this system has an evolution operator analogous to that of a resonant quantum kicked rotor. As this rotator may be described through a quantum computational algorithm, one may employ this algorithm to describe the time evolution of the quantum walker.
Multitype branching processes with immigration in random environment and polling systems
Vatutin, Vladimir
2010-01-01
For multitype branching processes with immigration evolving in a random environment and producing a final product we find the tail distribution of the size of the final product accumulated in the system for a life period. Using this result we investigate the tail distribution of the busy periods of the branching type polling systems with random service disciplines and random positive switch-over times
Continuous-Time Classical and Quantum Random Walk on Direct Product of Cayley Graphs
Institute of Scientific and Technical Information of China (English)
S. Salimi; M.A. Jafarizadeh
2009-01-01
In this paper we define direct product of graphs and give a recipe for obtaining probability of observing particle on vertices in the continuous-time classical and quantum random walk. In the recipe, the probability of observing particle on direct product of graph is obtained by multiplication of probability on the corresponding to sub-graphs, where this method is useful to determining probability of walk on complicated graphs. Using this method, we calculate the probability of continuous-time classical and quantum random walks on many of finite direct product Cayley graphs (complete cycle, complete Kn, charter and n-cube). Also, we inquire that the classical state the stationary uniform distribution is reached as t→∞ but for quantum state is not always satisfied.
Simulation of the diffusion process in composite porous media by random walks
Institute of Scientific and Technical Information of China (English)
ZHANG Yong
2005-01-01
A new random-walk interpolation scheme was developed to simulate solute transport through composite porous media with different porosities as well as different diffusivities. The significant influences of the abrupt variations of porosity and diffusivity on solute transport were simulated by tracking random walkers through a linear interpolation domain across the heterogeneity interface. The displacements of the random walkers within the interpolation region were obtained explicitly by establishing the equivalence between the Fokker-Planck equation and the advection-dispersion equation. Applications indicate that the random-walk interpolation method can simulate one- and two-dimensional, 2nd-order diffusion processes in composite media without local mass conservation errors. In addition, both the theoretical derivations and the numerical simulations show that the drift and dispersion of particles depend on the type of Markov process selected to reflect the dynamics of random walkers. If the nonlinear Langevin equation is used, the gradient of porosity and the gradient of diffusivity strongly affect the drift displacement of particles. Therefore, random-walking particles driven by the gradient of porosity,the gradient of diffusivity, and the random diffusion, can imitate the transport of solute under only pure diffusion in composite porous media containing abrupt variations of porosity and diffusivity.
Pointwise upper estimates for transition probability of continuous time random walks on graphs
Chen, Xinxing
2013-01-01
Let $X$ be a continuous time random walk on a weighted graph. Given the on-diagonal upper bounds of transition probabilities at two vertices $x_1$ and $x_2$, we use an adapted metric initiated by Davies, and obtain Gaussian upper estimates for the off-diagonal transition probability $P_{x_1}(X_t=x_2)$.
Elliptic equation for random walks. Application to transport in microporous media
DEFF Research Database (Denmark)
Shapiro, Alexander
2007-01-01
We consider a process of random walks with arbitrary residence time distribution. We show that in many cases this process may not be described by the classical (Fick) parabolic diffusion equation, but an elliptic equation. An additional term proportional to the second time derivative takes into a...
Elliptic random-walk equation for suspension and tracer transport in porous media
DEFF Research Database (Denmark)
Shapiro, Alexander; Bedrikovetsky, P. G.
2008-01-01
We propose a new approach to transport of the suspensions and tracers in porous media. The approach is based on a modified version of the continuous time random walk (CTRW) theory. In the framework of this theory we derive an elliptic transport equation. The new equation contains the time and the...
Bauer, Wolfgang; Pratt, Scott
1995-01-01
We examine the line-wrap feature of text processors and show that adding characters to previously formatted lines leads to the cascading of words to subsequent lines and forms a state of self-organized criticality. We show the connection to one-dimensional random walks and diffusion problems, and we examine the predictability of catastrophic cascades.
Czech Academy of Sciences Publication Activity Database
Wiesner, Ivo; Wiesnerová, Dana
2010-01-01
Roč. 54, č. 2 (2010), s. 353-356. ISSN 0006-3134 R&D Projects: GA AV ČR 1QS500510566 Institutional research plan: CEZ:AV0Z50510513 Keywords : begonia germplasm identification * random walk * primary sequence analysis Subject RIV: EB - Genetics ; Molecular Biology Impact factor: 1.582, year: 2010
A random-walk model for pore pressure accumulation in marine soils
DEFF Research Database (Denmark)
Sumer, B. Mutlu; Cheng, Niang-Sheng
A numerical random-walk model has been developed for the pore-water pressure. The model is based on the analogy between the variation of the pore pressure and the diffusion process of any passive quantity such as concentration. The pore pressure in the former process is analogous to the concentra...
Critical exponents for the self-avoiding random walk in three dimensions
International Nuclear Information System (INIS)
The authors compute by direct Monte Carlo simulation the main critical exponents α, γ, Δ4, and nu and the effective coordination number μ for the self-avoiding random walk in three dimensions on a cubic lattice. They find both hyperscaling relations dv = 2 - α and dv - 2Δ4 + γ = 0 satisfied in d = 3
Multivariate Lagrange Inversion and the Maximum of a Persistent Random Walk
Böhm, Walter
1999-01-01
In this paper we consider an analogue of the classical simple random walk on the set of integers which has correlated increments. In particular we are interested in the distribution of the absorption times and the maximum of such processes. (author's abstract)
Continuous-time random walk with correlated jumps on stock market
International Nuclear Information System (INIS)
Extension of the classical continuous-time random walk model created for description of share price evolution is presented. The model assumes that consecutive jumps are dependent; in this case it is exactly solvable, reconstructing, for example, the empirical velocity autocorrelation function (vacf). However, the problem of existing the fat tail in the nonlinear vacf is still an open one. (authors)
Generating Scale-free Networks with Adjustable Clustering Coefficient Via Random Walks
Herrera, Carlos
2011-01-01
This paper presents an algorithm for generating scale-free networks with adjustable clustering coefficient. The algorithm is based on a random walk procedure combined with a triangle generation scheme which takes into account genetic factors; this way, preferential attachment and clustering control are implemented using only local information. Simulations are presented which support the validity of the scheme, characterizing its tuning capabilities.
The Random Walk Hypothesis for the Zimbabwe Stock Exchange: January 1998-November 2006
Directory of Open Access Journals (Sweden)
Tafirenyika Sunde
2008-01-01
Full Text Available The main intention of this study was to investigate, using monthly data, whether prices in the Zimbabwe Stock Exchange (ZSE follow a random-walk process as required for there to be market efficiency. The study applied the unit root tests to establish if the ZSE followed a random walk or not. If the ZSE follows a random walk it is said to be efficient and therefore managers of companies and investment specialists cannot take advantage of it to make unnecessarily huge profits. The ZSE was chosen because it represents a typical emerging stock market in Sub-Saharan Africa. The study used the Augmented-Dickey Fuller (ADF tests with a lag length that was necessary to remove autocorrelation from residuals. Using monthly data from January 1998-November 2006 we found that the ZSE did not follow a random walk and therefore was not efficient in the weak form. This meant that past prices had an influence in the determination of future prices and this provided an opportunity for out-performance by skillful financial managers and investment specialists. During the period studied investment analysts and managers of companies were able to take advantage of these investment opportunities to make abnormal returns from the ZSE. The current study helped to corroborate the findings of a similar previous study that was carried out on the Zimbabwean economy for the period 1990-1998[8].
Persistent random walk on a site-disordered one-dimensional lattice: Photon subdiffusion
Miri, MirFaez; Sadjadi, Zeinab; Fouladvand, M. Ebrahim
2006-01-01
We study the persistent random walk of photons on a one-dimensional lattice of random transmittances. Transmittances at different sites are assumed independent, distributed according to a given probability density $f(t)$. Depending on the behavior of $f(t)$ near $t=0$, diffusive and subdiffusive transports are predicted by the disorder expansion of the mean square-displacement and the effective medium approximation. Monte Carlo simulations confirm the anomalous diffusion of photons. To observ...
Perlmutter, M.
1973-01-01
Molecular diffusion through a rarefied gas is analyzed by using the theory of Markov random walks. The Markov walk is simulated on the computer by using random numbers to find the new states from the appropriate transition probabilities. As the sample molecule during its random walk passes a scoring position, which is a location at which the macroscopic diffusing flow variables such as molecular flux and molecular density are desired, an appropriate payoff is scored. The payoff is a function of the sample molecule velocity. For example, in obtaining the molecular flux across a scoring position, the random walk payoff is the net number of times the scoring position has been crossed in the positive direction. Similarly, when the molecular density is required, the payoff is the sum of the inverse velocity of the sample molecule passing the scoring position. The macroscopic diffusing flow variables are then found from the expected payoff of the random walks.
Test of Random Walk Hypothesis in the Nigerian Stock Market
Directory of Open Access Journals (Sweden)
Joel Obayagbona
2015-04-01
Full Text Available The paper investigates the weak-form market hypothesis in the emerging capital market of Nigeria from January 2006 to December 2011. It uses three tests of randomness based on autoregressive technique to check for the presence or otherwise of autocorrelation in daily stock prices and returns from the Nigerian Stock Market. All the tests including the Z-statistics for both stock prices and their returns show significant indications of dependence in return series and hence, of non-randomness. The overall results suggest that the emerging Nigerian Stock Market is not efficient in the weak form. The paper recommends that policy makers and regulatory authorities should enact and implement policy measures and put in place necessary market structures that would promote the efficiency of the Nigerian Stock Market.
Dynamical Localization of Quantum Walks in Random Environments
Joye, Alain
2010-01-01
The dynamics of a one dimensional quantum walker on the lattice with two internal degrees of freedom, the coin states, is considered. The discrete time unitary dynamics is determined by the repeated action of a coin operator in U(2) on the internal degrees of freedom followed by a one step shift to the right or left, conditioned on the state of the coin. For a fixed coin operator, the dynamics is known to be ballistic. We prove that when the coin operator depends on the position of the walker and is given by a certain i.i.d. random process, the phenomenon of Anderson localization takes place in its dynamical form. When the coin operator depends on the time variable only and is determined by an i.i.d. random process, the averaged motion is known to be diffusive and we compute the diffusion constants for all moments of the position.
Kosmidis, Kosmas; Hütt, Marc-Thorsten
2015-01-01
Random walks are one of the best investigated dynamical processes on graphs. A particularly fascinating phenomenon is the scaling relationship of fluctuations $\\sigma $ with the average flux $\\langle f \\rangle $. Here we analyze how network topology and nodes with finite capacity lead to deviations from a simple scaling law $\\sigma \\sim \\langle f \\rangle ^\\alpha$. Sources of randomness are the random walk itself (internal noise) and the fluctuation of the number of walkers (external noise). We obtained exact results for the extreme case of a star network which are indicative of the behavior of large scale systems with a broad degree distribution.The latter are subsequently studied using Monte Carlo simulations. We find that the network heterogeneity amplifies the effects of external noise. By computing the `effective' scaling of each node we show that multiple scaling relationships can coexist in a graph with a heterogeneous degree distribution at an intermediate level of external noise. Finally, we analyze t...
Rodriguez-Horta, E.; Estevez-Rams, E.; Lora-Serrano, R.; Fernández, B. Aragón
2016-09-01
The correlated biased random walk with latency in one and two dimensions is discussed with regard to the portion of irreducible random movement and structured movement. It is shown how a quantitative analysis can be carried out by using computational mechanics. The stochastic matrix for both dynamics are reported. Latency introduces new states in the finite state machine description of the system in both dimensions, allowing for a full nearest neighbor coordination in the two dimensional case. Complexity analysis is used to characterize the movement, independently of the set of control parameters, making it suitable for the discussion of other random walk models. The complexity map of the system dynamics is reported for the two dimensional case.
Test of Random Walk Behavior in Karachi Stock Exchange
Directory of Open Access Journals (Sweden)
Muhammad Mudassar
2013-05-01
Full Text Available Study was carried out to check the random behavior of the Karachi Stock Exchange (KSE 100 Index during the period of past three financial years to know whether investors could generate abnormal profits during the period or otherwise. Tests used were Runs Test, ADF Test, PP Test and Autocorrelation Function Test. During the study it was found that the performance of KSE 100 Index remained in weak form of inefficiency and investors have been able to generate excessive returns on their investment most of the times.
δ-exceedance records and random adaptive walks
Park, Su-Chan; Krug, Joachim
2016-08-01
We study a modified record process where the kth record in a series of independent and identically distributed random variables is defined recursively through the condition {Y}k\\gt {Y}k-1-{δ }k-1 with a deterministic sequence {δ }k\\gt 0 called the handicap. For constant {δ }k\\equiv δ and exponentially distributed random variables it has been shown in previous work that the process displays a phase transition as a function of δ between a normal phase where the mean record value increases indefinitely and a stationary phase where the mean record value remains bounded and a finite fraction of all entries are records (Park et al 2015 Phys. Rev. E 91 042707). Here we explore the behavior for general probability distributions and decreasing and increasing sequences {δ }k, focusing in particular on the case when {δ }k matches the typical spacing between subsequent records in the underlying simple record process without handicap. We find that a continuous phase transition occurs only in the exponential case, but a novel kind of first order transition emerges when {δ }k is increasing. The problem is partly motivated by the dynamics of evolutionary adaptation in biological fitness landscapes, where {δ }k corresponds to the change of the deterministic fitness component after k mutational steps. The results for the record process are used to compute the mean number of steps that a population performs in such a landscape before being trapped at a local fitness maximum.
Correlated random walks caused by dynamical wavefunction collapse.
Bedingham, D J; Ulbricht, H
2015-01-01
Wavefunction collapse models modify Schrödinger's equation so that it describes the collapse of a superposition of macroscopically distinguishable states as a dynamical process. This provides a basis for the resolution of the quantum measurement problem. An additional generic consequence of the collapse mechanism is that it causes particles to exhibit a tiny random diffusive motion. Here it is shown that for the continuous spontaneous localization (CSL) model—one of the most well developed collapse models—the diffusions of two sufficiently nearby particles are positively correlated. An experimental test of this effect is proposed in which random displacements of pairs of free nanoparticles are measured after they have been simultaneously released from nearby traps. The experiment must be carried out at sufficiently low temperature and pressure in order for the collapse effects to dominate over the ambient environmental noise. It is argued that these constraints can be satisfied by current technologies for a large region of the viable parameter space of the CSL model. The effect disappears as the separation between particles exceeds the CSL length scale. The test therefore provides a means of bounding this length scale. PMID:26303388
Growth of Preferential Attachment Random Graphs Via Continuous-Time Branching Processes
Indian Academy of Sciences (India)
Krishna B Athreya; Arka P Ghosh; Sunder Sethuraman
2008-08-01
Some growth asymptotics of a version of `preferential attachment’ random graphs are studied through an embedding into a continuous-time branching scheme. These results complement and extend previous work in the literature.
Interval-walking training for the treatment of type 2 diabetes: a randomized, controlled trial
DEFF Research Database (Denmark)
Karstoft, Kristian; Winding, Kamilla; Knudsen, Sine H.;
Formål: To evaluate the feasibility of free-living walking training in type 2 diabetes patients, and to investigate the effects of interval-walking training (IWT) versus continuous-walking training (CWT) upon self reported health, physical fitness, body composition and glycemic control. Metoder......: Subjects with type 2 diabetes were randomized to a control (n = 8), CWT (n = 12), or IWT group (n = 12). Training groups were prescribed five sessions per week (60 min/session) and were controlled with an accelerometer and a heart-rate monitor. CWT performed all training at moderate intensity, whereas IWT...... [CGM]). Resultater: Training adherence was high (89 + 4%), and training energy expenditure and mean intensity were comparable between training groups. Nine and four of the subjects reported “Improved Health” in the IWT and CWT group, respectively. VO2max increased 16.1 + 3.7% in the IWT group (P<0...
A random walk on water (Henry Darcy Medal Lecture)
Koutsoyiannis, D.
2009-04-01
Randomness and uncertainty had been well appreciated in hydrology and water resources engineering in their initial steps as scientific disciplines. However, this changed through the years and, following other geosciences, hydrology adopted a naïve view of randomness in natural processes. Such a view separates natural phenomena into two mutually exclusive types, random or stochastic, and deterministic. When a classification of a specific process into one of these two types fails, then a separation of the process into two different, usually additive, parts is typically devised, each of which may be further subdivided into subparts (e.g., deterministic subparts such as periodic and aperiodic or trends). This dichotomous logic is typically combined with a manichean perception, in which the deterministic part supposedly represents cause-effect relationships and thus is physics and science (the "good"), whereas randomness has little relationship with science and no relationship with understanding (the "evil"). Probability theory and statistics, which traditionally provided the tools for dealing with randomness and uncertainty, have been regarded by some as the "necessary evil" but not as an essential part of hydrology and geophysics. Some took a step further to banish them from hydrology, replacing them with deterministic sensitivity analysis and fuzzy-logic representations. Others attempted to demonstrate that irregular fluctuations observed in natural processes are au fond manifestations of underlying chaotic deterministic dynamics with low dimensionality, thus attempting to render probabilistic descriptions unnecessary. Some of the above recent developments are simply flawed because they make erroneous use of probability and statistics (which, remarkably, provide the tools for such analyses), whereas the entire underlying logic is just a false dichotomy. To see this, it suffices to recall that Pierre Simon Laplace, perhaps the most famous proponent of determinism in
Conformal invariance self-avoiding walks in the plane or on a random surface
International Nuclear Information System (INIS)
The two-dimensional (2D) properties of polymers embedded in a solvent, are studied. They are modeled on a lattice by self-avoiding walks. The polymer properties either in the plane with a fixed metric, or on a random 2D surface, where the metric has critical fluctuations, are considered. In the scope of the work, the following topics are discussed: the watermelon topology; the O(n) model and Coulomb gas technique; the model and critical behaviours of polymers on a two-dimensional random lattice; the conformal invariance in a random surface and higher topologies
Hurley, Jane C; Hollingshead, Kevin E; Todd, Michael; Jarrett, Catherine L; Tucker, Wesley J; Angadi, Siddhartha S; Adams, Marc A
2015-01-01
Background Walking is a widely accepted and frequently targeted health promotion approach to increase physical activity (PA). Interventions to increase PA have produced only small improvements. Stronger and more potent behavioral intervention components are needed to increase time spent in PA, improve cardiometabolic risk markers, and optimize health. Objective Our aim is to present the rationale and methods from the WalkIT Trial, a 4-month factorial randomized controlled trial (RCT) in inact...
Mitran, T. L.; Melchert, O.; Hartmann, A. K.
2013-12-01
The main characteristics of biased greedy random walks (BGRWs) on two-dimensional lattices with real-valued quenched disorder on the lattice edges are studied. Here the disorder allows for negative edge weights. In previous studies, considering the negative-weight percolation (NWP) problem, this was shown to change the universality class of the existing, static percolation transition. In the presented study, four different types of BGRWs and an algorithm based on the ant colony optimization heuristic were considered. Regarding the BGRWs, the precise configurations of the lattice walks constructed during the numerical simulations were influenced by two parameters: a disorder parameter ρ that controls the amount of negative edge weights on the lattice and a bias strength B that governs the drift of the walkers along a certain lattice direction. The random walks are “greedy” in the sense that the local optimal choice of the walker is to preferentially traverse edges with a negative weight (associated with a net gain of “energy” for the walker). Here, the pivotal observable is the probability that, after termination, a lattice walk exhibits a total negative weight, which is here considered as percolating. The behavior of this observable as function of ρ for different bias strengths B is put under scrutiny. Upon tuning ρ, the probability to find such a feasible lattice walk increases from zero to 1. This is the key feature of the percolation transition in the NWP model. Here, we address the question how well the transition point ρc, resulting from numerically exact and “static” simulations in terms of the NWP model, can be resolved using simple dynamic algorithms that have only local information available, one of the basic questions in the physics of glassy systems.
International Nuclear Information System (INIS)
The turbulent random walk of magnetic field lines plays an important role in the transport of plasmas and energetic particles in a wide variety of astrophysical situations, but most theoretical work has concentrated on determination of the asymptotic field line diffusion coefficient. Here we consider the evolution with distance of the field line random walk using a general ordinary differential equation (ODE), which for most cases of interest in astrophysics describes a transition from free streaming to asymptotic diffusion. By challenging theories of asymptotic diffusion to also describe the evolution, one gains insight on how accurately they describe the random walk process. Previous theoretical work has effectively involved closure of the ODE, often by assuming Corrsin's hypothesis and a Gaussian displacement distribution. Approaches that use quasilinear theory and prescribe the mean squared displacement (Δx 2) according to free streaming (random ballistic decorrelation, RBD) or asymptotic diffusion (diffusive decorrelation, DD) can match computer simulation results, but only over specific parameter ranges, with no obvious 'marker' of the range of validity. Here we make use of a unified description in which the ODE determines (Δx 2) self-consistently, providing a natural transition between the assumptions of RBD and DD. We find that the minimum kurtosis of the displacement distribution provides a good indicator of whether the self-consistent ODE is applicable, i.e., inaccuracy of the self-consistent ODE is associated with non-Gaussian displacement distributions.
Random walks across the sea: the origin of rogue waves?
Birkholz, Simon; Veselić, Ivan; Demircan, Ayhan; Steinmeyer, Günter
2015-01-01
Ocean rogue waves are large and suddenly appearing surface gravity waves, which may cause severe damage to ships and other maritime structures. Despite years of research, the exact origin of rogue waves is still disputed. Linear interference of waves with random phase has often been cited as one possible explanation, but apparently does not satisfactorily explain the probability of extreme events in the ocean. Other explanations therefore suggested a decisive role of a nonlinearity in the system. Here we show that linear interference of a finite and variable number of waves may very well explain the heavy tail in the wave height distribution. Our model can explain all prototypical ocean rogue waves reported so far, including the "three sisters" as well as rogue holes. We further suggest nonlinear time series analysis for estimation of the characteristic number of interfering waves for a given sea state. If ocean dynamics is ruled by interference of less than ten waves, rogue waves cannot appear as a matter of...
Rodr, S
1995-01-01
We present a real space renormalization-group map for probabilities of random walks on a hierarchical lattice. From this, we study the asymptotic behavior of the end-to-end distance of a weakly self- avoiding random walk (SARW) that penalizes the (self-)intersection of two random walks in dimension four on the hierarchical lattice.
Tadayon, M; Abedi, P; Farshadbakht, F
2016-08-01
Objective Sleep disturbances are one of the most common psycho-physiological issues among postmenopausal women. This study was designed to evaluate the impact of walking with a pedometer on the sleep quality of postmenopausal Iranian women. Methods This randomized, controlled trial was conducted on 112 women who were randomly assigned to two groups. The women in the intervention group (n = 56) were asked to walk with a pedometer each day for 12 weeks and to increase their walking distance by 500 steps per week. A sociodemographic instrument and the Pittsburgh Sleep Quality Index were used to collect data. Sleep quality was measured at baseline, 4, 8, and 12 weeks after intervention. The control group (n = 56) did not receive any intervention. Results After 12 weeks, subjective sleep quality, sleep latency, sleep duration, habitual sleep efficiency, sleep disturbances, use of sleeping medication, and daytime dysfunction improved to a significantly greater extent in the intervention group than in the control group (p sleep quality score was significantly higher in the intervention group than in the control group (0.64 vs. 0.98, p = 0.001). Conclusion This study showed that walking with a pedometer is an easy and cost-effective way to improve the quality of sleep among postmenopausal women. Use of this method in public health centers is recommended. PMID:26757356
Central limit theorem for biased random walk on multi-type Galton-Watson trees
Dembo, Amir
2010-01-01
Let T be a rooted multi-type Galton-Watson (MGW) tree of finitely many types with at least one offspring at each vertex, and an offspring distribution with exponential tails. The lambda-biased random walk (X_t, t>=0) on T is the nearest-neighbor random walk which, when at a vertex v with d(v) offspring, moves closer to the root with probability lambda/(lambda+d(v)), and to each of the offspring with probability 1/(lambda+d(v)). This walk is recurrent for lambda >= rho and transient for 0 <= lambda < rho, with rho the Perron-Frobenius eigenvalue for the (assumed) irreducible matrix of expected offspring numbers. We prove the following quenched CLT for the critical value lambda = rho: for almost every T, the process |X_{floor(nt)}|/sqrt{n} converges in law as n tends to infinity to a deterministic positive multiple of a reflected Brownian motion. Following the approach of Peres and Zeitouni (2008) for Galton-Watson trees, our proof is based on a new explicit description of a reversing measure for the walk...
Limit distributions of random walks on stochastic matrices
Indian Academy of Sciences (India)
Santanu Chakraborty; Arunava Mukherjea
2014-11-01
Problems similar to Ann. Prob. 22 (1994) 424–430 and J. Appl. Prob. 23 (1986) 1019–1024 are considered here. The limit distribution of the sequence $X_{n}X_{n−1}\\ldots X_{1}$, where $(X_{n})_{n≥ 1}$ is a sequence of i.i.d. 2 × 2 stochastic matrices with each $X_{n}$ distributed as , is identified here in a number of discrete situations. A general method is presented and it covers the cases when the random components $C_{n}$ and $D_{n}$ (not necessarily independent), $(C_{n}, D_{n})$ being the first column of $X_{n}$, have the same (or different) Bernoulli distributions. Thus $(C_{n}, D_{n})$ is valued in $\\{0, r\\}^{2}$, where is a positive real number. If for a given positive real , with $0 < r ≤ \\frac{1}{2}$, $r^{-1}C_{n}$ and $r^{-1}D_{n}$ are each Bernoulli with parameters $p_{1}$ and $p_{2}$ respectively, $0 < p_{1}$, $p_{2} < 1$ (which means $C_{n}\\sim p_{1}_{\\{r\\}} + (1 - p_{1})_{\\{0\\}}$ and $D_{n} \\sim p_{2}_{\\{r\\}} + (1 - p_{2})_{\\{0\\}}$), then it is well known that the weak limit of the sequence $^{n}$ exists whose support is contained in the set of all 2 × 2 rank one stochastic matrices. We show that $S()$, the support of , consists of the end points of a countable number of disjoint open intervals and we have calculated the -measure of each such point. To the best of our knowledge, these results are new.
Institute of Scientific and Technical Information of China (English)
CHI Bing; LI Hong; FANG Dong
2007-01-01
Plume concentration prediction is one of the main contents of radioactive consequence assessment for early emergency response to nuclear accidents. Random characteristics of atmospheric diffusion itself was described, a random walk model of atmospheric diffusion (Random Walk) was introduced and compared with the Lagrangian puff model (RIMPUFF) in the nuclear emergency decision support system (RODOS) developed by the European Community for verification. The results show the concentrations calculated by the two models are quite close except that the plume area calculated by Random Walk is a little smaller than that by RIMPUFF. The random walk model for atmospheric diffusion can simulate the atmospheric diffusion in case of nuclear accidents, and provide more actual information for early emergency and consequence assessment as one of the atmospheric diffusion module of the nuclear emergency decision support system.
Search on a hypercubic lattice using a quantum random walk. I. d>2
International Nuclear Information System (INIS)
Random walks describe diffusion processes, where movement at every time step is restricted to only the neighboring locations. We construct a quantum random walk algorithm, based on discretization of the Dirac evolution operator inspired by staggered lattice fermions. We use it to investigate the spatial search problem, that is, to find a marked vertex on a d-dimensional hypercubic lattice. The restriction on movement hardly matters for d>2, and scaling behavior close to Grover's optimal algorithm (which has no restriction on movement) can be achieved. Using numerical simulations, we optimize the proportionality constants of the scaling behavior, and demonstrate the approach to that for Grover's algorithm (equivalent to the mean-field theory or the d→∞ limit). In particular, the scaling behavior for d=3 is only about 25% higher than the optimal d→∞ value.
Random walks in Rindler spacetime and string theory at the tip of the cigar
Mertens, Thomas G.; Verschelde, Henri; Zakharov, Valentin I.
2014-03-01
In this paper, we discuss Rindler space string thermodynamics from a thermal scalar point of view as an explicit example of the results obtained in [1]. We discuss the critical behavior of the string gas and interpret this as a random walk near the black hole horizon. Combining field theory arguments with the random walk path integral picture, we realize (at genus one) the picture put forward by Susskind of a long string surrounding black hole horizons. We find that thermodynamics is dominated by a long string living at stringscale distance from the horizon whose redshifted temperature is the Rindler or Hawking temperature. We provide further evidence of the recent proposal for string theory at the tip of the cigar by comparing with the flat space orbifold approach to Rindler thermodynamics. We discuss all types of closed strings (bosonic, type II and heterotic strings).
Random walks in Rindler spacetime and string theory at the tip of the cigar
International Nuclear Information System (INIS)
In this paper, we discuss Rindler space string thermodynamics from a thermal scalar point of view as an explicit example of the results obtained in http://dx.doi.org/10.1007/JHEP02(2014)127. We discuss the critical behavior of the string gas and interpret this as a random walk near the black hole horizon. Combining field theory arguments with the random walk path integral picture, we realize (at genus one) the picture put forward by Susskind of a long string surrounding black hole horizons. We find that thermodynamics is dominated by a long string living at string-scale distance from the horizon whose redshifted temperature is the Rindler or Hawking temperature. We provide further evidence of the recent proposal for string theory at the tip of the cigar by comparing with the flat space orbifold approach to Rindler thermodynamics. We discuss all types of closed strings (bosonic, type II and heterotic strings)
On Origin of Power-Law Distributions in Self-Organized Criticality from Random Walk Treatment
International Nuclear Information System (INIS)
The origin of power-law distributions in self-organized criticality is investigated by treating the variation of the number of active sites in the system as a stochastic process. An avalanche is then regarded as a first-return random walk process in a one-dimensional lattice. We assume that the variation of the number of active sites has three possibilities in each update: to increase by 1 with probability f1, to decrease by 1 with probability f2, or remain unchanged with probability 1-f1 -f2. This mimics the dynamics in the system. Power-law distributions of the lifetime are found when the random walk is unbiased with equal probability to move in opposite directions. This shows that power-law distributions in self-organized criticality may be caused by the balance of competitive interactions.
Directory of Open Access Journals (Sweden)
Anita Sharma
2011-01-01
Full Text Available Blinking statistics of quantum dot has attracted much attraction in recent years. Various experiments were conducted and various theories have been given to explain this phenomenon. However, the problem is not yet resolved. The weak temperature dependence of the power law parameters have complicated the phenomena. We have simulated the blinking statistics of quantum dot based on the random walk model. We have shown that three-dimensional biased Levy random walk of electrons, the bias being the Columbic interaction between electrons and ionized atoms can explain the observed experimental results. We have simulated the blinking properties of quantum dots in a broad temperature range (10-300 K. The distributions exhibit power law behavior for a wide range of temperature, but the power law parameter increases marginally with temperature. The trend of change is independent of the size of the quantum dots as confirmed from the simulation.
French, O. E.
2009-06-01
A random walk model with a negative binomially fluctuating number of steps is considered in the case where the mean of the number fluctuations, \\bar{N} , is finite. The asymptotic behaviour of the resultant statistics in the large \\bar{N} limit is derived and shown to give the K distribution. The equivalence of this model to the hitherto unrelated doubly stochastic representation of the K distribution is also demonstrated. The convergence to the K distribution of the probability density function generated by a random walk with a finite mean number of steps is examined along with the moments, and the non-Gaussian statistics are shown to be a direct result of discreteness and bunching effects.
Observing random walks of atoms in buffer gas through resonant light absorption
Aoki, Kenichiro
2016-01-01
Using resonant light absorption, random walk motions of rubidium atoms in nitrogen buffer gas are observed directly. The transmitted light intensity through atomic vapor is measured and its spectrum is obtained, down to orders of magnitude below the shot noise level to detect fluctuations caused by atomic motions. To understand the measured spectra, the spectrum for atoms performing random walks in a gaussian light beam is computed and its analytical form is obtained. The spectrum has $1/f^2$ ($f$: frequency) behavior at higher frequencies, crossing over to a different, but well defined behavior at lower frequencies. The properties of this theoretical spectrum agree excellently with the measured spectrum. This understanding also enables us to obtain the diffusion constant, the photon cross section of atoms in buffer gas and the atomic number density, from a single spectral measurement. We further discuss other possible applications of our experimental method and analysis.
Observing random walks of atoms in buffer gas through resonant light absorption
Aoki, Kenichiro; Mitsui, Takahisa
2016-07-01
Using resonant light absorption, random-walk motions of rubidium atoms in nitrogen buffer gas are observed directly. The transmitted light intensity through atomic vapor is measured, and its spectrum is obtained, down to orders of magnitude below the shot-noise level to detect fluctuations caused by atomic motions. To understand the measured spectra, the spectrum for atoms performing random walks in a Gaussian light beam is computed, and its analytical form is obtained. The spectrum has 1 /f2 (f is frequency) behavior at higher frequencies, crossing over to a different, but well-defined, behavior at lower frequencies. The properties of this theoretical spectrum agree excellently with the measured spectrum. This understanding also enables us to obtain the diffusion constant, the photon cross section of atoms in buffer gas, and the atomic number density from a single spectral measurement. We further discuss other possible applications of our experimental method and analysis.
Phase Random Walk Trace in High-order Coherence of Two First-order Incoherent Sources
Hong, Peilong
2014-01-01
High-order coherence effects between two first-order incoherent sources with fully independent phases have been well studied in the literature, which shows interference fringes with respect to the position separations among different space points. Here we show that this is not the whole story, and find that the high-order coherence effects depend on the mode of the phase random walk of the first-order incoherent sources, which can be controlled artificially and represented geometrically by vectorial polygons. Interestingly, by scanning the detectors along the same direction with the position separations between them kept constant, a set of high-order coherence fringes, which fingerprint the phase random walk of the first-order incoherent sources, can be observed. Our results show that it is possible to control the high-order coherence of two first-order incoherent sources, which could have important practical applications such as superhigh resolution optical lithography.
Open quantum random walks: Bistability on pure states and ballistically induced diffusion
Bauer, Michel; Bernard, Denis; Tilloy, Antoine
2013-12-01
Open quantum random walks (OQRWs) deal with quantum random motions on a line for systems with internal and orbital degrees of freedom. The internal system behaves as a quantum random gyroscope coding for the direction of the orbital moves. We reveal the existence of a transition, depending on OQRW moduli, in the internal system behaviors from simple oscillations to random flips between two unstable pure states. This induces a transition in the orbital motions from the usual diffusion to ballistically induced diffusion with a large mean free path and large effective diffusion constant at large times. We also show that mixed states of the internal system are converted into random pure states during the process. We touch upon possible experimental realizations.
Englert, G. W.
1971-01-01
A model of the random walk is formulated to allow a simple computing procedure to replace the difficult problem of solution of the Fokker-Planck equation. The step sizes and probabilities of taking steps in the various directions are expressed in terms of Fokker-Planck coefficients. Application is made to many particle systems with Coulomb interactions. The relaxation of a highly peaked velocity distribution of particles to equilibrium conditions is illustrated.
Papáček, Š.; Matonoha, C. (Ctirad); Štumbauer, V.; Štys, D.
2012-01-01
The paper deals with photosynthetic microorganism growth modelling and simulation in a distributed parameter system. Main result concerns the development and comparison of two modelling frameworks for photo-bioreactor modelling. The first ”classical" approach is based on PDE (reaction-turbulent diffusion system) and finite difference method. The alternative approach is based on random walk model of transport by turbulent diffusion. The complications residing in modelling of multi-scale transp...
A Lower Bound on the Growth Exponent for Loop-Erased Random Walk in Two Dimensions
Lawler, Gregory F.
1998-01-01
The growth exponent $\\alpha$ for loop-erased or Laplacian random walk on the integer lattice is defined by saying that the expected time to reach the sphere of radius $n$ is of order $n^\\alpha$. We prove that in two dimensions, the growth exponent is strictly greater than one. The proof uses a known estimate on the third moment of the escape probability and an improvement on the discrete Beurling projection theorem.
Recurrence rates and hitting-time distributions for random walks on the line
Pene, Francoise; Zweimüller, Roland
2010-01-01
We consider random walks on the line given by a sequence of independent identically distributed jumps belonging to the strict domain of attraction of a stable distribution, and first determine the almost sure exponential divergence rate, as r goes to zero, of the return time to (-r,r). We then refine this result by establishing a limit theorem for the hitting-time distributions of (x-r,x+r) with arbitrary real x.
The Quenched Critical Point for Self-Avoiding Walk on Random Conductors
Chino, Yuki; Sakai, Akira
2016-05-01
Following similar analysis to that in Lacoin (Probab Theory Relat Fields 159: 777-808, 2014), we can show that the quenched critical point for self-avoiding walk on random conductors on Z^d is almost surely a constant, which does not depend on the location of the reference point. We provide upper and lower bounds which are valid for all d≥ 1.
Hydration Free Energy from Orthogonal Space Random Walk and Polarizable Force Field
Abella, Jayvee R.; Cheng, Sara Y.; Wang, Qiantao; Yang, Wei; Ren, Pengyu
2014-01-01
The orthogonal space random walk (OSRW) method has shown enhanced sampling efficiency in free energy calculations from previous studies. In this study, the implementation of OSRW in accordance with the polarizable AMOEBA force field in TINKER molecular modeling software package is discussed and subsequently applied to the hydration free energy calculation of 20 small organic molecules, among which 15 are positively charged and five are neutral. The calculated hydration free energies of these ...
Coarse-graining complex dynamics: Continuous Time Random Walks vs. Record Dynamics
Sibani, Paolo
2013-01-01
Continuous Time Random Walks (CTRW) are widely used to coarse-grain the evolution of systems jumping from a metastable sub-set of their configuration space, or trap, to another via rare intermittent events. The multi-scaled behavior typical of complex dynamics is provided by a fat-tailed distribution of the waiting time between consecutive jumps. We first argue that CTRW are inadequate to describe macroscopic relaxation processes for three reasons: macroscopic variables are not self-averaging...
Coarse-graining complex dynamics:Continuous Time Random Walks vs. Record Dynamics
Sibani, Paolo
2013-01-01
Continuous Time Random Walks (CTRW) are widely used to coarse-grain the evolution of systems jumping from a metastable sub-set of their configuration space, or trap, to another via rare intermittent events. The multi-scaled behavior typical of complex dynamics is provided by a fat-tailed distribution of the waiting time between consecutive jumps. We first argue that CTRW are inadequate to describe macroscopic relaxation processes for three reasons: macroscopic variables are not self-averaging...
Feng, Yuanhua; Yu, Keming
2006-01-01
A new multivariate random walk model with slowly changing parameters is introduced and investigated in detail. Nonparametric estimation of local covariance matrix is proposed. The asymptotic distributions, including asymptotic biases, variances and covariances of the proposed estimators are obtained. The properties of the estimated value of a weighted sum of individual nonparametric estimators are also studied in detail. The integrated effect of the estimation errors from the estimation for t...
The random walk hypothesis revisited: evidence from the 16 OECD stock prices
Shyh-Wei Chen; Chung-Hua Shen
2009-01-01
Using 16 OECD stock price indices data, this paper revisits the random walk hypothesis by inspecting the degree of persistence of stock prices. We adopt two recently developed econometric procedures, due to Hansen (1999) and Romano and Wolf (2001), in order to estimate 95% confidence intervals for the sum of the AR coefficients in AR representations of international stock prices. Confidence intervals provide much more information than knowing whether the null hypothesis of a unit root can be ...
Waddling Random Walk: Fast and Accurate Sampling of Motif Statistics in Large Graphs
Han, Guyue; Sethu, Harish
2016-01-01
The relative frequency of small subgraphs within a large graph, such as one representing an online social network, is of high interest to sociologists, computer scientists and marketeers alike. However, the computation of these network motif statistics via naive enumeration is infeasible for either its prohibitive computational costs or access restrictions on the full graph data. Methods to estimate the motif statistics based on random walks by sampling only a small fraction of the subgraphs ...
Merom, Dafna; Grunseit, Anne; Eramudugolla, Ranmalee; Jefferis, Barbara; McNeill, Jade; Anstey, Kaarin J
2016-01-01
Background A physically active lifestyle has the potential to prevent cognitive decline and dementia, yet the optimal type of physical activity/exercise remains unclear. Dance is of special interest as it complex sensorimotor rhythmic activity with additional cognitive, social, and affective dimensions. Objectives To determine whether dance benefits executive function more than walking, an activity that is simple and functional. Methods Two-arm randomized controlled trial a...
The random walk of an electrostatic field using parallel infinite charged planes
Aldana, Rodrigo; Alcala, Jose Vidal; Gonzalez, Gabriel
2015-01-01
We show that it is possible to generate a random walk with an electrostatic field by means of several parallel infinite charged planes in which the surface charge distribution could be either $\\pm\\sigma$. We formulate the problem of this stochastic process by using a rate equation for the most probable value for the electrostatic field subject to the appropriate transition probabilities according to the electrostatic boundary conditions. Our model gives rise to a stochastic law when the charg...
Kullgren, Jeffrey T.; Harkins, Kristin A.; Bellamy, Scarlett L.; Gonzales, Amy; Tao, Yuanyuan; Zhu, Jingsan; Volpp, Kevin G.; Asch, David A.; Heisler, Michele; Karlawish, Jason
2014-01-01
Background: Financial incentives and peer networks could be delivered through eHealth technologies to encourage older adults to walk more. Methods: We conducted a 24-week randomized trial in which 92 older adults with a computer and Internet access received a pedometer, daily walking goals, and weekly feedback on goal achievement. Participants…
The adaptive dynamic community detection algorithm based on the non-homogeneous random walking
Xin, Yu; Xie, Zhi-Qiang; Yang, Jing
2016-05-01
With the changing of the habit and custom, people's social activity tends to be changeable. It is required to have a community evolution analyzing method to mine the dynamic information in social network. For that, we design the random walking possibility function and the topology gain function to calculate the global influence matrix of the nodes. By the analysis of the global influence matrix, the clustering directions of the nodes can be obtained, thus the NRW (Non-Homogeneous Random Walk) method for detecting the static overlapping communities can be established. We design the ANRW (Adaptive Non-Homogeneous Random Walk) method via adapting the nodes impacted by the dynamic events based on the NRW. The ANRW combines the local community detection with dynamic adaptive adjustment to decrease the computational cost for ANRW. Furthermore, the ANRW treats the node as the calculating unity, thus the running manner of the ANRW is suitable to the parallel computing, which could meet the requirement of large dataset mining. Finally, by the experiment analysis, the efficiency of ANRW on dynamic community detection is verified.
Fedotov, Sergei; Korabel, Nickolay
2015-12-01
We present a nonlinear and non-Markovian random walks model for stochastic movement and the spatial aggregation of living organisms that have the ability to sense population density. We take into account social crowding effects for which the dispersal rate is a decreasing function of the population density and residence time. We perform stochastic simulations of random walks and discover the phenomenon of self-organized anomaly (SOA), which leads to a collapse of stationary aggregation pattern. This anomalous regime is self-organized and arises without the need for a heavy tailed waiting time distribution from the inception. Conditions have been found under which the nonlinear random walk evolves into anomalous state when all particles aggregate inside a tiny domain (anomalous aggregation). We obtain power-law stationary density-dependent survival function and define the critical condition for SOA as the divergence of mean residence time. The role of the initial conditions in different SOA scenarios is discussed. We observe phenomenon of transient anomalous bimodal aggregation.
International Nuclear Information System (INIS)
We propose a diffusion, continuous-time random walk (CTRW) scenario which is based on generalization of processes counting the number of jumps performed by a walker. We substitute the renewal counting process, used in the classical CTRW framework, by a compound counting process. The construction of such a compound process involves renormalized clustering of random number of walker's spatio-temporal subsequent steps. The family of the renormalized steps defines a new class of coupled CTRWs. The diffusion front of the studied process exhibits properties which help us to enlarge the class of relaxation models discussed yet in the classical CTRW framework. (author)
On the fluid limit of the continuous-time random walk with general Lévy jump distribution functions
Alvaro Cartea; Diego del-Castillo-Negrete
2007-01-01
The continuous time random walk (CTRW) is a natural generalization of the Brownian random walk that allows the incorporation of waiting time distributions ψ(t) and general jump distribution functions η(x). There are two well-known fluid limits of this model in the uncoupled case. For exponential decaying waiting times and Gaussian jump distribution functions the fluid limit leads to the diffusion equation. On the other hand, for algebraic decaying waiting times, and algebraic deca...
Fluid limit of the continuous-time random walk with general Lévy jump distribution functions.
Cartea, Álvaro; Castillo Negrete, Diego del
2007-01-01
The continuous time random walk (CTRW) is a natural generalization of the Brownian random walk that allows the incorporation of waiting time distributions ψ(t) and general jump distribution functions η(x). There are two well-known fluid limits of this model in the uncoupled case. For exponential decaying waiting times and Gaussian jump distribution functions the fluid limit leads to the diffusion equation. On the other hand, for algebraic decaying waiting times, and algebraic decaying jump di...
Symmetry in stochasticity: Random walk models of large-scale structure
Indian Academy of Sciences (India)
Ravi K Sheth
2011-07-01
This paper describes the insights gained from the excursion set approach, in which various questions about the phenomenology of large-scale structure formation can be mapped to problems associated with the ﬁrst crossing distribution of appropriately deﬁned barriers by random walks. Much of this is summarized in R K Sheth, AIP Conf. Proc. 1132, 158 (2009). So only a summary is given here, and instead a few new excursion set related ideas and results which are not published elsewhere are presented. One is a generalization of the formation time distribution to the case in which formation corresponds to the time when half the mass was ﬁrst assembled in pieces, each of which was at least 1/ times the ﬁnal mass, and where ≥ 2; another is an analysis of the ﬁrst crossing distribution of the Ornstein–Uhlenbeck process. The ﬁrst derives from the mirror-image symmetry argument for random walks which Chandrasekhar described so elegantly in 1943; the second corrects a misuse of this argument. Finally, some discussion of the correlated steps and correlated walks assumptions associated with the excursion set approach, and the relation between these and peaks theory are also included. These are problems in which Chandra’s mirror-image symmetry is broken.
Boyer, D.; Romo-Cruz, J. C. R.
2014-10-01
Motivated by studies on the recurrent properties of animal and human mobility, we introduce a path-dependent random-walk model with long-range memory for which not only the mean-square displacement (MSD) but also the propagator can be obtained exactly in the asymptotic limit. The model consists of a random walker on a lattice, which, at a constant rate, stochastically relocates at a site occupied at some earlier time. This time in the past is chosen randomly according to a memory kernel, whose temporal decay can be varied via an exponent parameter. In the weakly non-Markovian regime, memory reduces the diffusion coefficient from the bare value. When the mean backward jump in time diverges, the diffusion coefficient vanishes and a transition to an anomalous subdiffusive regime occurs. Paradoxically, at the transition, the process is an anticorrelated Lévy flight. Although in the subdiffusive regime the model exhibits some features of the continuous time random walk with infinite mean waiting time, it belongs to another universality class. If memory is very long-ranged, a second transition takes place to a regime characterized by a logarithmic growth of the MSD with time. In this case the process is asymptotically Gaussian and effectively described as a scaled Brownian motion with a diffusion coefficient decaying as 1 /t .
Guex, Guillaume
2016-05-01
In recent articles about graphs, different models proposed a formalism to find a type of path between two nodes, the source and the target, at crossroads between the shortest-path and the random-walk path. These models include a freely adjustable parameter, allowing to tune the behavior of the path toward randomized movements or direct routes. This article presents a natural generalization of these models, namely a model with multiple sources and targets. In this context, source nodes can be viewed as locations with a supply of a certain good (e.g. people, money, information) and target nodes as locations with a demand of the same good. An algorithm is constructed to display the flow of goods in the network between sources and targets. With again a freely adjustable parameter, this flow can be tuned to follow routes of minimum cost, thus displaying the flow in the context of the optimal transportation problem or, by contrast, a random flow, known to be similar to the electrical current flow if the random-walk is reversible. Moreover, a source-targetcoupling can be retrieved from this flow, offering an optimal assignment to the transportation problem. This algorithm is described in the first part of this article and then illustrated with case studies.
Weak convergence of stochastic integrals driven by continuous-time random walks
Burr, Meredith N
2011-01-01
Brownian motion is a well-known model for normal diffusion, but not all physical phenomena behave according to a Brownian motion. Many phenomena exhibit irregular diffusive behavior, called anomalous diffusion. Examples of anomalous diffusion have been observed in physics, hydrology, biology, and finance, among many other fields. Continuous-time random walks (CTRWs), introduced by Montroll and Weiss, serve as models for anomalous diffusion. CTRWs generalize the usual random walk model by allowing random waiting times between successive random jumps. Under certain conditions on the jumps and waiting times, scaled CTRWs can be shown to converge in distribution to a limit process M(t) in the cadlag space D[0,infinity) with the Skorohod J_1 or M_1 topology. An interesting question is whether stochastic integrals driven by the scaled CTRWs X^n(t) converge in distribution to a stochastic integral driven by the CTRW limit process M(t). We prove weak convergence of the stochastic integrals driven by CTRWs for certain...
Quantitative characterisation of an engineering write-up using random walk analysis
Directory of Open Access Journals (Sweden)
Sunday A. Oke
2008-02-01
Full Text Available This contribution reports on the investigation of correlation properties in an English scientific text (engineering write-up by means of a random walk. Though the idea to use a random walk to characterise correlations is not new (it was used e.g. in the genome analysis and in the analysis of texts, a random walk approach to the analysis of an English scientific text is still far from being exploited in its full strength as demonstrated in this paper. A method of high-dimensional embedding is proposed. Case examples were drawn arbitrarily from four engineering write-ups (Ph.D. synopsis of three engineering departments in the Faculty of Technology, University of Ibadan, Nigeria. Thirteen additional analyses of non-engineering English texts were made and the results compared to the engineering English texts. Thus, a total of seventeen write-ups of eight Faculties and sixteen Departments of the University of Ibadan were considered. The characterising exponents which relate the average distance of random walkers away from a known starting position to the elapsed time steps were estimated for the seventeen cases according to the power law and in three different dimensional spaces. The average characteristic exponent obtained for the seventeen cases and over three different dimensional spaces studied was 1.42 to 2-decimal with a minimum and a maximum coefficient of determination (R2 of 0.9495 and 0.9994 respectively. This is found to be 284% of the average characterising exponent value (0.5, as supported by the literature for random walkers based on the pseudo-random number generator. The average characteristic exponent obtained for the four cases that were engineering-based and over the three different dimensional studied spaces was 1.41 to 2-decimal (closer by 99.3% to 1.42 with a minimum and a maximum coefficient of determination (R2 of 0.9507 and 0.9974 respectively. This is found to be 282% of the average characterising exponent value (0.5, as
Spectral statistics of Bernoulli matrix ensembles—a random walk approach (I)
International Nuclear Information System (INIS)
We investigate the eigenvalue statistics of random Bernoulli matrices, where the matrix elements are chosen independently from a binary set with equal probability. This is achieved by initiating a discrete random walk process over the space of matrices and analysing the induced random motion of the eigenvalues—an approach which is similar to Dyson’s Brownian motion model but with important modifications. In particular, we show our process is described by a Fokker–Planck equation, up to an error margin which vanishes in the limit of large matrix dimension. The stationary solution of which corresponds to the joint probability density function of certain well-known fixed trace Gaussian ensembles. (paper)
Self organization of social hierarchy and clusters in a challenging society with free random walks
Fujie, Ryo; Odagaki, Takashi
2010-04-01
Emergence of social hierarchy and clusters in a challenging equal-right society is studied on the basis of the agent-based model, where warlike individuals who have own power or wealth perform random walks in a random order on a lattice and when meeting others the individuals challenge the strongest among the neighbors. We assume that the winning probability depends on the difference in their wealth and after the fight the winner gets and the loser loses a unit of the wealth. We show that hierarchy is self organized when the population exceeds a critical value and the transition from egalitarian state to hierarchical state occurs in two steps. The first transition is continuous to the society with widespread winning-probability. At the second transition the variance of the winning fraction decrease discontinuously, which was not observed in previous studies. The second hierarchical society consists of a small number of extreme winners and many individuals in the middle class and losers. We also show that when the relaxation parameter for the wealth is large, the first transition disappears. In the second hierarchical society, a giant cluster of individuals is formed with a layered structure in the power order and some people stray around it. The structure of the cluster and the distribution of wealth are quite different from the results of the previous challenging model [M. Tsujiguchi and T. Odagaki, Physica A 375 (2007) 317] which adopts the preassigned order for random walk.
Convergence Rates for Loop-Erased Random Walk and other Loewner Curves
Viklund, Fredrik Johansson
2012-01-01
We estimate convergence rates for curves generated by the Loewner equation under the basic assumption that a convergence rate for the driving terms is known. An important tool is the "tip structure modulus", a geometric measure of regularity for Loewner curves in the capacity parameterization which is analogous to Warschawski's structure modulus, and is closely related to annuli crossings. The main application we have in mind is that of a random discrete-model curve approaching a Schramm-Loewner evolution (SLE) curve in the lattice size scaling limit. We carry out the approach in the case of loop-erased random walk in a simply connected domain. Under some mild assumptions of boundary regularity we obtain an explicit power-law rate for the convergence of the loop-erased random walk path towards the radial SLE(2) path in the supremum norm, the curves being parameterized by capacity. On the deterministic side we show that the tip structure modulus gives a sufficient geometric condition for a Loewner curve to be ...
DEFF Research Database (Denmark)
Visser, Andre
1997-01-01
Random walk simulation has the potential to be an extremely powerful tool in the investigation of turbulence in environmental processes. However, care must be taken in applying such simulations to the motion of particles in turbulent marine systems where turbulent diffusivity is commonly spatially...... non-uniform. The problems associated with this nonuniformity are far from negligible and have been recognised for quite some time. However, incorrect implementations continue to appear in the Literature. In this note computer simulations are presented to illustrate how and why these implementations...
Are the Variability Properties of the Kepler AGN Light Curves Consistent with a Damped Random Walk?
Kasliwal, Vishal P.; Vogeley, Michael S.; Richards, Gordon T.
2015-01-01
We test the consistency of active galactic nuclei (AGN) optical flux variability with the $\\textit{damped random walk}$ (DRW) model. Our sample consists of 20 multi-quarter $\\textit{Kepler}$ AGN light curves including both Type 1 and 2 Seyferts, radio-loud and -quiet AGN, quasars, and blazars. $\\textit{Kepler}$ observations of AGN light curves offer a unique insight into the variability properties of AGN light curves because of the very rapid ($11.6-28.6$ min) and highly uniform rest-frame sa...
The volume and time comparison principle and transition probability estimates for random walks
Telcs, András
2003-01-01
This paper presents necessary and sufficient conditions for on- and off-diagonal transition probability estimates for random walks on weighted graphs. On the integer lattice and on may fractal type graphs both the volume of a ball and the mean exit time from a ball are independent of the center, uniform in space. Here the upper estimate is given without such restriction and two-sided estimate is given if the mean exit time is independent of the center but the volume is not.
Localization on 4 sites for Vertex-reinforced random walks on $\\mathbb Z$
Basdevant, Anne-Laure; Singh, Arvind
2012-01-01
We characterize non-decreasing weight functions for which the associated one-dimensional vertex reinforced random walk (VRRW) localizes on 4 sites. A phase transition appears for weights of order $n\\log \\log n$: for weights growing faster than this rate, the VRRW localizes almost surely on at most 4 sites whereas for weights growing slower, the VRRW cannot localize on less than 5 sites. When $w$ is of order $n\\log \\log n$, the VRRW localizes almost surely on either 4 or 5 sites, both events happening with positive probability.
Eigenvalue analysis of an irreversible random walk with skew detailed balance conditions
Sakai, Yuji; Hukushima, Koji
2016-04-01
An irreversible Markov-chain Monte Carlo (MCMC) algorithm with skew detailed balance conditions originally proposed by Turitsyn et al. is extended to general discrete systems on the basis of the Metropolis-Hastings scheme. To evaluate the efficiency of our proposed method, the relaxation dynamics of the slowest mode and the asymptotic variance are studied analytically in a random walk on one dimension. It is found that the performance in irreversible MCMC methods violating the detailed balance condition is improved by appropriately choosing parameters in the algorithm.
Continuous Time Random Walk and Migration-Proliferation Dichotomy of Brain Cancer
Iomin, A.
A theory of fractional kinetics of glial cancer cells is presented. A role of the migration-proliferation dichotomy in the fractional cancer cell dynamics in the outer-invasive zone is discussed and explained in the framework of a continuous time random walk. The main suggested model is based on a construction of a 3D comb model, where the migration-proliferation dichotomy becomes naturally apparent and the outer-invasive zone of glioma cancer is considered as a fractal composite with a fractal dimension Dfr < 3.
Scaling Law for Photon Transmission through Optically Turbid Slabs Based on Random Walk Theory
Directory of Open Access Journals (Sweden)
Xuesong Li
2012-03-01
Full Text Available Past work has demonstrated the value of a random walk theory (RWT to solve multiple-scattering problems arising in numerous contexts. This paper’s goal is to investigate the application range of the RWT using Monte Carlo simulations and extending it to anisotropic media using scaling laws. Meanwhile, this paper also reiterates rules for converting RWT formulas to real physical dimensions, and corrects some errors which appear in an earlier publication. The RWT theory, validated by the Monte Carlo simulations and combined with the scaling law, is expected to be useful to study multiple scattering and to greatly reduce the computation cost.
Strong approximation of Black--Scholes theory based on simple random walks
Nika, Zsolt; Szabados, Tamás
2014-01-01
A basic model in financial mathematics was introduced by Black, Scholes and Merton in 1973 (BSM model). A classical discrete approximation in distribution is the binomial model given by Cox, Ross and Rubinstein in 1979 (CRR model). The BSM and the CRR models have been used for example to price European call and put options. Our aim in this work is to give a strong (almost sure, pathwise) discrete approximation of the BSM model using a suitable nested sequence of simple, symmetric random walks...
Czech Academy of Sciences Publication Activity Database
Papáček, Š.; Matonoha, Ctirad; Štumbauer, V.; Štys, D.
2012-01-01
Roč. 82, č. 10 (2012), s. 2022-2032. ISSN 0378-4754. [Modelling 2009. IMACS Conference on Mathematical Modelling and Computational Methods in Applied Sciences and Engineering /4./. Rožnov pod Radhoštěm, 22.06.2009-26.06.2009] Grant ostatní: CENAKVA(CZ) CZ.1.05/2.1.00/01.0024; GA JU(CZ) 152//2010/Z Institutional research plan: CEZ:AV0Z10300504 Keywords : multiscale modelling * distributed parameter system * boundary value problem * random walk * photosynthetic factory Subject RIV: EI - Biotechnology ; Bionics Impact factor: 0.836, year: 2012
Brownian motion, random walks on trees, and harmonic measure on polynomial Julia sets
Emerson, Nathaniel D.
2006-01-01
We consider the harmonic measure on a disconnected polynomial Julia set in terms of Brownian motion. We show that the harmonic measure of any connected component of such a Julia set is zero. Associated to the polynomial is a combinatorial model, the tree with dynamics. We define a measure on the tree, which is a combinatorial version on harmonic measure. We show that this measure is isomorphic to the harmonic measure on the Julia set. The measure induces a random walk on the tree, which is is...
Directory of Open Access Journals (Sweden)
Dafna eMerom
2016-02-01
Full Text Available Background: A physically active lifestyle has the potential to prevent cognitive decline and dementia, yet the optimal type of physical activity/exercise remains unclear. Dance is of special interest as it complex sensorimotor rhythmic activity with additional cognitive, social and affective dimensions. Objectives: to determine whether dance benefits executive function more than walking, an activity that is simple and functional. Methods: Two-arm randomised controlled trial among community-dwelling older adults. The intervention group received 1 hour of ballroom dancing twice weekly over 8 months (~69sessions in local community dance studios. The control group received a combination of a home walking program with a pedometer and optional biweekly group-based walking in local community park to facilitate socialisation. Main outcomes: Main outcomes: executive function tests: processing speed and task shift by the Trail Making Tests (TMT, response inhibition by the Stroop Colour-Word Test (SCWT, working memory by the Digit Span Backwards (DSB test, immediate and delayed verbal recall by the Rey Auditory Verbal Learning Test (RAVLT and visuospatial recall by the Brief Visuospatial Memory Test (BVST. Results: One hundred and fifteen adults (69.5 years, SD6.4 completed baseline and delayed baseline (3 weeks apart before being randomised to either dance (n=60 or walking (n=55. Of those randomized, 79 (68% completed the follow-up measurements (32 weeks from baseline. In the dance group only, ‘non-completers’ had significant lower baseline scores on all executive function tests than those completed the full program. Intention-to-treat analyses showed no group effect. In a random effects model including participants who completed all measurements, adjusted for baseline score and covariates (age, education, estimated verbal intelligence, community, a between group effect in favour of dance was noted only for BVST total learning (Cohen’s D Effect size
Lyapunov Exponents for Branching Processes in a Random Environment: The Effect of Information
Hautphenne, Sophie; Latouche, Guy
2016-04-01
We consider multitype branching processes evolving in a Markovian random environment. To determine whether or not the branching process becomes extinct almost surely is akin to computing the maximal Lyapunov exponent of a sequence of random matrices, which is a notoriously difficult problem. We define Markov chains associated to the branching process, and we construct bounds for the Lyapunov exponent. The bounds are obtained by adding or by removing information: to add information results in a lower bound, to remove information results in an upper bound, and we show that adding less information improves the lower bound. We give a few illustrative examples and we observe that the upper bound is generally more accurate than the lower bounds.
Energy Technology Data Exchange (ETDEWEB)
Wollschlaeger, A.
1996-12-31
The presented particle tracking model is for the numerical calculation of heavy metal transport in natural waters. The Navier-Stokes-Equations are solved with the Finite-Element-Method. The advective movement of the particles is interpolated from the velocities on the discrete mesh. The influence of turbulence is simulated with a Random-Walk-Model where particles are distributed due to a given probability function. Both parts are added and lead to the new particle position. The characteristics of the heavy metals are assigned to the particules as their attributes. Dissolved heavy metals are transported only by the flow. Heavy metals which are bound to particulate matter have an additional settling velocity. The sorption and the remobilization processes are approximated through a probability law which maintains the proportionality ratio between dissolved heavy metals and those which are bound to particulate matter. At the bed heavy metals bound to particulate matter are subjected to deposition and erosion processes. The model treats these processes by considering the absorption intensity of the heavy metals to the bottom sediments. Calculations of the Weser estuary show that the particle tracking model allows the simulation of the heavy metal behaviour even under complex flow conditions. (orig.) [Deutsch] Das vorgestellte Partikelmodell dient zur numerischen Berechnung des Schwermetalltransports in natuerlichen Gewaessern. Die Navier-Stokes-Gleichungen werden mit der Methode der Finiten Elemente geloest. Die advektive Bewegung der Teilchen ergibt sich aus der Interpolation der Geschwindigkeiten auf dem diskreten Netz. Der Einfluss der Turbulenz wird mit einem Random-Walk-Modell simuliert, bei dem sich die Partikel anhand einer vorgegebenen Wahrscheinlichkeitsfunktion verteilen. Beide Bewegungsanteile werden zusammengefasst und ergeben die neue Partikelposition. Die Eigenschaften der Schwermetalle werden den Partikeln als Attribute zugeordnet. Geloeste Schwermetalle
Böinghoff, Christian; Kersting, Götz
2012-01-01
Intermediately subcritical branching processes in random environment are at the borderline between two subcritical regimes and exhibit a particularly rich behavior. In this paper, we prove a functional limit theorem for these processes. It is discussed together with two other recently proved limit theorems for the intermediately subcritical case and illustrated by several computer simulations.
From first-passage times of random walks in confinement to geometry-controlled kinetics
International Nuclear Information System (INIS)
We present a general theory which allows one to accurately evaluate the mean first-passage time (FPT) for regular random walks in bounded domains, and its extensions to related first-passage observables such as splitting probabilities and occupation times. It is showed that this analytical approach provides a universal scaling dependence of the mean FPT on both the volume of the confining domain and the source–target distance in the case of general scale invariant processes. This analysis is applicable to a broad range of stochastic processes characterized by scale-invariance properties. The full distribution of the FPT can be obtained using similar tools, and displays universal features. This allows to quantify the fluctuations of the FPT in confinement, and to reveal the key role that can be played by the starting position of the random walker. Applications to reaction kinetics in confinement are discussed
Effective-medium approximation for lattice random walks with long-range jumps
Thiel, Felix; Sokolov, Igor M.
2016-07-01
We consider the random walk on a lattice with random transition rates and arbitrarily long-range jumps. We employ Bruggeman's effective-medium approximation (EMA) to find the disorder-averaged (coarse-grained) dynamics. The EMA procedure replaces the disordered system with a cleverly guessed reference system in a self-consistent manner. We give necessary conditions on the reference system and discuss possible physical mechanisms of anomalous diffusion. In the case of a power-law scaling between transition rates and distance, lattice variants of Lévy-flights emerge as the effective medium, and the problem is solved analytically, bearing the effective anomalous diffusivity. Finally, we discuss several example distributions and demonstrate very good agreement with numerical simulations.
Two-step memory within Continuous Time Random Walk. Description of double-action market dynamics
Gubiec, Tomasz
2013-01-01
By means of a novel version of the Continuous-Time Random Walk (CTRW) model with memory, we describe, for instance, the stochastic process of a single share price on a double-auction market within the high frequency time scale. The memory present in the model is understood as dependence between successive share price jumps, while waiting times between price changes are considered as i.i.d. random variables. The range of this memory is defined herein by dependence between three successive jumps of the process. This dependence is motivated both empirically, by analysis of empirical two-point histograms, and theoretically, by analysis of the bid-ask bounce mechanism containing some delay. Our model turns out to be analytically solvable, which enables us a direct comparison of its predictions with empirical counterparts, for instance, with so significant and commonly used quantity as velocity autocorrelation function. This work strongly extends the capabilities of the CTRW formalism.
Sabot, Christophe
2011-01-01
Edge-reinforced random walk (ERRW), introduced by Coppersmith and Diaconis in 1986, is a random process that takes values in the vertex set of a graph G, which is more likely to cross edges it has visited before. We show that it can be interpreted as an annealed version of the Vertex-reinforced jump process (VRJP), conceived by Werner and first studied by Davis and Volkov (2002,2004), a continuous-time process favouring sites with more local time. We calculate, for any finite graph G, the limiting measure of the centred occupation time measure of VRJP, and interpret it as a supersymmetric hyperbolic sigma model in quantum field theory. This enables us to deduce that VRJP is recurrent in any dimension for large reinforcement, using a localisation result of Disertori and Spencer (2010).
Asymptotic results for the semi-Markovian random walk with delay
International Nuclear Information System (INIS)
In this study, the semi-Markovian random walk with a discrete interference of chance (X(t) ) is considered and under some weak assumptions the ergodicity of this process is discussed. Characteristic function of the ergodic distribution of X(t) is expressed by means of the probability characteristics of the boundary functionals (N,SN). Some exact formulas for first and second moments of ergodic distribution of the process X(t) are obtained when the random variable ζ1- s, which is describing a discrete interference of chance, has Gamma distribution on the interval [0, ∞) with parameter (α,λ) . Based on these results, the asymptotic expansions with three terms for the first two moments of the ergodic distribution of the process X(t) are obtained, as λ → 0. (author)
Counting the corners of a random walk and its application to traffic flow
International Nuclear Information System (INIS)
We study a system with two types of interacting particles on a one-dimensional lattice. Particles of the first type, which we call ‘active’, are able to detect particles of the second type (called ‘passive’). By relating the problem to a discrete random walk in one dimension with a fixed number of steps we determine the fraction of active and detected particles for both open and periodic boundary conditions as well as for the case where passive particles interact with both or only one neighbors. In the random walk picture, where the two particles types stand for steps in opposite directions, passive particles are detected whenever the resulting path has a corner. For open boundary conditions, it turns out that a simple mean field approximation reproduces the exact result if the particles interact with one neighbor only. A practical application of this problem is heterogeneous traffic flow with communicating and non-communicating vehicles. In this context communicating vehicles can be thought of as active particles which can by front (and rear) sensors detect the vehicle ahead (and behind) although these vehicles do not actively share information. Therefore, we also present simulation results which show the validity of our analysis for real traffic flow. (paper)
Local and global survival for nonhomogeneous random walk systems on Z
Bertacchi, Daniela; Zucca, Fabio
2012-01-01
We study an interacting random walk system on Z where at time 0 there is an active particle at 0 and one inactive particle on each site $n \\ge 1$. Particles become active when hit by another active particle. Once activated perform an asymmetric nearest neighbour random walk which depends only on the starting location of the particle. We give conditions for global survival, local survival and infinite activation both in the case where all particles are immortal and in the case where particles have geometrically distributed lifespan (with parameter depending on the starting location of the particle). In particular, in the immortal case, we prove a 0-1 law for the probability of local survival when all particles drift to the right. Besides that, we give sufficient conditions for local survival or local extinction when all particles drift to the left. In the mortal case, we provide sufficient conditions for global survival, local survival and local extinction. Analysis of explicit examples is provided.
Random Walks in Rindler Spacetime and String Theory at the Tip of the Cigar
Mertens, T G; Zakharov, V I
2014-01-01
In this paper, we discuss Rindler space string thermodynamics from a thermal scalar point of view as an explicit example of the results obtained in arXiv:1305.7443. We discuss the critical behavior of the string gas and interpret this as a random walk near the black hole horizon. Combining field theory arguments with the random walk path integral picture, we realize (at genus one) the picture put forward by Susskind of a long string surrounding black hole horizons. We find that thermodynamics is dominated by a long string living at string-scale distance from the horizon whose redshifted temperature is exactly the Rindler or Hawking temperature. We provide further evidence of the recent proposal for string theory at the tip of the cigar by arXiv:1208.3930 and arXiv:1305.4799 by comparing with the flat space orbifold approach to Rindler thermodynamics. We discuss all types of closed strings (bosonic, type II and heterotic strings).
A lattice-model representation of continuous-time random walks
Energy Technology Data Exchange (ETDEWEB)
Campos, Daniel [School of Mathematics, Department of Applied Mathematics, University of Manchester, Manchester M60 1QD (United Kingdom); Mendez, Vicenc [Grup de Fisica Estadistica, Departament de Fisica, Universitat Autonoma de Barcelona, 08193 Bellaterra (Barcelona) (Spain)], E-mail: daniel.campos@uab.es, E-mail: vicenc.mendez@uab.es
2008-02-29
We report some ideas for constructing lattice models (LMs) as a discrete approach to the reaction-dispersal (RD) or reaction-random walks (RRW) models. The analysis of a rather general class of Markovian and non-Markovian processes, from the point of view of their wavefront solutions, let us show that in some regimes their macroscopic dynamics (front speed) turns out to be different from that by classical reaction-diffusion equations, which are often used as a mean-field approximation to the problem. So, the convenience of a more general framework as that given by the continuous-time random walks (CTRW) is claimed. Here we use LMs as a numerical approach in order to support that idea, while in previous works our discussion was restricted to analytical models. For the two specific cases studied here, we derive and analyze the mean-field expressions for our LMs. As a result, we are able to provide some links between the numerical and analytical approaches studied.
Transverse momentum spectra of the produced hadrons at SPS energy and a random walk model
Indian Academy of Sciences (India)
Bedangadas Mohanty
2014-05-01
The transverse momentum spectra of the produced hadrons have been compared to a model, which is based on the assumption that a nucleus–nucleus collision is a superposition of isotropically decaying thermal sources at a given freeze-out temperature. The freeze-out temperature in nucleus–nucleus collisions is fixed from the inverse slope of the transverse momentum spectra of hadrons in nucleon–nucleon collision. The successive collisions in the nuclear reaction lead to gain in transverse momentum, as the nucleons propagate in the nucleus following a random walk pattern. The average transverse rapidity shift per collision is determined from the nucleon–nucleus collision data. Using this information, we obtain parameter-free result for the transverse momentum distribution of produced hadrons in nucleus–nucleus collisions. It is observed that such a model is able to explain the transverse mass spectra of the produced pions at SPS energies. However, it fails to satisfactorily explain the transverse mass spectra of kaons and protons. This indicates the presence of collective effect which cannot be accounted for, by the initial state collision broadening of transverse momentum of produced hadrons, the basis of random walk model.
A Random-Walk Based Privacy-Preserving Access Control for Online Social Networks
Directory of Open Access Journals (Sweden)
You-sheng Zhou
2016-02-01
Full Text Available Online social networks are popularized with people to connect friends, share resources etc. Meanwhile, the online social networks always suffer the problem of privacy exposure. The existing methods to prevent exposure are to enforce access control provided by the social network providers or social network users. However, those enforcements are impractical since one of essential goal of social network application is to share updates freely and instantly. To better the security and availability in social network applications, a novel random walking based access control of social network is proposed in this paper. Unlike using explicit attribute based match in the existing schemes, the results from random walking are employed to securely compute L1 distance between two social network users in the presented scheme, which not only avoids the leakage of private attributes, but also enables each social network user to define access control policy independently. The experimental results show that the proposed scheme can facilitate the access control for online social network.
International Nuclear Information System (INIS)
This paper presents an improved variational method suitable for inverting a problem associated with integral constrains. The method allows a global minimization. We minimized a cost function representing the mismatch between the measurements and the output of a numerical model, to which we added a restoring term to a background. A way to process the covariance matrix associated with the above-weighted quadratic background is to model the control vectors using probabilistic principal component analysis (PPCA). The use of PPCA presents difficulties in the case of a large dataset representing the overall variability of the control space. We therefore developed a method based on a topological map model, which allows partition of the dataset into subsets more suited to the PPCA approach and thus leading to a local inversion by the variational method. A random walk based on a Markov chain was used to find the most appropriate subsets of the topological map by taking into account a priori information on the unknown vector. This random walk on a topological map allows us to reduce the number of subsets able to give the optimal solution and thus to achieve a better performance at a lower cost. An example of the application of this method to the shallow water acoustic tomography inverse problem, showing its effectiveness, is presented
Effective degrees of freedom of a random walk on a fractal.
Balankin, Alexander S
2015-12-01
We argue that a non-Markovian random walk on a fractal can be treated as a Markovian process in a fractional dimensional space with a suitable metric. This allows us to define the fractional dimensional space allied to the fractal as the ν-dimensional space F(ν) equipped with the metric induced by the fractal topology. The relation between the number of effective spatial degrees of freedom of walkers on the fractal (ν) and fractal dimensionalities is deduced. The intrinsic time of random walk in F(ν) is inferred. The Laplacian operator in F(ν) is constructed. This allows us to map physical problems on fractals into the corresponding problems in F(ν). In this way, essential features of physics on fractals are revealed. Particularly, subdiffusion on path-connected fractals is elucidated. The Coulomb potential of a point charge on a fractal embedded in the Euclidean space is derived. Intriguing attributes of some types of fractals are highlighted. PMID:26764671
De Bacco, Caterina; Guggiola, Alberto; Kühn, Reimer; Paga, Pierre
2016-05-01
Rare event statistics for random walks on complex networks are investigated using the large deviation formalism. Within this formalism, rare events are realised as typical events in a suitably deformed path-ensemble, and their statistics can be studied in terms of spectral properties of a deformed Markov transition matrix. We observe two different types of phase transition in such systems: (i) rare events which are singled out for sufficiently large values of the deformation parameter may correspond to localised modes of the deformed transition matrix; (ii) ‘mode-switching transitions’ may occur as the deformation parameter is varied. Details depend on the nature of the observable for which the rare event statistics is studied, as well as on the underlying graph ensemble. In the present paper we report results on rare events statistics for path averages of random walks in Erdős–Rényi and scale free networks. Large deviation rate functions and localisation properties are studied numerically. For observables of the type considered here, we also derive an analytical approximation for the Legendre transform of the large deviation rate function, which is valid in the large connectivity limit. It is found to agree well with simulations.
A random walk evolution model of wireless sensor networks and virus spreading
International Nuclear Information System (INIS)
In this paper, considering both cluster heads and sensor nodes, we propose a novel evolving a network model based on a random walk to study the fault tolerance decrease of wireless sensor networks (WSNs) due to node failure, and discuss the spreading dynamic behavior of viruses in the evolution model. A theoretical analysis shows that the WSN generated by such an evolution model not only has a strong fault tolerance, but also can dynamically balance the energy loss of the entire network. It is also found that although the increase of the density of cluster heads in the network reduces the network efficiency, it can effectively inhibit the spread of viruses. In addition, the heterogeneity of the network improves the network efficiency and enhances the virus prevalence. We confirm all the theoretical results with sufficient numerical simulations. (general)
Note: Network random walk model of two-state protein folding: Test of the theory
Berezhkovskii, Alexander M.; Murphy, Ronan D.; Buchete, Nicolae-Viorel
2013-01-01
We study two-state protein folding in the framework of a toy model of protein dynamics. This model has an important advantage: it allows for an analytical solution for the sum of folding and unfolding rate constants [A. M. Berezhkovskii, F. Tofoleanu, and N.-V. Buchete, J. Chem. Theory Comput. 7, 2370 (2011), 10.1021/ct200281d] and hence for the reactive flux at equilibrium. We use the model to test the Kramers-type formula for the reactive flux, which was derived assuming that the protein dynamics is described by a Markov random walk on a network of complex connectivity [A. Berezhkovskii, G. Hummer, and A. Szabo, J. Chem. Phys. 130, 205102 (2009), 10.1063/1.3139063]. It is shown that the Kramers-type formula leads to the same result for the reactive flux as the sum of the rate constants.
Continuous time random walk: Galilei invariance and relation for the nth moment
International Nuclear Information System (INIS)
We consider a decoupled continuous time random walk model with a generic waiting time probability density function (PDF). For the force-free case we derive an integro-differential diffusion equation which is related to the Galilei invariance for the probability density. We also derive a general relation which connects the nth moment in the presence of any external force to the second moment without external force, i.e. it is valid for any waiting time PDF. This general relation includes the generalized second Einstein relation, which connects the first moment in the presence of any external force to the second moment without any external force. These expressions for the first two moments are verified by using several kinds of the waiting time PDF. Moreover, we present new anomalous diffusion behaviours for a waiting time PDF given by a product of power-law and exponential function.
INTERNAL LINKS OF THE POLYMER CHAIN IN THE SELF−AVOIDING RANDOM WALKS STATISTICS
Medvedevskikh, Yu; Kochnev, A; Zaikov, G.; Abzaldinov, Kh
2013-01-01
В рамках статистики случайных блужданий без самопересечения (СББС) предлагается вывод распределения внутренней n -связи (1Within the frame of the self−avoiding random walks statistics (SARWS), the derivation of the internal n−link (1
Vilanova, Guillermo; Colominas, Ignasi; Gomez, Hector
2014-03-01
The growth of new vascular networks from pre-existing capillaries (angiogenesis) plays a pivotal role in tumor development. Mathematical modeling of tumor-induced angiogenesis may help understand the underlying biology of the process and provide new hypotheses for experimentation. Here, we couple an existing deterministic continuum theory with a discrete random walk, proposing a new model that accounts for chemotactic and haptotactic cellular migration. We propose an efficient numerical method to approximate the solution of the model. The accuracy, stability and effectiveness of our algorithms permitted us to perform large-scale three-dimensional simulations which, in contrast to two-dimensional calculations, show a topological complexity similar to that found in experiments. Finally, we use our model and simulations to investigate the role of haptotaxis and chemotaxis in the mobility of tip endothelial cells and its influence in the final vascular patterns.
Hydration Free Energy from Orthogonal Space Random Walk and Polarizable Force Field.
Abella, Jayvee R; Cheng, Sara Y; Wang, Qiantao; Yang, Wei; Ren, Pengyu
2014-07-01
The orthogonal space random walk (OSRW) method has shown enhanced sampling efficiency in free energy calculations from previous studies. In this study, the implementation of OSRW in accordance with the polarizable AMOEBA force field in TINKER molecular modeling software package is discussed and subsequently applied to the hydration free energy calculation of 20 small organic molecules, among which 15 are positively charged and five are neutral. The calculated hydration free energies of these molecules are compared with the results obtained from the Bennett acceptance ratio method using the same force field, and overall an excellent agreement is obtained. The convergence and the efficiency of the OSRW are also discussed and compared with BAR. Combining enhanced sampling techniques such as OSRW with polarizable force fields is very promising for achieving both accuracy and efficiency in general free energy calculations. PMID:25018674
International Nuclear Information System (INIS)
The dynamics of a complex system is usually recorded in the form of time series, which can be studied through its visibility graph from a complex network perspective. We investigate the visibility graphs extracted from fractional Brownian motions and multifractal random walks, and find that the degree distributions exhibit power-law behaviors, in which the power-law exponent α is a linear function of the Hurst index H of the time series. We also find that the degree distribution of the visibility graph is mainly determined by the temporal correlation of the original time series with minor influence from the possible multifractal nature. As an example, we study the visibility graphs constructed from three Chinese stock market indexes and unveil that the degree distributions have power-law tails, where the tail exponents of the visibility graphs and the Hurst indexes of the indexes are close to the α∼H linear relationship.
RecRWR: A Recursive Random Walk Method for Improved Identification of Diseases
Directory of Open Access Journals (Sweden)
Joel Perdiz Arrais
2015-01-01
Full Text Available High-throughput methods such as next-generation sequencing or DNA microarrays lack precision, as they return hundreds of genes for a single disease profile. Several computational methods applied to physical interaction of protein networks have been successfully used in identification of the best disease candidates for each expression profile. An open problem for these methods is the ability to combine and take advantage of the wealth of biomedical data publicly available. We propose an enhanced method to improve selection of the best disease targets for a multilayer biomedical network that integrates PPI data annotated with stable knowledge from OMIM diseases and GO biological processes. We present a comprehensive validation that demonstrates the advantage of the proposed approach, Recursive Random Walk with Restarts (RecRWR. The obtained results outline the superiority of the proposed approach, RecRWR, in identifying disease candidates, especially with high levels of biological noise and benefiting from all data available.
Ni, Xiao-Hui; Jiang, Zhi-Qiang; Zhou, Wei-Xing
2009-10-01
The dynamics of a complex system is usually recorded in the form of time series, which can be studied through its visibility graph from a complex network perspective. We investigate the visibility graphs extracted from fractional Brownian motions and multifractal random walks, and find that the degree distributions exhibit power-law behaviors, in which the power-law exponent α is a linear function of the Hurst index H of the time series. We also find that the degree distribution of the visibility graph is mainly determined by the temporal correlation of the original time series with minor influence from the possible multifractal nature. As an example, we study the visibility graphs constructed from three Chinese stock market indexes and unveil that the degree distributions have power-law tails, where the tail exponents of the visibility graphs and the Hurst indexes of the indexes are close to the α∼H linear relationship.
On the temporal order of first-passage times in one-dimensional lattice random walks
Sanders, J. B.; Temme, N. M.
2005-10-01
A random walk problem with particles on discrete double infinite linear grids is discussed. The model is based on the work of Montroll and others. A probability connected with the problem is given in the form of integrals containing modified Bessel functions of the first kind. By using several transformations, simpler integrals are obtained from which for two and three particles asymptotic approximations are derived for large values of the parameters. Expressions of the probability for n particles are also derived.I returned and saw under the sun, that the race is not to the swift, nor the battle to the strong, neither yet bread to the wise, nor yet riches to men of understanding, nor yet favour to men of skill; but time and chance happeneth to them all. George Orwell, Politics and the English Language, Selected Essays, Penguin Books, 1957. (The citation is from Ecclesiastes 9:11.)
Exact Statistics of Record Increments of Random Walks and Lévy Flights.
Godrèche, Claude; Majumdar, Satya N; Schehr, Grégory
2016-07-01
We study the statistics of increments in record values in a time series {x_{0}=0,x_{1},x_{2},…,x_{n}} generated by the positions of a random walk (discrete time, continuous space) of duration n steps. For arbitrary jump length distribution, including Lévy flights, we show that the distribution of the record increment becomes stationary, i.e., independent of n for large n, and compute it explicitly for a wide class of jump distributions. In addition, we compute exactly the probability Q(n) that the record increments decrease monotonically up to step n. Remarkably, Q(n) is universal (i.e., independent of the jump distribution) for each n, decaying as Q(n)∼A/sqrt[n] for large n, with a universal amplitude A=e/sqrt[π]=1.53362…. PMID:27419552
Random walk theory of jamming in a cellular automaton model for traffic flow
Barlovic, Robert; Schadschneider, Andreas; Schreckenberg, Michael
2001-05-01
The jamming behavior of a single lane traffic model based on a cellular automaton approach is studied. Our investigations concentrate on the so-called VDR model which is a simple generalization of the well-known Nagel-Schreckenberg model. In the VDR model one finds a separation between a free flow phase and jammed vehicles. This phase separation allows to use random walk like arguments to predict the resolving probabilities and lifetimes of jam clusters or disturbances. These predictions are in good agreement with the results of computer simulations and even become exact for a special case of the model. Our findings allow a deeper insight into the dynamics of wide jams occuring in the model.
Fuzzy overlapping community detection based on local random walk and multidimensional scaling
Wang, Wenjun; Liu, Dong; Liu, Xiao; Pan, Lin
2013-12-01
A fuzzy overlapping community is an important kind of overlapping community in which each node belongs to each community to different extents. It exists in many real networks but how to identify a fuzzy overlapping community is still a challenging task. In this work, the concept of local random walk and a new distance metric are introduced. Based on the new distance measurement, the dissimilarity index between each node of a network is calculated firstly. Then in order to keep the original node distance as much as possible, the network structure is mapped into low-dimensional space by the multidimensional scaling (MDS). Finally, the fuzzy c-means clustering is employed to find fuzzy communities in a network. The experimental results show that the proposed algorithm is effective and efficient to identify the fuzzy overlapping communities in both artificial networks and real-world networks.
A semi-infinite random walk associated with the game of roulette
El-Shehawey, M. A.
2002-03-01
This paper is concerned with a discrete time random walk on the integers 0,1,2,... which arises in the game of roulette. At each step either a unit displacement to the left with probability 1-p or a fixed multiple displacement to the right with probability p can occur. There is a partially absorbing barrier at the origin, the probabilities of reflection and absorption at 0 are ρ and 1-ρ, respectively. Using generating functions and Lagrange's theorem for the expansion of a function as a power series, explicit expression for the probabilities of the player's capital at the nth step are deduced, as well as the probabilities of ultimate absorption at the origin.
March, N. H.; Moreno, A. J.
2016-06-01
The critical exponent ν for randomly branched polymers with dimensionality d equal to 3, is known exactly as 1/2. Here, we invoke an already available string theory model to predict the remaining static critical exponents. Utilizing results of Hsu et al. (Comput Phys Commun. 2005;169:114-116), results are added for d = 8. Experiment plus simulation would now be important to confirm, or if necessary to refine, the proposed values.
Guha Roy, Abhijit; Conjeti, Sailesh; Carlier, Stéphane G; Dutta, Pranab K; Kastrati, Adnan; Laine, Andrew F; Navab, Nassir; Katouzian, Amin; Sheet, Debdoot
2016-03-01
Intravascular imaging using ultrasound or optical coherence tomography (OCT) is predominantly used to adjunct clinical information in interventional cardiology. OCT provides high-resolution images for detailed investigation of atherosclerosis-induced thickening of the lumen wall resulting in arterial blockage and triggering acute coronary events. However, the stochastic uncertainty of speckles limits effective visual investigation over large volume of pullback data, and clinicians are challenged by their inability to investigate subtle variations in the lumen topology associated with plaque vulnerability and onset of necrosis. This paper presents a lumen segmentation method using OCT imaging physics-based graph representation of signals and random walks image segmentation approaches. The edge weights in the graph are assigned incorporating OCT signal attenuation physics models. Optical backscattering maxima is tracked along each A-scan of OCT and is subsequently refined using global graylevel statistics and used for initializing seeds for the random walks image segmentation. Accuracy of lumen versus tunica segmentation has been measured on 15 in vitro and 6 in vivo pullbacks, each with 150-200 frames using 1) Cohen's kappa coefficient (0.9786 ±0.0061) measured with respect to cardiologist's annotation and 2) divergence of histogram of the segments computed with Kullback-Leibler (5.17 ±2.39) and Bhattacharya measures (0.56 ±0.28). High segmentation accuracy and consistency substantiates the characteristics of this method to reliably segment lumen across pullbacks in the presence of vulnerability cues and necrotic pool and has a deterministic finite time-complexity. This paper in general also illustrates the development of methods and framework for tissue classification and segmentation incorporating cues of tissue-energy interaction physics in imaging. PMID:25700476
Shirai, Tomoyuki
2003-01-01
For a certain class of reversible random walks possibly with drift on an abelian covering graph of a finite graph, using the technique of twisted transition operator, we obtain the asymptotic behavior of the $n$-step transition probability $p_n(x,y)$ as $n \\to \\infty$ and give an expression of the constant which appears in the asymptotics.
DEFF Research Database (Denmark)
Mikosch, Thomas Valentin; Moser, Martin
2013-01-01
We investigate the maximum increment of a random walk with heavy-tailed jump size distribution. Here heavy-tailedness is understood as regular variation of the finite-dimensional distributions. The jump sizes constitute a strictly stationary sequence. Using a continuous mapping argument acting on...
Bang, Dae-Hyouk; Son, Young-Lan
2016-01-01
[Purpose] To investigate the effects of intensive aerobic exercise on respiratory capacity and walking ability in chronic stroke patients. [Subjects and Methods] The subjects were randomly assigned to an experimental group (n=6) or a control group (n=6). Patients in the experimental group received intensive aerobic exercise for 30 minutes and traditional physical therapy once a day, five days a week, for four weeks. The control group received aerobic exercise for 30 minutes and traditional physical therapy for 30 minutes a day, five days a week, for four weeks. [Results] After the intervention, both groups showed significant improvements in the forced vital capacity, forced expiratory volume in one second, 10-meter walking test, and six-minute walking test over the baseline results. The comparison of the two groups after the intervention revealed that the experimental group showed more significant improvements in the forced vital capacity, forced expiratory volume in one second, and six-minute walking test. There was no significant difference in saturation pulse oximetry oxygen and 10-meter walking test between the groups. [Conclusion] The results of this study suggest that intensive aerobic exercise has a positive effect on respiratory capacity and walking endurance in patients with chronic stroke.
Random Walk-Based Solution to Triple Level Stochastic Point Location Problem.
Jiang, Wen; Huang, De-Shuang; Li, Shenghong
2016-06-01
This paper considers the stochastic point location (SPL) problem as a learning mechanism trying to locate a point on a real line via interacting with a random environment. Compared to the stochastic environment in the literatures that confines the learning mechanism to moving in two directions, i.e., left or right, this paper introduces a general triple level stochastic environment which not only tells the learning mechanism to go left or right, but also informs it to stay unmoved. It is easy to understand, as we will prove in this paper, that the environment reported in the previous literatures is just a special case of the triple level environment. And a new learning algorithm, named as random walk-based triple level learning algorithm, is proposed to locate an unknown point under this new type of environment. In order to examine the performance of this algorithm, we divided the triple level SPL problems into four distinguished scenarios by the properties of the unknown point and the stochastic environment, and proved that even under the triple level nonstationary environment and the convergence condition having not being satisfied for some time, which are rarely considered in existing SPL problems, the proposed learning algorithm is still working properly whenever the unknown point is static or evolving with time. Extensive experiments validate our theoretical analyses and demonstrate that the proposed learning algorithms are quite effective and efficient. PMID:26168455
Testing the imprint of non-standard cosmologies on void profiles using Monte Carlo random walks
Achitouv, Ixandra
2016-01-01
Using a Monte Carlo random walks of a log-normal distribution, we show how to qualitatively study void properties for non-standard cosmologies. We apply this method to an f(R) modified gravity model and recover the N-body simulation results of (Achitouv et al. 2016) for the void profiles and their deviation from GR. This method can potentially be extended to study other properties of the large scale structures such as the abundance of voids or overdense environments. We also introduce a new way to identify voids in the cosmic web, using only a few measurements of the density fluctuations around random positions. This algorithm allows to select voids with specific profiles and radii. As a consequence, we can target classes of voids with higher differences between f(R) and standard gravity void profiles. Finally we apply our void criteria to galaxy mock catalogues and discuss how the flexibility of our void finder can be used to reduce systematics errors when probing the growth rate in the galaxy-void correlati...
A Markov random walk under constraint for discovering overlapping communities in complex networks
International Nuclear Information System (INIS)
The detection of overlapping communities in complex networks has motivated recent research in relevant fields. Aiming to address this problem, we propose a Markov-dynamics-based algorithm, called UEOC, which means 'unfold and extract overlapping communities'. In UEOC, when identifying each natural community that overlaps, a Markov random walk method combined with a constraint strategy, which is based on the corresponding annealed network (degree conserving random network), is performed to unfold the community. Then, a cutoff criterion with the aid of a local community function, called conductance, which can be thought of as the ratio between the number of edges inside the community and those leaving it, is presented to extract this emerged community from the entire network. The UEOC algorithm depends on only one parameter whose value can be easily set, and it requires no prior knowledge of the hidden community structures. The proposed UEOC has been evaluated both on synthetic benchmarks and on some real-world networks, and has been compared with a set of competing algorithms. The experimental result has shown that UEOC is highly effective and efficient for discovering overlapping communities
Conditional limit theorems for intermediately subcritical branching processes in random environment
Afanasyev, Valeriy; Kersting, Götz; Vatutin, Vladimir
2011-01-01
For a branching process in random environment it is assumed that the offspring distribution of the individuals varies in a random fashion, independently from one generation to the other. For the subcritical regime a kind of phase transition appears. In this paper we study the intermediately subcritical case, which constitutes the borderline within this phase transition. We study the asymptotic behavior of the survival probability. Next the size of the population and the shape of the random environment conditioned on non-extinction is examined. Finally we show that conditioned on non-extinction periods of small and large population sizes alternate. This kind of 'bottleneck' behavior appears under the annealed approach only in the intermediately subcritical case.
Financial Data Analysis by means of Coupled Continuous-Time Random Walk in Rachev-Rűschendorf Model
Jurlewicz, A.; Wyłomańska, A.; Żebrowski, P.
2008-09-01
We adapt the continuous-time random walk formalism to describe asset price evolution. We expand the idea proposed by Rachev and Rűschendorf who analyzed the binomial pricing model in the discrete time with randomization of the number of price changes. As a result, in the framework of the proposed model we obtain a mixture of the Gaussian and a generalized arcsine laws as the limiting distribution of log-returns. Moreover, we derive an European-call-option price that is an extension of the Black-Scholes formula. We apply the obtained theoretical results to model actual financial data and try to show that the continuous-time random walk offers alternative tools to deal with several complex issues of financial markets.
International Nuclear Information System (INIS)
We study the phenomenon of self-organized criticality (SOC) as a transport problem for electrically charged particles. A model for SOC based on the idea of a dynamic polarization response with random walks of the charge carriers gives critical exponents consistent with the results of numerical simulations of the traditional 'sandpile' SOC models, and stability properties, associated with the scaling of the control parameter versus distance to criticality. Relaxations of a supercritical system to SOC are stretched-exponential similar to the typically observed properties of non-Debye relaxation in disordered amorphous dielectrics. Overdriving the system near self-organized criticality is shown to have a destabilizing effect on the SOC state. This instability of the critical state constitutes a fascinating nonlinear system in which SOC and nonlocal properties can appear on an equal footing. The instability cycle is qualitatively similar to the internal kink ('fishbone') mode in a magnetically confined toroidal plasma where beams of energetic particles are injected at high power, and has serious implications for the functioning of complex systems. Theoretical analyses, presented here, are the basis for addressing the various patterns of self-organized critical behavior in connection with the strength of the driving. The results of this work also suggest a type of mixed behavior in which the typical multi-scale features due to SOC can coexist along with the global or coherent features as a consequence of the instability present. An example of this coexistence is speculated for the solar wind-magnetosphere interaction.
State-independent importance sampling for random walks with regularly varying increments
Directory of Open Access Journals (Sweden)
Karthyek R. A. Murthy
2015-03-01
Full Text Available We develop importance sampling based efficient simulation techniques for three commonly encountered rare event probabilities associated with random walks having i.i.d. regularly varying increments; namely, 1 the large deviation probabilities, 2 the level crossing probabilities, and 3 the level crossing probabilities within a regenerative cycle. Exponential twisting based state-independent methods, which are effective in efficiently estimating these probabilities for light-tailed increments are not applicable when the increments are heavy-tailed. To address the latter case, more complex and elegant state-dependent efficient simulation algorithms have been developed in the literature over the last few years. We propose that by suitably decomposing these rare event probabilities into a dominant and further residual components, simpler state-independent importance sampling algorithms can be devised for each component resulting in composite unbiased estimators with desirable efficiency properties. When the increments have infinite variance, there is an added complexity in estimating the level crossing probabilities as even the well known zero-variance measures have an infinite expected termination time. We adapt our algorithms so that this expectation is finite while the estimators remain strongly efficient. Numerically, the proposed estimators perform at least as well, and sometimes substantially better than the existing state-dependent estimators in the literature.
Energy Technology Data Exchange (ETDEWEB)
Geiger, S.; Cortis, A.; Birkholzer, J.T.
2010-04-01
Solute transport in fractured porous media is typically 'non-Fickian'; that is, it is characterized by early breakthrough and long tailing and by nonlinear growth of the Green function-centered second moment. This behavior is due to the effects of (1) multirate diffusion occurring between the highly permeable fracture network and the low-permeability rock matrix, (2) a wide range of advection rates in the fractures and, possibly, the matrix as well, and (3) a range of path lengths. As a consequence, prediction of solute transport processes at the macroscale represents a formidable challenge. Classical dual-porosity (or mobile-immobile) approaches in conjunction with an advection-dispersion equation and macroscopic dispersivity commonly fail to predict breakthrough of fractured porous media accurately. It was recently demonstrated that the continuous time random walk (CTRW) method can be used as a generalized upscaling approach. Here we extend this work and use results from high-resolution finite element-finite volume-based simulations of solute transport in an outcrop analogue of a naturally fractured reservoir to calibrate the CTRW method by extracting a distribution of retention times. This procedure allows us to predict breakthrough at other model locations accurately and to gain significant insight into the nature of the fracture-matrix interaction in naturally fractured porous reservoirs with geologically realistic fracture geometries.
Continuous time random walk analysis of solute transport in fractured porous media
Energy Technology Data Exchange (ETDEWEB)
Cortis, Andrea; Cortis, Andrea; Birkholzer, Jens
2008-06-01
The objective of this work is to discuss solute transport phenomena in fractured porous media, where the macroscopic transport of contaminants in the highly permeable interconnected fractures can be strongly affected by solute exchange with the porous rock matrix. We are interested in a wide range of rock types, with matrix hydraulic conductivities varying from almost impermeable (e.g., granites) to somewhat permeable (e.g., porous sandstones). In the first case, molecular diffusion is the only transport process causing the transfer of contaminants between the fractures and the matrix blocks. In the second case, additional solute transfer occurs as a result of a combination of advective and dispersive transport mechanisms, with considerable impact on the macroscopic transport behavior. We start our study by conducting numerical tracer experiments employing a discrete (microscopic) representation of fractures and matrix. Using the discrete simulations as a surrogate for the 'correct' transport behavior, we then evaluate the accuracy of macroscopic (continuum) approaches in comparison with the discrete results. However, instead of using dual-continuum models, which are quite often used to account for this type of heterogeneity, we develop a macroscopic model based on the Continuous Time Random Walk (CTRW) framework, which characterizes the interaction between the fractured and porous rock domains by using a probability distribution function of residence times. A parametric study of how CTRW parameters evolve is presented, describing transport as a function of the hydraulic conductivity ratio between fractured and porous domains.
Are the Variability Properties of the Kepler AGN Light Curves Consistent with a Damped Random Walk?
Kasliwal, Vishal P; Richards, Gordon T
2015-01-01
We test the consistency of active galactic nuclei (AGN) optical flux variability with the \\textit{damped random walk} (DRW) model. Our sample consists of 20 multi-quarter \\textit{Kepler} AGN light curves including both Type 1 and 2 Seyferts, radio-loud and -quiet AGN, quasars, and blazars. \\textit{Kepler} observations of AGN light curves offer a unique insight into the variability properties of AGN light curves because of the very rapid ($11.6-28.6$ min) and highly uniform rest-frame sampling combined with a photometric precision of $1$ part in $10^{5}$ over a period of 3.5 yr. We categorize the light curves of all 20 objects based on visual similarities and find that the light curves fall into 5 broad categories. We measure the first order structure function of these light curves and model the observed light curve with a general broken power-law PSD characterized by a short-timescale power-law index $\\gamma$ and turnover timescale $\\tau$. We find that less than half the objects are consistent with a DRW and ...
Pattern formation on networks with reactions: A continuous-time random-walk approach
Angstmann, C. N.; Donnelly, I. C.; Henry, B. I.
2013-03-01
We derive the generalized master equation for reaction-diffusion on networks from an underlying stochastic process, the continuous time random walk (CTRW). The nontrivial incorporation of the reaction process into the CTRW is achieved by splitting the derivation into two stages. The reactions are treated as birth-death processes and the first stage of the derivation is at the single particle level, taking into account the death process, while the second stage considers an ensemble of these particles including the birth process. Using this model we have investigated different types of pattern formation across the vertices on a range of networks. Importantly, the CTRW defines the Laplacian operator on the network in a non-ad hoc manner and the pattern formation depends on the structure of this Laplacian. Here we focus attention on CTRWs with exponential waiting times for two cases: one in which the rate parameter is constant for all vertices and the other where the rate parameter is proportional to the vertex degree. This results in nonsymmetric and symmetric CTRW Laplacians, respectively. In the case of symmetric Laplacians, pattern formation follows from the Turing instability. However in nonsymmetric Laplacians, pattern formation may be possible with or without a Turing instability.
Learning by random walks in the weight space of the Ising perceptron
International Nuclear Information System (INIS)
Several variants of a stochastic local search process for constructing the synaptic weights of an Ising perceptron are studied. In this process, binary patterns are sequentially presented to the Ising perceptron and are then learned as the synaptic weight configuration is modified through a chain of single- or double-weight flips within the compatible weight configuration space of the earlier learned patterns. This process is able to reach a storage capacity of α≈0.63 for pattern length N = 101 and α≈0.41 for N = 1001. If in addition a relearning process is exploited, the learning performance is further improved to a storage capacity of α≈0.80 for N = 101 and α≈0.42 for N = 1001. We found that, for a given learning task, the solutions constructed by the random walk learning process are separated by a typical Hamming distance, which decreases with the constraint density α of the learning task; at a fixed value of α, the width of the Hamming distance distribution decreases with N
Convex Hulls of Multiple Random Walks: A Large-Deviation Study
Dewenter, Timo; Hartmann, Alexander K; Majumdar, Satya N
2016-01-01
We study the polygons governing the convex hull of a point set created by the steps of $n$ independent two-dimensional random walkers. Each such walk consists of $T$ discrete time steps, where $x$ and $y$ increments are i.i.d. Gaussian. We analyze area $A$ and perimeter $L$ of the convex hulls. We obtain probability densities for these two quantities over a large range of the support by using a large-deviation approach allowing us to study densities below $10^{-900}$. We find that the densities exhibit a universal scaling behavior as a function of $A/T$ and $L/\\sqrt{T}$, respectively. As in the case of one walker ($n=1$), the densities follow Gaussian distributions for $L$ and $\\sqrt{A}$, respectively. We also obtained the rate functions for the area and perimeter, rescaled with the scaling behavior of their maximum possible values, and found limiting functions for $T \\rightarrow \\infty$, revealing that the densities follow the large-deviation principle. These rate functions can be described by a power law fo...
Integro-Differential Equations Associated with Continuous-Time Random Walk
Fa, Kwok Sau; Wang, K. G.
2013-05-01
The continuous-time random walk (CTRW) model is a useful tool for the description of diffusion in nonequilibrium systems, which is broadly applied in nature and life sciences, e.g., from biophysics to geosciences. In particular, the integro-differential equations for diffusion and diffusion-advection are derived asymptotically from the decoupled CTRW model and a generalized Chapmann-Kolmogorov equation, with generic waiting time probability density function (PDF) and external force. The advantage of the integro-differential equations is that they can be used to investigate the entire diffusion process i.e., covering initial-, intermediate- and long-time ranges of the process. Therefore, this method can distinguish the evolution detail for a system having the same behavior in the long-time limit but with different initial- and intermediate-time behaviors. An integro-differential equation for diffusion-advection is also presented for the description of the subdiffusive and superdiffusive regime. Moreover, the methods of solving the integro-differential equations are developed, and the analytic solutions for PDFs are obtained for the cases of force-free and linear force.
Open Quantum Random Walks: Ergodicity, Hitting Times, Gambler's Ruin and Potential Theory
Lardizabal, Carlos F.; Souza, Rafael R.
2016-09-01
In this work we study certain aspects of open quantum random walks (OQRWs), a class of quantum channels described by Attal et al. (J Stat Phys 147: 832-852, 2012). As a first objective we consider processes which are nonhomogeneous in time, i.e., at each time step, a possibly distinct evolution kernel. Inspired by a spectral technique described by Saloff-Coste and Zúñiga (Stoch Proc Appl 117: 961-979, 2007), we define a notion of ergodicity for finite nonhomogeneous quantum Markov chains and describe a criterion for ergodicity of such objects in terms of singular values. As a second objective, and based on a quantum trajectory approach, we study a notion of hitting time for OQRWs and we see that many constructions are variations of well-known classical probability results, with the density matrix degree of freedom on each site giving rise to systems which are seen to be nonclassical. In this way we are able to examine open quantum versions of the gambler's ruin, birth-and-death chain and a basic theorem on potential theory.
Coarse-graining complex dynamics: Continuous Time Random Walks vs. Record Dynamics
Sibani, Paolo
2013-02-01
Continuous Time Random Walks (CTRW) are widely used to coarse-grain the evolution of systems jumping from a metastable sub-set of their configuration space, or trap, to another via rare intermittent events. The multi-scaled behavior typical of complex dynamics is provided by a fat-tailed distribution of the waiting time between consecutive jumps. We first argue that CTRW are inadequate to describe macroscopic relaxation processes for three reasons: macroscopic variables are not self-averaging, memory effects require an all-knowing observer, and different mechanisms whereby the jumps affect macroscopic variables all produce identical long-time relaxation behaviors. Hence, CTRW shed no light on the link between microscopic and macroscopic dynamics. We then highlight how a more recent approach, Record Dynamics (RD), provides a viable alternative, based on a very different set of physical ideas: while CTRW make use of a renewal process involving identical traps of infinite size, RD embodies a dynamical entrenchment into a hierarchy of traps which are finite in size and possess different degrees of meta-stability. We show in particular how RD produces the stretched exponential, power-law and logarithmic relaxation behaviors ubiquitous in complex dynamics, together with the sub-diffusive time dependence of the Mean Square Displacement characteristic of single particles moving in a complex environment.
Calibration of Discrete Random Walk (DRW) Model via G.I Taylor's Dispersion Theory
Javaherchi, Teymour; Aliseda, Alberto
2012-11-01
Prediction of particle dispersion in turbulent flows is still an important challenge with many applications to environmental, as well as industrial, fluid mechanics. Several models of dispersion have been developed to predict particle trajectories and their relative velocities, in combination with a RANS-based simulation of the background flow. The interaction of the particles with the velocity fluctuations at different turbulent scales represents a significant difficulty in generalizing the models to the wide range of flows where they are used. We focus our attention on the Discrete Random Walk (DRW) model applied to flow in a channel, particularly to the selection of eddies lifetimes as realizations of a Poisson distribution with a mean value proportional to κ / ɛ . We present a general method to determine the constant of this proportionality by matching the DRW model dispersion predictions for fluid element and particle dispersion to G.I Taylor's classical dispersion theory. This model parameter is critical to the magnitude of predicted dispersion. A case study of its influence on sedimentation of suspended particles in a tidal channel with an array of Marine Hydrokinetic (MHK) turbines highlights the dependency of results on this time scale parameter. Support from US DOE through the Northwest National Marine Renewable Energy Center, a UW-OSU partnership.
Mandujano-Ramírez, Humberto J; González-Vázquez, José P; Oskam, Gerko; Dittrich, Thomas; Garcia-Belmonte, Germa; Mora-Seró, Iván; Bisquert, Juan; Anta, Juan A
2014-03-01
Many recent advances in novel solar cell technologies are based on charge separation in disordered semiconductor heterojunctions. In this work we use the Random Walk Numerical Simulation (RWNS) method to model the dynamics of electrons and holes in two disordered semiconductors in contact. Miller-Abrahams hopping rates and a tunnelling distance-dependent electron-hole annihilation mechanism are used to model transport and recombination, respectively. To test the validity of the model, three numerical "experiments" have been devised: (1) in the absence of constant illumination, charge separation has been quantified by computing surface photovoltage (SPV) transients. (2) By applying a continuous generation of electron-hole pairs, the model can be used to simulate a solar cell under steady-state conditions. This has been exploited to calculate open-circuit voltages and recombination currents for an archetypical bulk heterojunction solar cell (BHJ). (3) The calculations have been extended to nanostructured solar cells with inorganic sensitizers to study, specifically, non-ideality in the recombination rate. The RWNS model in combination with exponential disorder and an activated tunnelling mechanism for transport and recombination is shown to reproduce correctly charge separation parameters in these three "experiments". This provides a theoretical basis to study relevant features of novel solar cell technologies. PMID:24448680
Path statistics, memory, and coarse-graining of continuous-time random walks on networks
Manhart, Michael; Kion-Crosby, Willow; Morozov, Alexandre V.
2015-12-01
Continuous-time random walks (CTRWs) on discrete state spaces, ranging from regular lattices to complex networks, are ubiquitous across physics, chemistry, and biology. Models with coarse-grained states (for example, those employed in studies of molecular kinetics) or spatial disorder can give rise to memory and non-exponential distributions of waiting times and first-passage statistics. However, existing methods for analyzing CTRWs on complex energy landscapes do not address these effects. Here we use statistical mechanics of the nonequilibrium path ensemble to characterize first-passage CTRWs on networks with arbitrary connectivity, energy landscape, and waiting time distributions. Our approach can be applied to calculating higher moments (beyond the mean) of path length, time, and action, as well as statistics of any conservative or non-conservative force along a path. For homogeneous networks, we derive exact relations between length and time moments, quantifying the validity of approximating a continuous-time process with its discrete-time projection. For more general models, we obtain recursion relations, reminiscent of transfer matrix and exact enumeration techniques, to efficiently calculate path statistics numerically. We have implemented our algorithm in PathMAN (Path Matrix Algorithm for Networks), a Python script that users can apply to their model of choice. We demonstrate the algorithm on a few representative examples which underscore the importance of non-exponential distributions, memory, and coarse-graining in CTRWs.
Fluctuations around equilibrium laws in ergodic continuous-time random walks
Schulz, Johannes H. P.; Barkai, Eli
2015-06-01
We study occupation time statistics in ergodic continuous-time random walks. Under thermal detailed balance conditions, the average occupation time is given by the Boltzmann-Gibbs canonical law. But close to the nonergodic phase, the finite-time fluctuations around this mean are large and nontrivial. They exhibit dual time scaling and distribution laws: the infinite density of large fluctuations complements the Lévy-stable density of bulk fluctuations. Neither of the two should be interpreted as a stand-alone limiting law, as each has its own deficiency: the infinite density has an infinite norm (despite particle conservation), while the stable distribution has an infinite variance (although occupation times are bounded). These unphysical divergences are remedied by consistent use and interpretation of both formulas. Interestingly, while the system's canonical equilibrium laws naturally determine the mean occupation time of the ergodic motion, they also control the infinite and Lévy-stable densities of fluctuations. The duality of stable and infinite densities is in fact ubiquitous for these dynamics, as it concerns the time averages of general physical observables.
MAGNETIC FIELD LINE RANDOM WALK IN ISOTROPIC TURBULENCE WITH ZERO MEAN FIELD
International Nuclear Information System (INIS)
In astrophysical plasmas, magnetic field lines often guide the motions of thermal and non-thermal particles. The field line random walk (FLRW) is typically considered to depend on the Kubo number R = (b/B 0)(ℓ∥/ℓ ) for rms magnetic fluctuation b, large-scale mean field B 0, and parallel and perpendicular coherence scales ℓ∥ and ℓ , respectively. Here we examine the FLRW when R → ∞ by taking B 0 → 0 for finite bz (fluctuation component along B 0), which differs from the well-studied route with bz = 0 or bz << B 0 as the turbulence becomes quasi-two-dimensional (quasi-2D). Fluctuations with B 0 = 0 are typically isotropic, which serves as a reasonable model of interstellar turbulence. We use a non-perturbative analytic framework based on Corrsin's hypothesis to determine closed-form solutions for the asymptotic field line diffusion coefficient for three versions of the theory, which are directly related to the k –1 or k –2 moment of the power spectrum. We test these theories by performing computer simulations of the FLRW, obtaining the ratio of diffusion coefficients for two different parameterizations of a field line. Comparing this with theoretical ratios, the random ballistic decorrelation version of the theory agrees well with the simulations. All results exhibit an analog to Bohm diffusion. In the quasi-2D limit, previous works have shown that Corrsin-based theories deviate substantially from simulation results, but here we find that as B 0 → 0, they remain in reasonable agreement. We conclude that their applicability is limited not by large R, but rather by quasi-two-dimensionality
MAGNETIC FIELD LINE RANDOM WALK IN ISOTROPIC TURBULENCE WITH ZERO MEAN FIELD
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Sonsrettee, W.; Ruffolo, D.; Snodin, A. P.; Wongpan, P. [Department of Physics, Faculty of Science, Mahidol University, Bangkok 10400 (Thailand); Subedi, P.; Matthaeus, W. H. [Bartol Research Institute, University of Delaware, Newark, DE 19716 (United States); Chuychai, P., E-mail: bturbulence@gmail.com, E-mail: david.ruf@mahidol.ac.th, E-mail: andrew.snodin@gmail.com, E-mail: pat.wongpan@postgrad.otago.ac.nz, E-mail: piyanate@gmail.com, E-mail: prasub@udel.edu, E-mail: whm@udel.edu [Thailand Center of Excellence in Physics, CHE, Ministry of Education, Bangkok 10400 (Thailand)
2015-01-01
In astrophysical plasmas, magnetic field lines often guide the motions of thermal and non-thermal particles. The field line random walk (FLRW) is typically considered to depend on the Kubo number R = (b/B {sub 0})(ℓ{sub ∥}/ℓ ) for rms magnetic fluctuation b, large-scale mean field B {sub 0}, and parallel and perpendicular coherence scales ℓ{sub ∥} and ℓ , respectively. Here we examine the FLRW when R → ∞ by taking B {sub 0} → 0 for finite b{sub z} (fluctuation component along B {sub 0}), which differs from the well-studied route with b{sub z} = 0 or b{sub z} << B {sub 0} as the turbulence becomes quasi-two-dimensional (quasi-2D). Fluctuations with B {sub 0} = 0 are typically isotropic, which serves as a reasonable model of interstellar turbulence. We use a non-perturbative analytic framework based on Corrsin's hypothesis to determine closed-form solutions for the asymptotic field line diffusion coefficient for three versions of the theory, which are directly related to the k {sup –1} or k {sup –2} moment of the power spectrum. We test these theories by performing computer simulations of the FLRW, obtaining the ratio of diffusion coefficients for two different parameterizations of a field line. Comparing this with theoretical ratios, the random ballistic decorrelation version of the theory agrees well with the simulations. All results exhibit an analog to Bohm diffusion. In the quasi-2D limit, previous works have shown that Corrsin-based theories deviate substantially from simulation results, but here we find that as B {sub 0} → 0, they remain in reasonable agreement. We conclude that their applicability is limited not by large R, but rather by quasi-two-dimensionality.
Magnetic Field Line Random Walk in Isotropic Turbulence with Zero Mean Field
Sonsrettee, W.; Subedi, P.; Ruffolo, D.; Matthaeus, W. H.; Snodin, A. P.; Wongpan, P.; Chuychai, P.
2015-01-01
In astrophysical plasmas, magnetic field lines often guide the motions of thermal and non-thermal particles. The field line random walk (FLRW) is typically considered to depend on the Kubo number R = (b/B 0)(l∥/l) for rms magnetic fluctuation b, large-scale mean field B 0, and parallel and perpendicular coherence scales l∥ and l, respectively. Here we examine the FLRW when R → ∞ by taking B 0 → 0 for finite bz (fluctuation component along B 0), which differs from the well-studied route with bz = 0 or bz Lt B 0 as the turbulence becomes quasi-two-dimensional (quasi-2D). Fluctuations with B 0 = 0 are typically isotropic, which serves as a reasonable model of interstellar turbulence. We use a non-perturbative analytic framework based on Corrsin's hypothesis to determine closed-form solutions for the asymptotic field line diffusion coefficient for three versions of the theory, which are directly related to the k -1 or k -2 moment of the power spectrum. We test these theories by performing computer simulations of the FLRW, obtaining the ratio of diffusion coefficients for two different parameterizations of a field line. Comparing this with theoretical ratios, the random ballistic decorrelation version of the theory agrees well with the simulations. All results exhibit an analog to Bohm diffusion. In the quasi-2D limit, previous works have shown that Corrsin-based theories deviate substantially from simulation results, but here we find that as B 0 → 0, they remain in reasonable agreement. We conclude that their applicability is limited not by large R, but rather by quasi-two-dimensionality.
Magnetic Field Line Random Walk in Isotropic Turbulence with Varying Mean Field
Sonsrettee, W.; Subedi, P.; Ruffolo, D.; Matthaeus, W. H.; Snodin, A. P.; Wongpan, P.; Chuychai, P.; Rowlands, G.; Vyas, S.
2016-08-01
In astrophysical plasmas, the magnetic field line random walk (FLRW) plays an important role in guiding particle transport. The FLRW behavior is scaled by the Kubo number R=(b/{B}0)({{\\ell }}\\parallel /{{\\ell }}\\perp ) for rms magnetic fluctuation b, large-scale mean field {{\\boldsymbol{B}}}0, and coherence scales parallel ({{\\ell }}\\parallel ) and perpendicular ({{\\ell }}\\perp ) to {{\\boldsymbol{B}}}0. Here we use a nonperturbative analytic framework based on Corrsin’s hypothesis, together with direct computer simulations, to examine the R-scaling of the FLRW for varying B 0 with finite b and isotropic fluctuations with {{\\ell }}\\parallel /{{\\ell }}\\perp =1, instead of the well-studied route of varying {{\\ell }}\\parallel /{{\\ell }}\\perp for b \\ll {B}0. The FLRW for isotropic magnetic fluctuations is also of astrophysical interest regarding transport processes in the interstellar medium. With a mean field, fluctuations may have variance anisotropy, so we consider limiting cases of isotropic variance and transverse variance (with b z = 0). We obtain analytic theories, and closed-form solutions for extreme cases. Padé approximants are provided to interpolate all versions of theory and simulations to any B 0. We demonstrate that, for isotropic turbulence, Corrsin-based theories generally work well, and with increasing R there is a transition from quasilinear to Bohm diffusion. This holds even with b z = 0, when different routes to R\\to ∞ are mathematically equivalent; in contrast with previous studies, we find that a Corrsin-based theory with random ballistic decorrelation works well even up to R = 400, where the effects of trapping are barely perceptible in simulation results.
Terçariol, César Augusto Sangaletti; Martinez, Alexandre Souto
2008-09-01
Consider a random medium consisting of N points randomly distributed so that there is no correlation among the distances separating them. This is the random link model, which is the high dimensionality limit (mean-field approximation) for the Euclidean random point structure. In the random link model, at discrete time steps, a walker moves to the nearest point, which has not been visited in the last mu steps (memory), producing a deterministic partially self-avoiding walk (the tourist walk). We have analytically obtained the distribution of the number n of points explored by the walker with memory mu=2 , as well as the transient and period joint distribution. This result enables us to explain the abrupt change in the exploratory behavior between the cases mu=1 (memoryless walker, driven by extreme value statistics) and mu=2 (walker with memory, driven by combinatorial statistics). In the mu=1 case, the mean newly visited points in the thermodynamic limit (N1) is just n=e=2.72... while in the mu=2 case, the mean number n of visited points grows proportionally to N;{12} . Also, this result allows us to establish an equivalence between the random link model with mu=2 and random map (uncorrelated back and forth distances) with mu=0 and the abrupt change between the probabilities for null transient time and subsequent ones. PMID:18850997
A non-Levy random walk in chacma baboons: what does it mean?
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Cédric Sueur
Full Text Available The Lévy walk is found from amoebas to humans and has been described as the optimal strategy for food research. Recent results, however, have generated controversy about this conclusion since animals also display alternatives to the Lévy walk such as the Brownian walk or mental maps and because movement patterns found in some species only seem to depend on food patches distribution. Here I show that movement patterns of chacma baboons do not follow a Lévy walk but a Brownian process. Moreover this Brownian walk is not the main process responsible for movement patterns of baboons. Findings about their speed and trajectories show that baboons use metal maps and memory to find resources. Thus the Brownian process found in this species appears to be more dependent on the environment or might be an alternative when known food patches are depleted and when animals have to find new resources.
Camilleri, Elizabeth; Rohde, Peter P.; Twamley, Jason
2014-01-01
Quantum walks exhibit many unique characteristics compared to classical random walks. In the classical setting, self-avoiding random walks have been studied as a variation on the usual classical random walk. Classical self-avoiding random walks have found numerous applications, most notably in the modeling of protein folding. We consider the analogous problem in the quantum setting. We complement a quantum walk with a memory register that records where the walker has previously resided. The w...
Multifractality and thermodynamics on financial markets - Continuous-Time Random Walk approach
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We thoroughly study the thermodynamic properties of the anomalous multifractal structure of random interevent (or intertransaction) times for futures contracts by using Continuous-Time Random Walk (CTRW) formalism of Montroll-Weiss, as well as Scher and Lax. Although the approach is quite general (and can be applied to any inter-human communication having nontrivial priority) we consider it in the context of the financial market where heterogeneous agent activities can occur within a wide spectrum of time scales. We found as the main, general consequence that within this extended formalism the scaling power-dependent partition function, Z(q), diverges for any negative scaling powers q (which justify the name anomalous), while for the positive ones it possesses scaling with exponent τ(q) which is a non-analytic (singular) function of q. In the definition of the partition function we used the pausing-time distribution as the central one, which has the form of a convolution (or superstatistics used, e.g., for the description of turbulence as well as a speculative market). Its integral kernel is given by the stretched exponential distribution (often used in disordered systems). This is an intermediate one between the exponential distribution assumed in the original version of the CTRW formalism (for description of the transient photocurrent measured in amorphous glossy material) and the Gaussian one sometimes used in this context (e.g. for discussion of hydrogen in amorphous metals and for aging effects in glasses). A more refined but heuristic analytical prediction was also considered. We argue that this superstatistics defines a kind of non-geometric random multiplicative cascadic process (while the geometric one was used, e.g., in the fully developed turbulence) which says how the investor activities are spreading among different scales ruled by fluctuations. As the most important result we found (by using the saddle-point approximation) the third- and higher
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Purpose: The objective of this study was to find the best seed localization parameters in random walk algorithm application to lung tumor delineation in Positron Emission Tomography (PET) images. Methods: PET images suffer from statistical noise and therefore tumor delineation in these images is a challenging task. Random walk algorithm, a graph based image segmentation technique, has reliable image noise robustness. Also its fast computation and fast editing characteristics make it powerful for clinical purposes. We implemented the random walk algorithm using MATLAB codes. The validation and verification of the algorithm have been done by 4D-NCAT phantom with spherical lung lesions in different diameters from 20 to 90 mm (with incremental steps of 10 mm) and different tumor to background ratios of 4:1 and 8:1. STIR (Software for Tomographic Image Reconstruction) has been applied to reconstruct the phantom PET images with different pixel sizes of 2×2×2 and 4×4×4 mm3. For seed localization, we selected pixels with different maximum Standardized Uptake Value (SUVmax) percentages, at least (70%, 80%, 90% and 100%) SUVmax for foreground seeds and up to (20% to 55%, 5% increment) SUVmax for background seeds. Also, for investigation of algorithm performance on clinical data, 19 patients with lung tumor were studied. The resulted contours from algorithm have been compared with nuclear medicine expert manual contouring as ground truth. Results: Phantom and clinical lesion segmentation have shown that the best segmentation results obtained by selecting the pixels with at least 70% SUVmax as foreground seeds and pixels up to 30% SUVmax as background seeds respectively. The mean Dice Similarity Coefficient of 94% ± 5% (83% ± 6%) and mean Hausdorff Distance of 1 (2) pixels have been obtained for phantom (clinical) study. Conclusion: The accurate results of random walk algorithm in PET image segmentation assure its application for radiation treatment planning and
Random walk and graph cut for co-segmentation of lung tumor on PET-CT images
Ju, Wei; Xiang, Deihui; Zhang, Bin; Wang, Lirong; Kopriva, Ivica; Chen, Xinjian
2015-01-01
Accurate lung tumor delineation plays an important role in radiotherapy treatment planning. Since the lung tumor has poor boundary in positron emission tomography (PET) images and low contrast in computed tomography (CT) images, segmentation of tumor in the PET and CT images is a challenging task. In this paper, we effectively integrate the two modalities by making fully use of the superior contrast of PET images and superior spatial resolution of CT images. Random walk and graph cut method i...
Systematic Angle Random Walk Estimation of the Constant Rate Biased Ring Laser Gyro
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Guohu Feng
2013-02-01
Full Text Available An actual account of the angle random walk (ARW coefficients of gyros in the constant rate biased rate ring laser gyro (RLG inertial navigation system (INS is very important in practical engineering applications. However, no reported experimental work has dealt with the issue of characterizing the ARW of the constant rate biased RLG in the INS. To avoid the need for high cost precise calibration tables and complex measuring set-ups, the objective of this study is to present a cost-effective experimental approach to characterize the ARW of the gyros in the constant rate biased RLG INS. In the system, turntable dynamics and other external noises would inevitably contaminate the measured RLG data, leading to the question of isolation of such disturbances. A practical observation model of the gyros in the constant rate biased RLG INS was discussed, and an experimental method based on the fast orthogonal search (FOS for the practical observation model to separate ARW error from the RLG measured data was proposed. Validity of the FOS-based method was checked by estimating the ARW coefficients of the mechanically dithered RLG under stationary and turntable rotation conditions. By utilizing the FOS-based method, the average ARW coefficient of the constant rate biased RLG in the postulate system is estimated. The experimental results show that the FOS-based method can achieve high denoising ability. This method estimate the ARW coefficients of the constant rate biased RLG in the postulate system accurately. The FOS-based method does not need precise calibration table with high cost and complex measuring set-up, and Statistical results of the tests will provide us references in engineering application of the constant rate biased RLG INS.
Recchia, Stephen
Kevlar is the most common high-end plastic filament yarn used in body armor, tire reinforcement, and wear resistant applications. Kevlar is a trade name for an aramid fiber. These are fibers in which the chain molecules are highly oriented along the fiber axis, so the strength of the chemical bond can be exploited. The bulk material is extruded into filaments that are bound together into yarn, which may be chorded with other materials as in car tires, woven into a fabric, or layered in an epoxy to make composite panels. The high tensile strength to low weight ratio makes this material ideal for designs that decrease weight and inertia, such as automobile tires, body panels, and body armor. For designs that use Kevlar, increasing the strength, or tenacity, to weight ratio would improve performance or reduce cost of all products that are based on this material. This thesis computationally and experimentally investigates the tenacity and stiffness of Kevlar yarns with varying twist ratios. The test boundary conditions were replicated with a geometrically accurate finite element model, resulting in a customized code that can reproduce tortuous filaments in a yarn was developed. The solid model geometry capturing filament tortuosity was implemented through a random walk method of axial geometry creation. A finite element analysis successfully recreated the yarn strength and stiffness dependency observed during the tests. The physics applied in the finite element model was reproduced in an analytical equation that was able to predict the failure strength and strain dependency of twist ratio. The analytical solution can be employed to optimize yarn design for high strength applications.
Anisotropy of the monomer random walk in a polymer melt: local-order and connectivity effects
Bernini, S.; Leporini, D.
2016-05-01
The random walk of a bonded monomer in a polymer melt is anisotropic due to local order and bond connectivity. We investigate both effects by molecular-dynamics simulations on melts of fully-flexible linear chains ranging from dimers (M = 2) up to entangled polymers (M = 200). The corresponding atomic liquid is also considered a reference system. To disentangle the influence of the local geometry and the bond arrangements, and to reveal their interplay, we define suitable measures of the anisotropy emphasising either the former or the latter aspect. Connectivity anisotropy, as measured by the correlation between the initial bond orientation and the direction of the subsequent monomer displacement, shows a slight enhancement due to the local order at times shorter than the structural relaxation time. At intermediate times—when the monomer displacement is comparable to the bond length—a pronounced peak and then decays slowly as t ‑1/2, becoming negligible when the displacement is as large as about five bond lengths, i.e. about four monomer diameters or three Kuhn lengths. Local-geometry anisotropy, as measured by the correlation between the initial orientation of a characteristic axis of the Voronoi cell and the subsequent monomer dynamics, is affected at shorter times than the structural relaxation time by the cage shape with antagonistic disturbance by the connectivity. Differently, at longer times, the connectivity favours the persistence of the local-geometry anisotropy, which vanishes when the monomer displacement exceeds the bond length. Our results strongly suggest that the sole consideration of the local order is not enough to understand the microscopic origin of the rattling amplitude of the trapped monomer in the cage of the neighbours.
Kittas, Aristotelis; Delobelle, Aurélien; Schmitt, Sabrina; Breuhahn, Kai; Guziolowski, Carito; Grabe, Niels
2016-01-01
An effective means to analyze mRNA expression data is to take advantage of established knowledge from pathway databases, using methods such as pathway-enrichment analyses. However, pathway databases are not case-specific and expression data could be used to infer gene-regulation patterns in the context of specific pathways. In addition, canonical pathways may not always describe the signaling mechanisms properly, because interactions can frequently occur between genes in different pathways. Relatively few methods have been proposed to date for generating and analyzing such networks, preserving the causality between gene interactions and reasoning over the qualitative logic of regulatory effects. We present an algorithm (MCWalk) integrated with a logic programming approach, to discover subgraphs in large-scale signaling networks by random walks in a fully automated pipeline. As an exemplary application, we uncover the signal transduction mechanisms in a gene interaction network describing hepatocyte growth factor-stimulated cell migration and proliferation from gene-expression measured with microarray and RT-qPCR using in-house perturbation experiments in a keratinocyte-fibroblast co-culture. The resulting subgraphs illustrate possible associations of hepatocyte growth factor receptor c-Met nodes, differentially expressed genes and cellular states. Using perturbation experiments and Answer Set programming, we are able to select those which are more consistent with the experimental data. We discover key regulator nodes by measuring the frequency with which they are traversed when connecting signaling between receptors and significantly regulated genes and predict their expression-shift consistently with the measured data. The Java implementation of MCWalk is publicly available under the MIT license at: https://bitbucket.org/akittas/biosubg. PMID:26518250
Application of continuous time random walk theory to nonequilibrium transport in soil.
Li, Na; Ren, Li
2009-09-01
Continuous time random walk (CTRW) formulations have been demonstrated to provide a general and effective approach that quantifies the behavior of solute transport in heterogeneous media in field, laboratory, and numerical experiments. In this paper we first apply the CTRW approach to describe the sorbing solute transport in soils under chemical (or) and physical nonequilibrium conditions by curve-fitting. Results show that the theoretical solutions are in a good agreement with the experimental measurements. In case that CTRW parameters cannot be determined directly or easily, an alternative method is then proposed for estimating such parameters independently of the breakthrough curve data to be simulated. We conduct numerical experiments with artificial data sets generated by the HYDRUS-1D model for a wide range of pore water velocities (upsilon) and retardation factors (R) to investigate the relationship between CTRW parameters for a sorbing solute and these two quantities (upsilon, R) that can be directly measured in independent experiments. A series of best-fitting regression equations are then developed from the artificial data sets, which can be easily used as an estimation or prediction model to assess the transport of sorbing solutes under steady flow conditions through soil. Several literature data sets of pesticides are used to validate these relationships. The results show reasonable performance in most cases, thus indicating that our method could provide an alternative way to effectively predict sorbing solute transport in soils. While the regression relationships presented are obtained under certain flow and sorption conditions, the methodology of our study is general and may be extended to predict solute transport in soils under different flow and sorption conditions. PMID:19692144
Identifying co-targets to fight drug resistance based on a random walk model
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Chen Liang-Chun
2012-01-01
Full Text Available Abstract Background Drug resistance has now posed more severe and emergent threats to human health and infectious disease treatment. However, wet-lab approaches alone to counter drug resistance have so far still achieved limited success due to less knowledge about the underlying mechanisms of drug resistance. Our approach apply a heuristic search algorithm in order to extract active network under drug treatment and use a random walk model to identify potential co-targets for effective antibacterial drugs. Results We use interactome network of Mycobacterium tuberculosis and gene expression data which are treated with two kinds of antibiotic, Isoniazid and Ethionamide as our test data. Our analysis shows that the active drug-treated networks are associated with the trigger of fatty acid metabolism and synthesis and nicotinamide adenine dinucleotide (NADH-related processes and those results are consistent with the recent experimental findings. Efflux pumps processes appear to be the major mechanisms of resistance but SOS response is significantly up-regulation under Isoniazid treatment. We also successfully identify the potential co-targets with literature confirmed evidences which are related to the glycine-rich membrane, adenosine triphosphate energy and cell wall processes. Conclusions With gene expression and interactome data supported, our study points out possible pathways leading to the emergence of drug resistance under drug treatment. We develop a computational workflow for giving new insights to bacterial drug resistance which can be gained by a systematic and global analysis of the bacterial regulation network. Our study also discovers the potential co-targets with good properties in biological and graph theory aspects to overcome the problem of drug resistance.
Directed random-walk model for boulder clustering in step-pool streams
Martin, R.; Jerolmack, D. J.
2009-12-01
Step-pool streams are boulder-bedded channels displaying a characteristic stair-step longitudinal profile. Steep steps are formed from clusters of boulders that can span the entire width of the channel, while the intervening pools are flatter sections containing smaller clasts. The formation of steps confers additional stability to boulders, which often remain stationary even when bed shear stresses are significantly higher than the predicted initiation of motion criterion. Researchers have attempted to model step-pools as traditional bed forms resulting from strong interactions between the flow field and the river bed. A recent alternative hypothesis is that steps are the result of “jamming”, a phase transition that occurs in granular flows in chutes when the grain size becomes a significant fraction of the chute width. Here we examine the formation of steps using a stochastic model for boulder movement and deposition, focusing on the self-organization that arises from grain-grain interactions. Downstream motion of boulders is treated as a directed random walk, with the channel walls acting as reflecting boundaries. Probability for deposition of individual boulders increases when they come in contact with other boulders and also with channel banks. We demonstrate that this simple model successfully reproduces much of the boulder-clustering behavior observed in natural and experimental streams. Channel-spanning 'steps' arise naturally as a result of local grain interactions, and the frequency of step formation increases rapidly with decreasing channel width below the critical jamming width of ten grain diameters. In the large width limit steps cannot form; however, boulder clustering still occurs. The formation and break-up of grain clusters produces highly intermittent sediment transport rates over a wide range of scales. Our results suggest that step formation is a consequence of generic grain clustering dynamics in a confined space, and does not depend
A Web-Based Intervention to Encourage Walking (StepWise): Pilot Randomized Controlled Trial
Hargreaves, Elaine Anne; Mutrie, Nanette; Fleming, Jade Dallas
2016-01-01
Background Despite Internet-based interventions that incorporate pedometers with appropriate goal-setting processes and other theoretically-based behavior change strategies being proposed as a means of increasing walking behavior, few have incorporated all of these key features or assessed maintenance of behavior change. Objective The objective of our study was to investigate the effect of a 12-week pedometer step goal walking program individually tailored to baseline step counts, combined wi...
Intravitreal Triamcinolone for Acute Branch Retinal Vein Occlusion: a Randomized Clinical Trial
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Alireza Ramezani
2011-01-01
Full Text Available Purpose: To evaluate the therapeutic effect of intravitreal triamcinolone (IVT injection for recent branch retinal vein occlusion (BRVO. Methods: In a randomized controlled clinical trial, 30 phakic eyes with recent (less than 10 weeks′ duration BRVO were assigned to two groups. The treatment group (16 eyes received 4 mg IVT and the control group (14 eyes received subconjunctival sham injections. Changes in visual acuity (VA were the main outcome measure. Results: VA and central macular thickness (CMT changes were not significantly different between the study groups at any time point. Within group analysis showed significant VA improvement from baseline in the IVT group up to three months (P 0.05. Significant reduction in CMT was noticed only in the treatment group (‑172 ± 202 μm, P = 0.029 and at 4 months. Ocular hypertension occurred in 4 (25% and 2 (14.3% eyes in the IVT and control groups, respectively. Conclusion: A single IVT injection had a non-significant beneficial effect on VA and CMT in acute BRVO as compared to the natural history of the condition. The 3-month deferred treatment protocol advocated by the Branch Vein Occlusion Study Group may be a safer option than IVT injection considering its potential side effects.
Thøgersen-Ntoumani, C; Loughren, E A; Kinnafick, F-E; Taylor, I M; Duda, J L; Fox, K R
2015-12-01
Physical activity may regulate affective experiences at work, but controlled studies are needed and there has been a reliance on retrospective accounts of experience. The purpose of the present study was to examine the effect of lunchtime walks on momentary work affect at the individual and group levels. Physically inactive employees (N = 56; M age = 47.68; 92.86% female) from a large university in the UK were randomized to immediate treatment or delayed treatment (DT). The DT participants completed both a control and intervention period. During the intervention period, participants partook in three weekly 30-min lunchtime group-led walks for 10 weeks. They completed twice daily affective reports at work (morning and afternoon) using mobile phones on two randomly chosen days per week. Multilevel modeling was used to analyze the data. Lunchtime walks improved enthusiasm, relaxation, and nervousness at work, although the pattern of results differed depending on whether between-group or within-person analyses were conducted. The intervention was effective in changing some affective states and may have broader implications for public health and workplace performance. PMID:25559067
Complementarity and quantum walks
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We show that quantum walks interpolate between a coherent 'wave walk' and a random walk depending on how strongly the walker's coin state is measured; i.e., the quantum walk exhibits the quintessentially quantum property of complementarity, which is manifested as a tradeoff between knowledge of which path the walker takes vs the sharpness of the interference pattern. A physical implementation of a quantum walk (the quantum quincunx) should thus have an identifiable walker and the capacity to demonstrate the interpolation between wave walk and random walk depending on the strength of measurement
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Voukelatos Alexander
2011-11-01
Full Text Available Abstract Background Falls in older people continue to be a major public health issue in industrialized countries. Extensive research into falls prevention has identified exercise as a proven fall prevention strategy. However, despite over a decade of promoting physical activity, hospitalisation rates due to falls injuries in older people are still increasing. This could be because efforts to increase physical activity amongst older people have been unsuccessful, or the physical activity that older people engage in is insufficient and/or inappropriate. The majority of older people choose walking as their predominant form of exercise. While walking has been shown to lower the risk of many chronic diseases its role in falls prevention remains unclear. This paper outlines the methodology of a study whose aims are to determine: if a home-based walking intervention will reduce the falls rate among healthy but inactive community-dwelling older adults (65 + years compared to no intervention (usual activity and; whether such an intervention can improve risk factors for falls, such as balance, strength and reaction time. Methods/Design This study uses a randomised controlled trial design. A total of 484 older people exercising less than 120 minutes per week will be recruited through the community and health care referrals throughout Sydney and neighboring regions. All participants are randomised into either the self-managed walking program group or the health-education waiting list group using a block randomization scheme. Outcome measures include prospective falls and falls injuries, quality of life, and physical activity levels. A subset of participants (n = 194 will also receive physical performance assessments comprising of tests of dynamic balance, strength, reaction time and lower limb functional status. Discussion Certain types of physical activity can reduce the risk of falls. As walking is already the most popular physical activity amongst older
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Leal Alejo
2006-11-01
Full Text Available Abstract Background Whole-body vibration (WBV is a new type of exercise that has been increasingly tested for the ability to prevent bone fractures and osteoporosis in frail people. There are two currently marketed vibrating plates: a the whole plate oscillates up and down; b reciprocating vertical displacements on the left and right side of a fulcrum, increasing the lateral accelerations. A few studies have shown recently the effectiveness of the up-and-down plate for increasing Bone Mineral Density (BMD and balance; but the effectiveness of the reciprocating plate technique remains mainly unknown. The aim was to compare the effects of WBV using a reciprocating platform at frequencies lower than 20 Hz and a walking-based exercise programme on BMD and balance in post-menopausal women. Methods Twenty-eight physically untrained post-menopausal women were assigned at random to a WBV group or a Walking group. Both experimental programmes consisted of 3 sessions per week for 8 months. Each vibratory session included 6 bouts of 1 min (12.6 Hz in frequency and 3 cm in amplitude with 60° of knee flexion with 1 min rest between bouts. Each walking session was 55 minutes of walking and 5 minutes of stretching. Hip and lumbar BMD (g·cm-2 were measured using dual-energy X-ray absorptiometry and balance was assessed by the blind flamingo test. ANOVA for repeated measurements was adjusted by baseline data, weight and age. Results After 8 months, BMD at the femoral neck in the WBV group was increased by 4.3% (P = 0.011 compared to the Walking group. In contrast, the BMD at the lumbar spine was unaltered in both groups. Balance was improved in the WBV group (29% but not in the Walking group. Conclusion The 8-month course of vibratory exercise using a reciprocating plate is feasible and is more effective than walking to improve two major determinants of bone fractures: hip BMD and balance.
Localization of a random copolymer at an interface: an untethered self-avoiding walk model
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We consider two related n-step self-avoiding walk models of a copolymer at an interface between two bulk phases. In one case the walk is confined to start in the interface while in the other this condition is relaxed. We prove that both models have the same limiting free energy (in the n → ∞ limit) and hence that their phase diagrams are identical. We also show that the limits n → ∞ and certain energy parameters going to plus or minus infinity can be interchanged. These latter results are interesting from the viewpoint of numerical studies
Yilmaz, Atilla
2009-01-01
We consider the quenched and averaged (or annealed) large deviation rate functions $I_q$ and $I_a$ for space-time and (the usual) space-only RWRE on $\\mathbb{Z}^d$. By Jensen's inequality, $I_a\\leq I_q$. In the space-time case, when $d\\geq3+1$, $I_q$ and $I_a$ are known to be equal on an open set containing the typical velocity $\\xi_o$. When $d=1+1$, we prove that $I_q$ and $I_a$ are equal only at $\\xi_o$. Similarly, when $d=2+1$, we show that $I_a
Feyyaz Zeren; Filiz Konuk
2013-01-01
In this study, the random walk hypothesis for emerging markets has been tested. First of all,Harvey et. al. (2008) linearity test was made in this study where different time intervals were handled. ADF (1979) unit root test was made to the linear series in order to test the efficiency of the market based on the results of the linearity test and in stock exchanges in India and Russia where Brazil and China stock markets are not efficient, it was concluded that the efficient market hypothesis i...
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In the environmental quality assessment of uranium mines of nuclear industries, the downcast shafts affect the local flow field and dispersion of contaminants because of the large amount of ventilation, which was not considered in the past assessments. A random walk simulation is applied to simulate the releases of radioactive contaminants from air vent in uranium mines in order to assess the effects of the downwind downcast shaft on dispersion of contaminants. The results show that so long as any downcast shaft exits downwind, the effects of it on dispersion of contaminants are not ignored, especially for low environmental wind speed
How to Explore a Fast-Changing World (Cover Time of a Simple Random Walk on Evolving Graphs)
Czech Academy of Sciences Publication Activity Database
Avin, Ch.; Koucký, Michal; Lotker, Z.
Berlin: Springer, 2008 - (Aceto, L.; Damgárd, I.; Goldberg, L.; Halldórsson, M.; Ingólfsdóttir, A.; Walukiewicz, I.), s. 121-132. (LNCS. 5125). ISBN 978-3-540-70574-1. [International Colloquium on Automata, Languages and Programming , ICALP 2008/35./. Reykjavik (IS), 07.07.2008-11.07.2008] R&D Projects: GA ČR GP201/07/P276 Institutional research plan: CEZ:AV0Z10190503 Keywords : random walks * cover time * evolving graphs Subject RIV: BA - General Mathematics
First-passage times in multi-scale random walks: the impact of movement scales on search efficiency
Campos, Daniel; Bartumeus, Frederic; Raposo, E. P.; Méndez, Vicenç
2015-01-01
An efficient searcher needs to balance properly the tradeoff between the exploration of new spatial areas and the exploitation of nearby resources, an idea which is at the core of scale-free L\\'evy search strategies. Here we study multi-scale random walks as an approximation to the scale- free case and derive the exact expressions for their mean-first passage times in a one-dimensional finite domain. This allows us to provide a complete analytical description of the dynamics driving the asymm...
The probability that planar loop-erased random walk uses a given edge
Lawler, Gregory F.
2013-01-01
We give a new proof of a result of Rick Kenyon that the probability that an edge in the middle of an n x n square is used in a loop-erased walk connecting opposites sides is of order n^{-3/4}. We, in fact, improve the result by showing that this estimate is correct up to multiplicative constants.
Effects of nordic walking and exercise in type 2 diabetes mellitus: a randomized controlled trial
DEFF Research Database (Denmark)
Gram, Bibi; Christensen, Robin; Christiansen, Christian;
2010-01-01
Both Nordic walking and Exercise on Prescription have potential as elements in the management of type 2 diabetes mellitus. These programs are recommended, but their effectiveness has not yet been established. The aim was to evaluate the efficacy of these 2 interventions compared with standard...
Path planning for four-legged walking robot using rapidly exploring random trees
Czech Academy of Sciences Publication Activity Database
Krejsa, Jiří; Věchet, S.
Praha: Ústav termomechaniky AV ČR, 2005 - (Fuis, V.; Krejčí, P.; Návrat, T.), s. 179-180 ISBN 80-85918-93-5. [Engineering Mechanics 2005. Svratka (CZ), 09.05.2005-12.05.2005] Institutional research plan: CEZ:AV0Z20760514 Keywords : path planning * walking robot Subject RIV: JD - Computer Applications, Robot ics
Directory of Open Access Journals (Sweden)
Steeves Jeremy A
2012-08-01
Full Text Available Abstract Background There is a growing problem of physical inactivity in America, and approximately a quarter of the population report being completely sedentary during their leisure time. In the U.S., TV viewing is the most common leisure-time activity. Stepping in place during TV commercials (TV Commercial Stepping could increase physical activity. The purpose of this study was to examine the feasibility of incorporating physical activity (PA into a traditionally sedentary activity, by comparing TV Commercial Stepping during 90 min/d of TV programming to traditional exercise (Walking. Methods A randomized controlled pilot study of the impact of 6 months of TV Commercial Stepping versus Walking 30 min/day in adults was conducted. 58 sedentary, overweight (body mass index 33.5 ± 4.8 kg/m2 adults (age 52.0 ± 8.6 y were randomly assigned to one of two 6-mo behavioral PA programs: 1 TV Commercial Stepping; or 2 Walking 30 min/day. To help facilitate behavior changes participants received 6 monthly phone calls, attended monthly meetings for the first 3 months, and received monthly newsletters for the last 3 months. Using intent-to-treat analysis, changes in daily steps, TV viewing, diet, body weight, waist and hip circumference, and percent fat were compared at baseline, 3, and 6 mo. Data were collected in 2010–2011, and analyzed in 2011. Results Of the 58 subjects, 47 (81% were retained for follow-up at the completion of the 6-mo program. From baseline to 6-mo, both groups significantly increased their daily steps [4611 ± 1553 steps/d vs. 7605 ± 2471 steps/d (TV Commercial Stepping; 4909 ± 1335 steps/d vs. 7865 ± 1939 steps/d (Walking; P Conclusions Participants in both the TV Commercial Stepping and Walking groups had favorable changes in daily steps, TV viewing, diet, and anthropometrics. PA can be performed while viewing TV commercials and this may be a feasible alternative to traditional approaches for
Nuzhnaya, Tatyana; Bakic, Predrag; Kontos, Despina; Megalooikonomou, Vasileios; Ling, Haibin
2012-02-01
This work is a part of our ongoing study aimed at understanding a relation between the topology of anatomical branching structures with the underlying image texture. Morphological variability of the breast ductal network is associated with subsequent development of abnormalities in patients with nipple discharge such as papilloma, breast cancer and atypia. In this work, we investigate complex dependence among ductal components to perform segmentation, the first step for analyzing topology of ductal lobes. Our automated framework is based on incorporating a conditional random field with texture descriptors of skewness, coarseness, contrast, energy and fractal dimension. These features are selected to capture the architectural variability of the enhanced ducts by encoding spatial variations between pixel patches in galactographic image. The segmentation algorithm was applied to a dataset of 20 x-ray galactograms obtained at the Hospital of the University of Pennsylvania. We compared the performance of the proposed approach with fully and semi automated segmentation algorithms based on neural network classification, fuzzy-connectedness, vesselness filter and graph cuts. Global consistency error and confusion matrix analysis were used as accuracy measurements. For the proposed approach, the true positive rate was higher and the false negative rate was significantly lower compared to other fully automated methods. This indicates that segmentation based on CRF incorporated with texture descriptors has potential to efficiently support the analysis of complex topology of the ducts and aid in development of realistic breast anatomy phantoms.
Fractals Meet Fractals: Self-Avoiding Random Walks on Percolation Clusters
Blavatska, V.; W. Janke
2010-01-01
The scaling behavior of linear polymers in disordered media, modelled by self-avoiding walks (SAWs) on the backbone of percolation clusters in two, three and four dimensions is studied by numerical simulations. We apply the pruned-enriched Rosenbluth chain-growth method (PERM). Our numerical results yield estimates of critical exponents, governing the scaling laws of disorder averages of the configurational properties of SAWs, and clearly indicate a multifractal spectrum which emerges when tw...
Dafna eMerom; Anne eGrunseit; Ranmalee eEramudugolla; Barbarra eJefferis; Jade eMcneil; Anstey, Kaarin J
2016-01-01
Background: A physically active lifestyle has the potential to prevent cognitive decline and dementia, yet the optimal type of physical activity/exercise remains unclear. Dance is of special interest as it complex sensorimotor rhythmic activity with additional cognitive, social and affective dimensions. Objectives: to determine whether dance benefits executive function more than walking, an activity that is simple and functional. Methods: Two-arm randomised controlled trial among community-d...
Analysis of diffusion and trapping efficiency for random walks on non-fractal scale-free trees
Peng, Junhao; Xiong, Jian; Xu, Guoai
2014-08-01
In this paper, the discrete random walks on the recursive non-fractal scale-free trees (NFSFT) are studied, and a kind of method to calculate the analytic solutions of the mean first-passage time (MFPT) for any pair of nodes, the mean trapping time (MTT) for any target node and mean diffusing time (MDT) for any starting node are proposed. Furthermore, we compare the trapping efficiency and diffusion efficiency between any two nodes of NFSFT by using the MTT and the MDT as the measures of trapping efficiency and diffusion efficiency respectively, and find the best (or worst) trapping sites and the best (or worst) diffusion sites. The results show that the two hubs of NFSFT are not only the best trapping site but also the worst diffusion site, and that the nodes which are the farthest nodes from the two hubs are not only the worst trapping sites but also the best diffusion sites. Furthermore, we find that the ratio between the maximum and minimum of MTT grows logarithmically with network order, but the ratio between the maximum and minimum of MDT is almost equal to 1. The results imply that the trap's position has great effect on the trapping efficiency, but the position of starting node has little effect on diffusion efficiency. Finally, the simulation for random walks on NFSFT is done, and it is consistent with the derived results.
Diffusive limit for the myopic (or "true") self-avoiding random walk in three and more dimension
Horvath, Illes; Veto, Balint
2010-01-01
The myopic (or `true') self-avoiding walk model (MSAW) was introduced in the physics literature by Amit, Parisi and Peliti (1983). It is a random motion in Z^d pushed towards domains less visited in the past by a kind of negative gradient of the occupation time measure. We investigate the asymptotic behaviour of MSAW in the non-recurrent dimensions. For a wide class of self-interaction functions, we identify a natural stationary (in time) and ergodic distribution of the environment (the local time profile) as seen from the moving particle and we establish diffusive lower and upper bounds for the displacement of the random walk. For a particular, more restricted class of interactions, we prove full CLT for the finite dimensional distributions of the displacement. This result settles part of the conjectures (based on non-rigorous renormalization group arguments) in Amit, Parisi and Peliti (1983). The proof of the CLT follows the non-reversible version of Kipnis-Varadhan-theory. On the way to the proof we slight...
Exact two-point resistance, and the simple random walk on the complete graph minus N edges
Energy Technology Data Exchange (ETDEWEB)
Chair, Noureddine, E-mail: n.chair@ju.edu.jo
2012-12-15
An analytical approach is developed to obtain the exact expressions for the two-point resistance and the total effective resistance of the complete graph minus N edges of the opposite vertices. These expressions are written in terms of certain numbers that we introduce, which we call the Bejaia and the Pisa numbers; these numbers are the natural generalizations of the bisected Fibonacci and Lucas numbers. The correspondence between random walks and the resistor networks is then used to obtain the exact expressions for the first passage and mean first passage times on this graph. - Highlights: Black-Right-Pointing-Pointer We obtain exact formulas for the two-point resistance of the complete graph minus N edges. Black-Right-Pointing-Pointer We obtain also the total effective resistance of this graph. Black-Right-Pointing-Pointer We modified Schwatt's formula on trigonometrical power sum to suit our computations. Black-Right-Pointing-Pointer We introduced the generalized bisected Fibonacci and Lucas numbers: the Bejaia and the Pisa numbers. Black-Right-Pointing-Pointer The first passage and mean first passage times of the random walks have exact expressions.
Lafitte-Godillon, Pauline; Tran, Viet Chi
2012-01-01
In this paper, we study a distylous flower population in which self-reproduction is not permitted. Individuals are diploid, and two alleles, A and a, can be found at the considered locus S. Pollen and ovules of flowers with the same genotype at locus S cannot mate. This prevents the pollen of a given flower to fecundate its stigmates. Only genotypes AA and Aa can be maintained in the population, so that the latter can be described by a random walk in the positive quadrant whose components are the number of individuals of each genotype. This random walk is not homogeneous and its transitions depend on the location of the process. We are interested in the computation of the extinction probabilities, where extinction happens when one of the axis is reached by the process. These extinction probabilities, which depend on the initial condition, satisfy a doubly-indexed recurrence equation that cannot be solved directly. We consider the associated generating function and show that it satisfies a partial differential...
Douglas-Kazakov on the road to superfluidity: from random walks to black holes
Gorsky, Alexander; Milekhin, Alexey; Nechaev, Sergei
2016-01-01
Inspired by the connection between $(1+1)D$ "vicious walks" (VW) and 2D YM theory, we consider different incarnations of large-$N$ Douglas-Kazakov (DK) phase transition in stochastic processes and in gauge field theories focusing at its physical interpretations. We generalize the connection between VW and YM, and study the influence of initial and final out-of-equilibrium distributions of walkers on the DK phase transition, as well as describe the effect of $\\theta$-term in related stochastic...
Asymptotic Behavior for Random Walks in Time-Random Environment on Z1%直线上时间随机环境下随机游动的渐近性质
Institute of Scientific and Technical Information of China (English)
胡学平; 祝东进
2008-01-01
In this paper,we give a general model of random walks in time-random environment in any countable space.Moreover,when the environment is independently identically distributed,a recurrence-transience criterion and the law of large numbers are derived in the nearest-neighbor case on Z1.At last,under regularity conditions,we prove that the RWIRE {Xn} on Z1 satisfies a central limit theorem,which is similar to the corresponding results in the case of classical random walks.
Cooper, M A
2000-01-01
We present various approximations for the angular distribution of particles emerging from an optically thick, purely isotropically scattering region into a vacuum. Our motivation is to use such a distribution for the Fleck-Canfield random walk method [1] for implicit Monte Carlo (IMC) [2] radiation transport problems. We demonstrate that the cosine distribution recommended in the original random walk paper [1] is a poor approximation to the angular distribution predicted by transport theory. Then we examine other approximations that more closely match the transport angular distribution.
International Nuclear Information System (INIS)
A forced convective heat transfer correlation is proposed by determine the fractal dimension based on the self-avoiding random walk statistics. Nusselt number measuring the convective heat transfer area is correlated with Reynolds number measuring the line generated by the turbulent eddies. The fractal dimension , νF = 3 over d+2 is derived from the self-avoiding random walking model. The proposed heat transfer correlation here is Nu = C ReνFPr1/3. The present model is well fitted with the Reynolds analogy between the friction factor and the heat transfer correlation
Horvath, Illes; Veto, Balint
2010-01-01
The problems considered in the present paper have their roots in two different cultures. The 'true' (or myopic) self-avoiding walk model (TSAW) was introduced in the physics literature by Amit, Parisi and Peliti. This is a nearest neighbor non-Markovian random walk in Z^d which prefers to jump to those neighbors which were less visited in the past. The self-repelling Brownian polymer model (SRBP), initiated in the probabilistic literature by Durrett and Rogers (independently of the physics community), is the continuous space-time counterpart: a diffusion in R^d pushed by the negative gradient of the (mollified) occupation time measure of the process. In both cases, similar long memory effects are caused by a pathwise self-repellency of the trajectories due to a push by the negative gradient of (softened) local time. We investigate the asymptotic behaviour of TSAW and SRBP in the non-recurrent dimensions. First, we identify a natural stationary (in time) and ergodic distribution of the environment (the local t...
Asymptotic Feynman-Kac formulae for large symmetrised systems of random walks
Adams, Stefan; Dorlas, Tony
2006-01-01
We study large deviations principles for $ N $ random processes on the lattice $ \\Z^d $ with finite time horizon $ [0,\\beta] $ under a symmetrised measure where all initial and terminal points are uniformly given by a random permutation. That is, given a permutation $ \\sigma $ of $ N $ elements and a vector $ (x_1,...,x_N) $ of $ N $ initial points we let the random processes terminate in the points $ (x_{\\sigma(1)},...,x_{\\sigma(N)}) $ and then sum over all possible permutations and initial ...
Statistics of the two self-avoiding random walks on the three-dimensional fractal lattices
International Nuclear Information System (INIS)
We present results of the effects of interpenetration of two interacting self-avoiding walks that take place in a member of a three-dimensional Sierpinski Gasket (SG) fractal family. We focus our attention on finding number of point contacts between the two SAW paths, which turns out to be a set of power laws whose characteristics depend predominantly on the given interactions between SAW steps. To establish statistics of the defining model, we apply an exact Renormalization Group Method for the few members (b=2,3and4) of the SG fractal family, as well as a Monte Carlo RG method for 2=< b=<25. The phase diagrams have been established and relevant values of the contact critical exponents, associated with the two-path mutual contacts, are determined
Conformal invariance, self-avoiding walks in the plane or on a random surface. Seminar 3
International Nuclear Information System (INIS)
It is shown that statiscal mechanical models defined on randomly triagualted surfaces can be solved exactly and that thereby the results on 2-D quatum gravity can be confirmed. (author). 20 refs.; 5 figs
Energy Technology Data Exchange (ETDEWEB)
Kendon, Viv [School of Physics and Astronomy, University of Leeds, LS2 9JT (United Kingdom)
2014-12-04
Quantum versions of random walks have diverse applications that are motivating experimental implementations as well as theoretical studies. Recent results showing quantum walks are “universal for quantum computation” relate to algorithms, to be run on quantum computers. We consider whether an experimental implementation of a quantum walk could provide useful computation before we have a universal quantum computer.
Uffelen, J.G.Z. van; Chin A Paw, M.J.M.; Hopman-Rock, M.; Mechelen, W. van
2007-01-01
Objectives: To examine the effect of walking and vitamin B supplementation on quality-of-life (QoL) in community-dwelling adults with mild cognitive impairment. Methods: One year, double-blind, placebo-controlled trial. Participants were randomized to: (1) twice-weekly, group-based, moderate-intensi
Barbe, Ph
2011-01-01
Motivated by applications to insurance mathematics, we prove some heavy-traffic limit theorems for process which encompass the fractionally integrated random walk as well as some FARIMA processes, when the innovations are in the domain of attraction of a nonGaussian stable distribution.
Barbe, Ph
2011-01-01
Motivated by applications to insurance mathematics, we prove some heavy-traffic limit theorems for processes which encompass the fractionally differentiated random walk as well as some FARIMA processes, when the innovations are in the domain of attraction of a nonGaussian stable distribution.
Czech Academy of Sciences Publication Activity Database
Konale, M. S.; Lin, C. H.; Patil, D. S.; Zima, Vítězslav; Wágner, T.; Shimakawa, K.
Bratislava: Slovak Academy of Science, 2014. [11th Conference on Solid State Chemistry. 06.07.2014-11.07.2014, Trenčianské Teplice] Institutional support: RVO:61389013 Keywords : metal organic framework * random-walk approach * impedance analysis Subject RIV: CA - Inorganic Chemistry
Kendon, Viv
2011-01-01
Quantum versions of random walks have diverse applications that are motivating experimental implementations as well as theoretical studies. However, the main impetus behind this interest is their use in quantum algorithms, which have always employed the quantum walk in the form of a program running on a quantum computer. Recent results showing that quantum walks are "universal for quantum computation" relate entirely to algorithms, and do not imply that a physical quantum walk could provide a...
Douglas-Kazakov on the road to superfluidity: from random walks to black holes
Gorsky, Alexander; Nechaev, Sergei
2016-01-01
Inspired by the connection between $(1+1)D$ "vicious walks" (VW) and 2D YM theory, we consider different incarnations of large-$N$ Douglas-Kazakov (DK) phase transition in stochastic processes and in gauge field theories focusing at its physical interpretations. We generalize the connection between VW and YM, and study the influence of initial and final out-of-equilibrium distributions of walkers on the DK phase transition, as well as describe the effect of $\\theta$-term in related stochastic processes. We consider the Jack stochastic process involving Calogero-type interaction between walkers and find the dependence of the transition point on the coupling constant. Using the relation between large-$N$ 2D $q$-YM and extremal black hole (BH) with large-$N$ magnetic charge, we conjecture the physical interpretation of the DK phase transitions in the 4D extremal charged black holes and its relation to Brownian branes. Utilizing the interpretation of superfluidity as the specific response on the external gravipho...
a Path-Integration Approach to the Correlators of XY Heisenberg Magnet and Random Walks
Bogoliubov, N. M.; Malyshev, C.
2008-11-01
The path integral approach is used for the calculation of the correlation functions of the XY Heisenberg chain. The obtained answers for the two-point correlators of the XX magnet are of the determinantal form and are interpreted in terms of the generating functions for the random turns vicious walkers.
Vannini, Marco; Cannicci, Stefano; Mrabu, Elisha; Rorandelli, Rocco; Fratini, Sara
2008-12-01
Terebralia palustris is a common mud-whelk present at a particularly high density in all Indo-West Pacific mangroves. Young snails feed on nothing but mud while larger specimens are able to feed on fallen leaves too. In Kenya (Mida Creek) under the canopy, competition for mangrove leaves can be very high due to the high density of Sesarmidae crabs. On open exposed muddy platforms, no Sesarmidae occur but the leaf density is very low because the leaves are only randomly present as they are deposited and removed twice a day by the tide. However, the snail density is always very high, raising the question as to whether the snails use a special searching strategy to optimize their resource finding rather than a purely random movement. By analyzing the snails' movements on a uniform area at different levels and comparing them with simulated random paths, we could show that the snails' movements are not purely random. The distribution of different size classes of T. palustris in Mida Creek was known to be quite odd: the same simulation approach suggests that the zonation asymmetry could reasonably be due to the stochastic recruitment of juveniles in space and time and maintained by a substantial long-lasting spatial inertia.
Hladky, Paul W.
2007-01-01
Random-climb models enable undergraduate chemistry students to visualize polymer molecules, quantify their configurational properties, and relate molecular structure to a variety of physical properties. The model could serve as an introduction to more elaborate models of polymer molecules and could help in learning topics such as lattice models of…
Directory of Open Access Journals (Sweden)
Aileen W. K. Chan
2016-07-01
Full Text Available Physical inactivity is one of the major modifiable lifestyle risk factors for cardiovascular disease (CVD. This protocol aims to evaluate the effectiveness of Tai Chi versus brisk walking in reducing CVD risk factors. This is a randomized controlled trial with three arms, namely, Tai Chi group, walking group, and control group. The Tai Chi group will receive Tai Chi training, which consists of two 60-min sessions each week for three months, and self-practice for 30 min every day. The walking group will perform brisk walking for 30 min every day. The control group will receive their usual care. 246 subjects with CVD risk factors will be recruited from two outpatient clinics. The primary outcome is blood pressure. Secondary outcomes include fasting blood for lipid profile, sugar and glycated haemoglobin (HbA1c; body mass index, waist circumference, body fat percentage; perceived stress level and quality of life. Data collections will be conducted at baseline, 3-month, 6-month and 9-month. Generalized estimating equations model will be used to compare the changes in outcomes across time between groups. It is expected that both the Tai Chi and walking groups could maintain better health and have improved quality of life, and that Tai Chi will be more effective than brisk walking in reducing CVD risk factors.
Kim, Diane N. H.; Teitell, Michael A.; Reed, Jason; Zangle, Thomas A.
2015-11-01
Standard algorithms for phase unwrapping often fail for interferometric quantitative phase imaging (QPI) of biological samples due to the variable morphology of these samples and the requirement to image at low light intensities to avoid phototoxicity. We describe a new algorithm combining random walk-based image segmentation with linear discriminant analysis (LDA)-based feature detection, using assumptions about the morphology of biological samples to account for phase ambiguities when standard methods have failed. We present three versions of our method: first, a method for LDA image segmentation based on a manually compiled training dataset; second, a method using a random walker (RW) algorithm informed by the assumed properties of a biological phase image; and third, an algorithm which combines LDA-based edge detection with an efficient RW algorithm. We show that the combination of LDA plus the RW algorithm gives the best overall performance with little speed penalty compared to LDA alone, and that this algorithm can be further optimized using a genetic algorithm to yield superior performance for phase unwrapping of QPI data from biological samples.
On the gap and time interval between the first two maxima of long continuous time random walks
Mounaix, Philippe; Schehr, Grégory; Majumdar, Satya N.
2016-01-01
We consider a one-dimensional continuous time random walk (CTRW) on a fixed time interval T where at each time step the walker waits a random time τ, before performing a jump drawn from a symmetric continuous probability distribution function (PDF) f(η ) , of Lévy index 0μ /2 ). We investigate the joint PDF of the gap g between the first two highest positions of the CTRW and the time t separating these two maxima. We show that this PDF reaches a stationary limiting joint distribution p(g, t) in the limit of long CTRW, T\\to ∞ . Our exact analytical results show a very rich behavior of this joint PDF in the (γ,μ ) plane, which we study in great detail. Our main results are verified by numerical simulations. This work provides a non trivial extension to CTRWs of the recent study in the discrete time setting by Majumdar et al (2014 J. Stat. Mech. P09013).
Iterative Schwarz-Christoffel Transformations Driven by Random Walks and Fractal Curves
Sato, Fumihito; Katori, Makoto
2010-01-01
Stochastic Loewner evolution (SLE) is a differential equation driven by a one-dimensional Brownian motion (BM), whose solution gives a stochastic process of conformal transformation on the upper half complex-plane $\\H$. As an evolutionary boundary of image of the transformation, a random curve (the SLE curve) is generated, which is starting from the origin and running in $\\H$ toward the infinity as time is going. The SLE curves provides a variety of statistical ensembles of important fractal ...
Price Formation Modelling by Continuous-Time Random Walk: An Empirical Study
Directory of Open Access Journals (Sweden)
Frédéric Délèze
2015-01-01
Full Text Available Markovian and non-Markovian\tmodels are presented to\tmodel the futures\tmarket price formation.\tWe show that\tthe\twaiting-time\tand\tthe\tsurvival\tprobabilities\thave\ta\tsignificant\timpact\ton\tthe\tprice\tdynamics.\tThis\tstudy tests\tanalytical\tsolutions\tand\tpresent\tnumerical\tresults for the\tprobability\tdensity function\tof the\tcontinuoustime random\twalk\tusing\ttick-by-tick\tquotes\tprices\tfor\tthe\tDAX\t30\tindex\tfutures.
Jannique G Z van Uffelen; Chin A Paw, Marijke J. M.; Hopman-Rock, Marijke; van Mechelen, Willem
2007-01-01
Objectives To examine the effect of walking and vitamin B supplementation on quality-of-life (QoL) in community-dwelling adults with mild cognitive impairment. Methods One year, double-blind, placebo-controlled trial. Participants were randomized to: (1) twice-weekly, group-based, moderate-intensity walking program (n = 77) or a light-intensity placebo activity program (n = 75); and (2) daily vitamin B pills containing 5 mg folic acid, 0.4 mg B12, 50 mg B6 (n = 78) or placebo pills (n = 74). ...
Irreducible compositions and the first return to the origin of a random walk
Bender, Edward A.; Lawler, Gregory F.; Pemantle, Robin; Wilf, Herbert S.
2004-01-01
Let $n = b_1 + ... + b_k = b_1' + \\cdot + b_k'$ be a pair of compositions of $n$ into $k$ positive parts. We say this pair is {\\em irreducible} if there is no positive $j < k$ for which $b_1 + ... b_j = b_1' + ... b_j'$. The probability that a random pair of compositions of $n$ is irreducible is shown to be asymptotic to $8/n$. This problem leads to a problem in probability theory. Two players move along a game board by rolling a die, and we ask when the two players will first coincide. A nat...
Directory of Open Access Journals (Sweden)
Brosseau Lucie
2012-12-01
Full Text Available Abstract Background Osteoarthritis (OA is the most common joint disorder in the world, as it is appears to be prevalent among 80% of individuals over the age of 75. Although physical activities such as walking have been scientifically proven to improve physical function and arthritic symptoms, individuals with OA tend to adopt a sedentary lifestyle. There is therefore a need to improve knowledge translation in order to influence individuals to adopt effective self-management interventions, such as an adapted walking program. Methods A single-blind, randomized control trial was conducted. Subjects (n = 222 were randomized to one of three knowledge translation groups: 1 Walking and Behavioural intervention (WB (18 males, 57 females which included the supervised community-based aerobic walking program combined with a behavioural intervention and an educational pamphlet on the benefits of walking; 2 Walking intervention (W (24 males, 57 females wherein participants only received the supervised community-based aerobic walking program intervention and the educational pamphlet; 3 Self-directed control (C (32 males, 52 females wherein participants only received the educational pamphlet. One-way analyses of variance were used to test for differences in quality of life, adherence, confidence, and clinical outcomes among the study groups at each 3 month assessment during the 12-month intervention period and 6-month follow-up period. Results The clinical and quality of life outcomes improved among participants in each of the three comparative groups. However, there were few statistically significant differences observed for quality of life and clinical outcomes at long-term measurements at 12-months end of intervention and at 6- months post intervention (18-month follow-up. Outcome results varied among the three groups. Conclusion The three groups were equivalent when determining the effectiveness of knowledge uptake and improvements in quality of life
Molecular motion in cell membranes: analytic study of fence-hindered random walks
Kenkre, V M; Kalay, Z
2008-01-01
A theoretical calculation is presented to describe the confined motion of transmembrane molecules in cell membranes. The study is analytic, based on Master equations for the probability of the molecules moving as random walkers, and leads to explicit usable solutions including expressions for the molecular mean square displacement and effective diffusion constants. One outcome is a detailed understanding of the dependence of the time variation of the mean square displacement on the initial placement of the molecule within the confined region. How to use the calculations is illustrated by extracting (confinement) compartment sizes from experimentally reported published observations from single particle tracking experiments on the diffusion of gold-tagged G-protein coupled mu-opioid receptors in the normal rat kidney cell membrane, and by further comparing the analytical results to observations on the diffusion of phospholipids, also in normal rat kidney cells.
Molecular motion in cell membranes: Analytic study of fence-hindered random walks
Kenkre, V. M.; Giuggioli, L.; Kalay, Z.
2008-05-01
A theoretical calculation is presented to describe the confined motion of transmembrane molecules in cell membranes. The study is analytic, based on Master equations for the probability of the molecules moving as random walkers, and leads to explicit usable solutions including expressions for the molecular mean square displacement and effective diffusion constants. One outcome is a detailed understanding of the dependence of the time variation of the mean square displacement on the initial placement of the molecule within the confined region. How to use the calculations is illustrated by extracting (confinement) compartment sizes from experimentally reported published observations from single particle tracking experiments on the diffusion of gold-tagged G -protein coupled μ -opioid receptors in the normal rat kidney cell membrane, and by further comparing the analytical results to observations on the diffusion of phospholipids, also in normal rat kidney cells.
Random walks, diffusion limited aggregation in a wedge, and average conformal maps.
Sander, Leonard M; Somfai, Ellák
2005-06-01
We investigate diffusion-limited aggregation (DLA) in a wedge geometry. Arneodo and collaborators have suggested that the ensemble average of DLA cluster density should be close to the noise-free selected Saffman-Taylor finger. We show that a different, but related, ensemble average, that of the conformal maps associated with random clusters, yields a nontrivial shape which is also not far from the Saffman-Taylor finger. However, we have previously demonstrated that the same average of DLA in a channel geometry is not the Saffman-Taylor finger. This casts doubt on the idea that the average of noisy diffusion-limited growth is governed by a simple transcription of noise-free results. PMID:16035911
Transport of spin polarization in a system of disperse and random walks in disordered media
International Nuclear Information System (INIS)
The derivation of a kinetic equation describing the transport of spin polarization through a system of impurity nuclei in fixed positions is examined. The problem of deriving a solution of this equation averaged over random positions of the impurity nuclei is also examined. A control equation is first derived. Its accuracy is evaluated by modeling the effect of the medium by a realistic random process. A simpler equation of the balance-equation type is then derived. The conditions for its applicability in real experiments on the magnetic resonance and relaxation of polarized β-active nuclei are studied. A solution averaged over the positions of the impurity nuclei is derived for intermediate times satisfying βt approx-lt 1, where β is the Foerster constant, which is proportional to the rate of transport over the average distance. This derivation is based on a concentration expansion. The problem of the long-term asymptotic behavior Pxy (t → ∞) is discussed in detail. A semiphenomenological theory is formulated for calculating the propagator at all t and all concentrations. A new method is found for calculating the diffusion coefficient D. The results calculated in the leading approximation for D and for the first correction agree well with the D value which has been measured by the method of optical four-wave mixing in a related exciton-transport problem. A coherent-medium method is formulated for calculating Pxy. Explicit expressions are proposed for P00 (t) for use in planning experiments on the delocalization of excitations in disordered systems by the β-NMR method and by the method of time-resolved fluorescence line narrowing
Peighambari, Mohammadmehdi; Sanati, Hamidreza; Hadjikarimi, Majid; Zahedmehr, Ali; Shakerian, Farshad; Firouzi, Ata; Kiani, Reza; Sadeghipour, Parham; Kzaemi Asl, Siamak
2016-01-01
Background: There is a paucity of data regarding the role of side branch (SB) predilation during the provisional stenting of bifurcation lesions. Objectives: The present study aimed to assess the effects of SB predilation on the outcomes of true bifurcation interventions. Patients and Methods: Sixty patients with true bifurcation lesions according to the Medina classification were included in the study and randomly assigned to receive SB predilation before stenting the main branch (n = 30) or no predilation as the control group (n = 30). Results: There was a trend toward the higher occurrence of dissection in the predilated ostial lesions of the SB compared to the non-predilated group (16.7% vs. 0, P = 0.07). Performance of the SB predilation was not associated with improved flow of the SB or fewer degrees of ostial stenosis after stenting the main branch, the need to rewire, rewiring time, or the rate of use of the final kissing balloon dilation and double stents procedures. Conclusions: Routine predilation of the SB in provisional stenting of true bifurcation lesions seems to be ineffective and might be associated with some undesirable consequences. Still, there are some complex ostial lesions of the SB which could benefit from predilation. PMID:26949691
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An American option (or, warrant) is the right, but not the obligation, to purchase or sell an underlying equity at any time up to a predetermined expiration date for a predetermined amount. A perpetual American option differs from a plain American option in that it does not expire. In this study, we solve the optimal stopping problem of a perpetual American option (both call and put) in discrete time using linear programming duality. Under the assumption that the underlying stock price follows a discrete time and discrete state Markov process, namely a geometric random walk, we formulate the pricing problem as an infinite dimensional linear programming (LP) problem using the excessive-majorant property of the value function. This formulation allows us to solve complementary slackness conditions in closed-form, revealing an optimal stopping strategy which highlights the set of stock-prices where the option should be exercised. The analysis for the call option reveals that such a critical value exists only in some cases, depending on a combination of state-transition probabilities and the economic discount factor (i.e., the prevailing interest rate) whereas it ceases to be an issue for the put.
Terçariol, César Augusto Sangaletti; González, Rodrigo Silva; Martinez, Alexandre Souto
2007-06-01
Consider N points randomly distributed along a line segment of unitary length. A walker explores this disordered medium, moving according to a partially self-avoiding deterministic walk. The walker, with memory mu , leaves from the leftmost point and moves, at each discrete time step, to the nearest point that has not been visited in the preceding mu steps. Using open boundary conditions, we have calculated analytically the probability P{N}(mu)=(1-2{-mu}){N-mu-1} that all N points are visited, with N>mu>1 . This approximated expression for P{N}(mu) is reasonable even for small N and mu values, as validated by Monte Carlo simulations. We show the existence of a critical memory mu{1}=lnNln2 . For mumu{1}+e(2ln2) , the walker explores the whole system. Since the intermediate region increases as lnN and its width is constant, a sharp transition is obtained for one-dimensional large systems. This means that the walker need not have full memory of its trajectory to explore the whole system. Instead, it suffices to have memory of order log{2}N . PMID:17677230
Swank, C. M.; Petukhov, A. K.; Golub, R.
2016-06-01
The behavior of a spin undergoing Larmor precession in the presence of fluctuating fields is of interest to workers in many fields. The fluctuating fields cause frequency shifts and relaxation which are related to their power spectrum, which can be determined by taking the Fourier transform of the auto-correlation functions of the field fluctuations. Recently we have shown how to calculate these correlation functions for all values of mean-free path (ballistic to diffusive motion) in finite bounded regions by using the model of persistent continuous time random walks (CTRW) for particles subject to scattering by fixed (frozen) scattering centers so that the speed of the moving particles is not changed by the collisions. In this work we show how scattering with energy exchange from an ensemble of scatterers in thermal equilibrium can be incorporated into the CTRW. We present results for 1, 2, and 3 dimensions. The results agree for all these cases contrary to the previously studied "frozen" models. Our results for the velocity autocorrelation function show a long-time tail (˜t-1 /2 ), which we also obtain from conventional diffusion theory, with the same power, independent of dimensionality. Our results are valid for any Markovian scattering kernel as well as for any kernel based on a scattering cross section ˜1 /v .
Effect of 60Co-gamma radiation on the random walk error of interferometric fiber optic gyroscopes
Institute of Scientific and Technical Information of China (English)
无
2010-01-01
Two 60Co-gamma radiation experiments were launched to explore the radiation effect on optical components and interferometric fiber optic gyroscope （IFOG）. In optical components radiation experiment, the result showed that polarization-maintaining （PM） fiber coil loss was the most affected parameter in all the RWC （random walk coefficient） related parameters, compared with the weak sensitivity of other components parameters. In the IFOG radiation experiment, the RWC performance degradation was found to be almost due to an increase of the PM fiber attenuation. Based on the experiment result, a RWC prediction model in radiation, which is obtained by embedding PM fiber loss expression into the RWC model, was built following a power law of dose and dose rate. An IFOG RWC in space radiation environment was predicted from radiation dose and dose rate by the RWC prediction model. This RWC value calculated from test data is fully accorded to the RWC value predicted from radiation dose.
Murase, Yohsuke
2010-06-01
Community assembly is studied using individual-based multispecies models. The models have stochastic population dynamics with mutation, migration, and extinction of species. Mutants appear as a result of mutation of the resident species, while migrants have no correlation with the resident species. It is found that the dynamics of community assembly with mutations are quite different from the case with migrations. In contrast to mutation models, which show intermittent dynamics of quasi-steady states interrupted by sudden reorganizations of the community, migration models show smooth and gradual renewal of the community. As a consequence, instead of the 1/f diversity fluctuations found for the mutation models, 1/f2, random-walk like fluctuations are observed for the migration models. In addition, a characteristic species-lifetime distribution is found: a power law that is cut off by a "skewed" distribution in the long-lifetime regime. The latter has a longer tail than a simple exponential function, which indicates an age-dependent species-mortality function. Since this characteristic profile has been observed, both in fossil data and in several other mathematical models, we conclude that it is a universal feature of macroevolution. © 2010 Elsevier Ltd.
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WU An-Cai; XU Xin-Jian; WU Zhi-Xi; WANG Ying-Hai
2007-01-01
We investigate the dynamics of random walks on weighted networks. Assuming that the edge weight and the node strength are used as local information by a random walker. Two kinds of walks, weight-dependent walk and strength-dependent walk, are studied. Exact expressions for stationary distribution and average return time are derived and confirmed by computer simulations. The distribution of average return time and the mean-square that a weight-dependent walker can arrive at a new territory more easily than a strength-dependent one.
Zhang, Zhongzhi; Sheng, Yibin
2015-01-01
Random walks including non-nearest-neighbor jumps appear in many real situations such as the diffusion of adatoms and have found numerous applications including PageRank search algorithm, however, related theoretical results are much less for this dynamical process. In this paper, we present a study of mixed random walks in a family of fractal scale-free networks, where both nearest-neighbor and next-nearest-neighbor jumps are included. We focus on trapping problem in the network family, which is a particular case of random walks with a perfect trap fixed at the central high-degree node. We derive analytical expressions for the average trapping time (ATT), a quantitative indicator measuring the efficiency of the trapping process, by using two different methods, the results of which are consistent with each other. Furthermore, we analytically determine all the eigenvalues and their multiplicities for the fundamental matrix characterizing the dynamical process. Our results show that although next-nearest-neighb...
SOME LIMIT PROPERTIES OF LOCAL TIME FOR RANDOM WALK%随机游动局部时的某些极限性质
Institute of Scientific and Technical Information of China (English)
闻继威; 严云良
2006-01-01
Let X,X1,X2,...be i.i.d.random variables with EX2+δ0).Consider a one-dimensional random walk S={Sn}n≥0,starting from S0=0.Let ξk]=x}.A strong approximation of ξ*(n) by the local time for Wiener process is presented and the limsup-type and liminf-type laws of iterated logarithm of the maximum local time ξ*(n) are obtained.Furthermore,the precise asymptotics in the law of iterated logarithm of ξ*(n) is proved.
Liu, Baoshun; Zhao, Xiujian
2014-10-28
The continuous time random walk (CTRW) simulation was used to study the photocatalytic kinetics of nanocrystalline (nc)-TiO2 assemblies in this research. nc-TiO2 assemblies, such as nc-TiO2 porous films and nc-TiO2 hierarchical structures, are now widely used in photocatalysis. The nc-TiO2 assemblies have quasi-disordered networks consisting of many tiny nanoparticles, so the charge transport within them can be studied by CTRW simulation. We considered the experimental facts that the holes can be quickly trapped and transferred to organic species just after photogeneration, and the electrons transfer to O2 slowly and accumulate in the conduction band of TiO2, which is believed to be the rate-limiting process of the photocatalysis under low light intensity and low organic concentration. Due to the existence of numerous traps, the electron transport within the nc-TiO2 assemblies follows a multi-trapping (MT) mechanism, which significantly limits the electron diffusion speed. The electrons need to undergo several steps of MT transport before transferring to oxygen, so it is highly important that the electron transport in nc-TiO2 networks is determined for standard photocatalytic reactions. Based on the MT transport model, the transient decays of photocurrents during the photocatalytic oxidation of formic acid were studied by CTRW simulation, and are in good accordance with experiments. The steady state photocatalysis was also simulated. The effects of organic concentration, light intensity, temperature, and nc-TiO2 crystallinity on the photocatalytic kinetics were investigated, and were also consistent with the experimental results. Due to the agreement between the simulation and the experiments for both the transient and the steady state photocatalysis, the MT charge transport should be an important mechanism that controls the kinetics of recombination and photocatalysis in nc-TiO2 assemblies. Also, our research provides a new methodology to study the photocatalytic
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Bendix Tom
2010-02-01
Full Text Available Abstract Background Active approaches including both specific and unspecific exercise are probably the most widely recommended treatment for patients with chronic low back pain but it is not known exactly which types of exercise provide the most benefit. Nordic Walking - power walking using ski poles - is a popular and fast growing type of exercise in Northern Europe that has been shown to improve cardiovascular metabolism. Until now, no studies have been performed to investigate whether Nordic Walking has beneficial effects in relation to back pain. Methods A total of 151 patients with low back and/or leg pain of greater than eight weeks duration were recruited from a hospital based outpatient back pain clinic. Patients continuing to have pain greater than three on the 11-point numeric rating scale after a multidisciplinary intervention were included. Fifteen patients were unable to complete the baseline evaluation and 136 patients were randomized to receive A Nordic walking supervised by a specially trained instructor twice a week for eight weeks B One-hour instruction in Nordic walking by a specially trained instructor followed by advice to perform Nordic walking at home as much as they liked for eight weeks or C Individual oral information consisting of advice to remain active and about maintaining the daily function level that they had achieved during their stay at the backcenter. Primary outcome measures were pain and disability using the Low Back Pain Rating Scale, and functional limitation further assessed using the Patient Specific Function Scale. Furthermore, information on time off work, use of medication, and concurrent treatment for their low back pain was collected. Objective measurements of physical activity levels for the supervised and unsupervised Nordic walking groups were performed using accelerometers. Data were analyzed on an intention-to-treat basis. Results No mean differences were found between the three groups in
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DePaul Vincent G
2011-10-01
Full Text Available Abstract Background Although task-oriented training has been shown to improve walking outcomes after stroke, it is not yet clear whether one task-oriented approach is superior to another. The purpose of this study is to compare the effectiveness of the Motor Learning Walking Program (MLWP, a varied overground walking task program consistent with key motor learning principles, to body-weight-supported treadmill training (BWSTT in community-dwelling, ambulatory, adults within 1 year of stroke. Methods/Design A parallel, randomized controlled trial with stratification by baseline gait speed will be conducted. Allocation will be controlled by a central randomization service and participants will be allocated to the two active intervention groups (1:1 using a permuted block randomization process. Seventy participants will be assigned to one of two 15-session training programs. In MLWP, one physiotherapist will supervise practice of various overground walking tasks. Instructions, feedback, and guidance will be provided in a manner that facilitates self-evaluation and problem solving. In BWSTT, training will emphasize repetition of the normal gait cycle while supported over a treadmill, assisted by up to three physiotherapists. Outcomes will be assessed by a blinded assessor at baseline, post-intervention and at 2-month follow-up. The primary outcome will be post-intervention comfortable gait speed. Secondary outcomes include fast gait speed, walking endurance, balance self-efficacy, participation in community mobility, health-related quality of life, and goal attainment. Groups will be compared using analysis of covariance with baseline gait speed strata as the single covariate. Intention-to-treat analysis will be used. Discussion In order to direct clinicians, patients, and other health decision-makers, there is a need for a head-to-head comparison of different approaches to active, task-related walking training after stroke. We hypothesize that
Ashe, Maureen C; Winters, Meghan; Hoppmann, Christiane A; Dawes, Martin G; Gardiner, Paul A; Giangregorio, Lora M; Madden, Kenneth M; McAllister, Megan M; Wong, Gillian; Puyat, Joseph H; Singer, Joel; Sims-Gould, Joanie; McKay, Heather A
2016-01-01
Background Maintaining physical activity is an important goal with positive health benefits, yet many people spend most of their day sitting. Our Everyday Activity Supports You (EASY) model aims to encourage movement through daily activities and utilitarian walking. The primary objective of this phase was to test study feasibility (recruitment and retention rates) for the EASY model. Methods This 6-month study took place in Vancouver, Canada, from May to December 2013, with data analyses in February 2014. Participants were healthy, inactive, community-dwelling women aged 55–70 years. We recruited through advertisements in local community newspapers and randomized participants using a remote web service. The model included the following: group-based education and social support, individualized physical activity prescription (called Activity 4-1-1), and use of a Fitbit activity monitor. The control group received health-related information only. The main outcome measures were descriptions of study feasibility (recruitment and retention rates). We also collected information on activity patterns (ActiGraph GT3X+ accelerometers) and health-related outcomes such as body composition (height and weight using standard techniques), blood pressure (automatic blood pressure monitor), and psychosocial variables (questionnaires). Results We advertised in local community newspapers to recruit participants. Over 3 weeks, 82 participants telephoned; following screening, 68% (56/82) met the inclusion criteria and 45% (25/56) were randomized by remote web-based allocation. This included 13 participants in the intervention group and 12 participants in the control group (education). At 6 months, 12/13 (92%) intervention and 8/12 (67%) control participants completed the final assessment. Controlling for baseline values, the intervention group had an average of 2,080 [95% confidence intervals (CIs) 704, 4,918] more steps/day at 6 months compared with the control group. There was an
Borg, F G
2004-01-01
Presents a minireview of topics concerned with balancing in quiet (bipedal) standing, and balancing of a stick. In the focus is the apparent stochastic nature of the swaying of the human inverted pendulum.
Michas, Georgios; Vallianatos, Filippos; Karakostas, Vassilios; Papadimitriou, Eleftheria; Sammonds, Peter
2014-05-01
Efpalion aftershock sequence occurred in January 2010, when an M=5.5 earthquake was followed four days later by another strong event (M=5.4) and numerous aftershocks (Karakostas et al., 2012). This activity interrupted a 15 years period of low to moderate earthquake occurrence in Corinth rift, where the last major event was the 1995 Aigion earthquake (M=6.2). Coulomb stress analysis performed in previous studies (Karakostas et al., 2012; Sokos et al., 2012; Ganas et al., 2013) indicated that the second major event and most of the aftershocks were triggered due to stress transfer. The aftershocks production rate decays as a power-law with time according to the modified Omori law (Utsu et al., 1995) with an exponent larger than one for the first four days, while after the occurrence of the second strong event the exponent turns to unity. We consider the earthquake sequence as a point process in time and space and study its spatiotemporal evolution considering a Continuous Time Random Walk (CTRW) model with a joint probability density function of inter-event times and jumps between the successive earthquakes (Metzler and Klafter, 2000). Jump length distribution exhibits finite variance, whereas inter-event times scale as a q-generalized gamma distribution (Michas et al., 2013) with a long power-law tail. These properties are indicative of a subdiffusive process in terms of CTRW. Additionally, the mean square displacement of aftershocks is constant with time after the occurrence of the first event, while it changes to a power-law with exponent close to 0.15 after the second major event, illustrating a slow diffusive process. During the first four days aftershocks cluster around the epicentral area of the second major event, while after that and taking as a reference the second event, the aftershock zone is migrating slowly with time to the west near the epicentral area of the first event. This process is much slower from what would be expected from normal diffusion, a
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PAŞCA LUCIAN
2015-04-01
Full Text Available This paper attempts to test the efficiency of the Romanian Capital Market by assessing some basic statistical properties of prices for the ten most liquid stocks listed on the Bucharest Stock Exchange. More specifically, by testing if stock price series exhibit a random walk-like behaviour. For robustness of the results, two unit root tests—the Augmented Dickey-Fuller and the Kwiatkowski-Phillips-Schmidt-Shin—are used to measure stationarity for both prices and returns, and determine if price dynamics is determined by an order one integrated process (a proxy for the random walk. Further Lo and MacKinley‘s Variance Ratio Test is applied to study if the variance of returns is a linear time-dependent function (a well-known property of a random variable. The analysis is done for a period between 15 October 1997, or the listing date on the stock exchange, respectively, and 10 April 2013, for both daily and weekly observations. Furthermore, to take into account the distortive effects of the financial turmoil from 2007-2009 on market efficiency, a separate analysis has been conducted for two sub-periods, pre- and post-recession, respectively.
Wu, Li-Ling; Wang, Kuo-Ming; Liao, Po-I; Kao, Yu-Hsiu; Huang, Yi-Ching
2015-10-01
Over 73% of hi-tech industry employees in Taiwan lack regular exercise. They are exposed to a highly variable and stressful work environment for extended periods of time, and may subsequently experience depression, detrimental to workers' physiological and mental health. In this cross-sectional survey, the authors explored the effect of an 8-week brisk walking program on the fatigue of employees in the hi-tech industry. The participants, from a hi-tech company in northern Taiwan, were randomly assigned to an experimental group (EG; 41 subjects, Mage = 33.34 ± 6.40) or control group (CG; 45 subjects, Mage = 29.40 ± 3.60). Following the 8-week brisk walking program, the EG showed significantly lower scores for subjective fatigue, working motivation, attention, and overall fatigue. The authors confirmed that the 8-week outdoor brisk walking program significantly improved the level of fatigue among employees of the hi-tech industry. The finding serves as an important reference for health authorities in Taiwan and provides awareness of workplace health promotion in the hi-tech industry. PMID:26194655
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Stanley Sai-Chuen Hui
2015-01-01
Full Text Available Tai Chi and walking are both moderate-intensity physical activity (PA that can be easily practiced in daily life. The objective of the study was to determine the effects of these two PAs on weight loss, metabolic syndrome parameters, and bone mineral density (BMD in Chinese adults. We randomized 374 middle-aged subjects (45.8 ± 5.3 years into 12-week training (45 minutes per day, 5 days per week of Tai Chi (n=124 or self-paced walking (n=121 or control group (n=129. On average, Tai Chi and walking groups lost 0.50 and 0.76 kg of body weight and 0.47 and 0.59 kg of fat mass after intervention, respectively. The between-group difference of waist circumference (WC and fasting blood glucose (FBG was −3.7 cm and −0.18 mmol/L for Tai Chi versus control and −4.1 cm and −0.22 mmol/L for walking versus control. No significant differences were observed regarding lean mass, blood pressure, triglycerides, total cholesterol, high-density and low-density lipoprotein cholesterol, and BMD compared to control. Change in lean mass, not fat mass or total weight loss, was significantly correlated to the change in BMD. Our results suggest that both of these two PAs can produce moderate weight loss and significantly improve the WC and FBG in Hong Kong Chinese adults, with no additional effects on BMD.
Institute of Scientific and Technical Information of China (English)
无
2007-01-01
In this article, the dependent steps of a negative drift random walk are modelled as a two-sided linear process Xn =-μ+∞∑j=-∞ψn-jεj, where {ε, εn; -∞＜ n ＜ +∞}is a sequence of independent, identically distributed random variables with zero mean, μ＞0 is a constant and the coefficients {ψi;-∞＜ i ＜∞} satisfy 0 ＜∞∑j=-∞|jψj| ＜∞. Under the conditions that the distribution function of |ε| has dominated variation and ε satisfies certain tail balance conditions, the asymptotic behavior of P{supn≥0(-nμ+∞∑j=-∞εjβnj) ＞ x}is discussed. Then the result is applied to ultimate ruin probability.
Zheng, Lianqing; Chen, Mengen; Yang, Wei
2009-06-21
To overcome the pseudoergodicity problem, conformational sampling can be accelerated via generalized ensemble methods, e.g., through the realization of random walks along prechosen collective variables, such as spatial order parameters, energy scaling parameters, or even system temperatures or pressures, etc. As usually observed, in generalized ensemble simulations, hidden barriers are likely to exist in the space perpendicular to the collective variable direction and these residual free energy barriers could greatly abolish the sampling efficiency. This sampling issue is particularly severe when the collective variable is defined in a low-dimension subset of the target system; then the "Hamiltonian lagging" problem, which reveals the fact that necessary structural relaxation falls behind the move of the collective variable, may be likely to occur. To overcome this problem in equilibrium conformational sampling, we adopted the orthogonal space random walk (OSRW) strategy, which was originally developed in the context of free energy simulation [L. Zheng, M. Chen, and W. Yang, Proc. Natl. Acad. Sci. U.S.A. 105, 20227 (2008)]. Thereby, generalized ensemble simulations can simultaneously escape both the explicit barriers along the collective variable direction and the hidden barriers that are strongly coupled with the collective variable move. As demonstrated in our model studies, the present OSRW based generalized ensemble treatments show improved sampling capability over the corresponding classical generalized ensemble treatments. PMID:19548709
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Fortlage Laurie A
2007-11-01
Full Text Available Abstract Background The majority of individuals with type 2 diabetes do not exercise regularly. Pedometer-based walking interventions can help; however, pedometer-based interventions targeting only total daily accumulated steps might not yield the same health benefits as physical activity programs specifying a minimum duration and intensity of physical activity bouts. Methods This pilot randomized trial compared two goal-setting strategies: 1 lifestyle goals targeting total daily accumulated step counts and 2 structured goals targeting bout steps defined as walking that lasts for 10 minutes or longer at a pace of at least 60 steps per minute. We sought to determine which goal-setting strategy was more effective at increasing bout steps. Participants were sedentary adults with type 2 diabetes. All participants: wore enhanced pedometers with embedded USB ports; uploaded detailed, time-stamped step-count data to a website called Stepping Up to Health; and received automated step-count feedback, automatically calculated goals, and tailored motivational messages throughout the six-week intervention. Only the automated goal calculations and step-count feedback differed between the two groups. The primary outcome of interest was increase in steps taken during the previously defined bouts of walking (lasting at least 10 minutes or longer at a pace of at least 60 steps per minute between baseline and end of the intervention. Results Thirty-five participants were randomized and 30 (86% completed the pilot study. Both groups significantly increased bout steps, but there was no statistically significant difference between groups. Among study completers, bout steps increased by 1921 ± 2729 steps a day. Those who received lifestyle goals were more satisfied with the intervention (p = 0.006 and wore the pedometer more often (p Conclusion In this six-week intervention, Lifestyle Goals group participants achieved increases in bout steps comparable to the
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Derya Kahraman
2005-01-01
Full Text Available Random walk model is one of the models that are used to test weak-form efficiency. If changes in stock prices follow a random walk model, the price changes will not have serial correlation. In this study, the Istanbul Stock Exchange 100 Index closing price changes for one, five, nine, and sixteen day differencing intervals for 1.1.1996-27.10.2004 period and three non-overlapping sub periods are tested for serial correlation. Since the results verify that the Istanbul Stock Exchange 100 Index does not follow a random walk model during any of the periods tested, investors may be able to profit from some carefully designed trading rules.
Quantum walks with tuneable self-avoidance in one dimension
Elizabeth Camilleri; Rohde, Peter P.; Jason Twamley
2014-01-01
Quantum walks exhibit many unique characteristics compared to classical random walks. In the classical setting, self-avoiding random walks have been studied as a variation on the usual classical random walk. Here the walker has memory of its previous locations and preferentially avoids stepping back to locations where it has previously resided. Classical self-avoiding random walks have found numerous algorithmic applications, most notably in the modelling of protein folding. We consider the a...
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Yutaka Morishima
Full Text Available Due to the reduced physical activity of patients who have undergone total hip arthroplasty (THA, there are no home-based exercise training regimens for preventing muscle atrophy and aerobic capacity impairment in these patients. We examined whether interval walking training (IWT could prevented these issues. Twenty-eight female patients (∼60 years of age who had undergone THA more than 2 months prior were randomly divided into IWT (n = 14 and control (CNT, n = 14 groups. The IWT subjects trained at a target of 60 min of fast walking at >70% peak aerobic capacity for walking (VO₂peak per wk for 12 wk, while those in the CNT maintained their previous sedentary life during the same period. We measured the energy expenditure of the daily physical activity, except during sleeping and bathing, every minute and every day during the intervention. We also measured the isometric knee extension (FEXT and flexion (FFLX forces, VO₂peak, and anaerobic threshold during the graded cycling exercise (VO₂AT before and after the intervention. All subjects, except for one in IWT, completed the protocol. FFLX increased by 23% on the operated side (P = 0.003 and 14% on the non-operated side of IWT (P = 0.006, while it only increased on the operated side of CNT (P = 0.03. The VO₂peak and VO₂AT in IWT increased by 8% (P = 0.08 and 13% (P = 0.002, respectively, and these changes were significantly higher in the IWT than in CNT group (both, P<0.05. In conclusion, IWT might be an effective home-based training regimen for preventing the muscle atrophy from reduced daily physical activity in THA patients.UMIN-CTR UMIN000013172.
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Galli Thiago Tafarel
2013-01-01
Full Text Available Abstract Background Pain is a negative factor in the recovery process of postoperative patients, causing pulmonary alterations and complications and affecting functional capacity. Thus, it is plausible to introduce transcutaneous electrical nerve stimulation (TENS for pain relief to subsequently reduce complications caused by this pain in the postoperative period. The objective of this paper is to assess the effects of TENS on pain, walking function, respiratory muscle strength and vital capacity in kidney donors. Methods/design Seventy-four patients will be randomly allocated into 2 groups: active TENS or placebo TENS. All patients will be assessed for pain intensity, walk function (Iowa Gait Test, respiratory muscle strength (maximal inspiratory pressure and maximal expiratory pressure and vital capacity before and after the TENS application. The data will be collected by an assessor who is blinded to the group allocation. Discussion This study is the first to examine the effects of TENS in this population. TENS during the postoperative period may result in pain relief and improvements in pulmonary tests and mobility, thus leading to an improved quality of life and further promoting organ donation. Trial registration Registro Brasileiro de Ensaios Clinicos (ReBEC, number RBR-8xtkjp.
... safety reasons, especially on uneven ground. See a physical therapist for exercise therapy and walking retraining. For a ... the right position for standing and walking. A physical therapist can supply these and provide exercise therapy, if ...
International Nuclear Information System (INIS)
Using a general Green function formulation, we re-derive, both (i) Spitzer and his followers results for the winding angle distribution of the planar Brownian motion, and (ii) Edwards-Prager-Frisch results on the statistical mechanics of a ring polymer entangled with a straight bar. In the statistical mechanics part, we consider both cases of quenched and annealed topology. Among new results, we compute exactly the (expectation value of) the surface area of the locus of points such that each of them has linking number n with a given closed random walk trajectory (ring polymer). We also consider the generalizations of the problem for the finite diameter (disc-like) obstacle and winding within a cavity
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Alan D Dangour
2011-04-01
Full Text Available BACKGROUND: Ageing is associated with increased risk of poor health and functional decline. Uncertainties about the health-related benefits of nutrition and physical activity for older people have precluded their widespread implementation. We investigated the effectiveness and cost-effectiveness of a national nutritional supplementation program and/or a physical activity intervention among older people in Chile. METHODS AND FINDINGS: We conducted a cluster randomized factorial trial among low to middle socioeconomic status adults aged 65-67.9 years living in Santiago, Chile. We randomized 28 clusters (health centers into the study and recruited 2,799 individuals in 2005 (~100 per cluster. The interventions were a daily micronutrient-rich nutritional supplement, or two 1-hour physical activity classes per week, or both interventions, or neither, for 24 months. The primary outcomes, assessed blind to allocation, were incidence of pneumonia over 24 months, and physical function assessed by walking capacity 24 months after enrollment. Adherence was good for the nutritional supplement (~75%, and moderate for the physical activity intervention (~43%. Over 24 months the incidence rate of pneumonia did not differ between intervention and control clusters (32.5 versus 32.6 per 1,000 person years respectively; risk ratio = 1.00; 95% confidence interval 0.61-1.63; p = 0.99. In intention-to-treat analysis, after 24 months there was a significant difference in walking capacity between the intervention and control clusters (mean difference 33.8 meters; 95% confidence interval 13.9-53.8; p = 0.001. The overall cost of the physical activity intervention over 24 months was US$164/participant; equivalent to US$4.84/extra meter walked. The number of falls and fractures was balanced across physical activity intervention arms and no serious adverse events were reported for either intervention. CONCLUSIONS: Chile's nutritional supplementation program for
The distribution of first hitting times of random walks on Erd\\H{o}s-R\\'enyi networks
Tishby, Ido; Katzav, Eytan
2016-01-01
We present analytical results for the distribution of first hitting times of random walkers on Erd\\H{o}s-R\\'enyi networks. Starting from a random initial node, a random walker hops randomly between adjacent nodes on the network until it hits a node which it has already visited before. At this point, the path is terminated. The path length $d$, pursued by the random walker from the initial node up to its termination is called the first hitting time or the first intersection length. Using recursion equations, we obtain analytical results for the tail distribution of the path lengths, $P(d>\\ell)$. The results are found to be in excellent agreement with simulations. It turns out that the distribution $P(d>\\ell)$ follows a product of an exponential distribution and a Rayleigh distribution. We also obtain expressions for the mean, median and standard deviation of this distribution in terms of the network size and its mean degree. It is found that the first hitting time is much shorter than the last hitting time of ...
Directory of Open Access Journals (Sweden)
P.D.Gujrati
2002-01-01
Full Text Available Theoretical evidence is presented in this review that architectural aspects can play an important role, not only in the bulk but also in confined geometries by using our recursive lattice theory, which is equally applicable to fixed architectures (regularly branched polymers, stars, dendrimers, brushes, linear chains, etc. and variable architectures, i.e. randomly branched structures. Linear chains possess an inversion symmetry (IS of a magnetic system (see text, whose presence or absence determines the bulk phase diagram. Fixed architectures possess the IS and yield a standard bulk phase diagram in which there exists a theta point at which two critical lines C and C' meet and the second virial coefficient A2 vanishes. The critical line C appears only for infinitely large polymers, and an order parameter is identified for this criticality. The critical line C' exists for polymers of all sizes and represents phase separation criticality. Variable architectures, which do not possess the IS, give rise to a topologically different phase diagram with no theta point in general. In confined regions next to surfaces, it is not the IS but branching and monodispersity, which becomes important in the surface regions. We show that branching plays no important role for polydisperse systems, but become important for monodisperse systems. Stars and linear chains behave differently near a surface.
Directory of Open Access Journals (Sweden)
D. Merom
2015-01-01
Low perceived walkability was shaped by health status and did not appear to be a barrier to walking behavior. There appears to be a greater impact of, and thus, need for, interventions to encourage walking in environments perceived not to have supportive walking infrastructure. Future studies on built environments and walking should gather information on fall-related risk factors to better understand how these characteristics interact.
International Nuclear Information System (INIS)
A Random Walk (RW) realization in the square lattice, upon which a percolation cluster of sites, visited one by one by random walkers is built up (by direct Monte Carlo method), has been carried out towards its basic tendencies. It turns out that if the RW is realized near the site-percolation threshold, the process, as expected, decelerates. If, in turn, one systematically goes above the percolation threshold, being roughly about 0.6, towards the isotropic site-cluster regime, the process accelerates. Some drift superimposed on the RW realization as well as boundary conditions of certain types change the system behavior in a quite predictive way. Both new and interesting examples, emphasizing a possible applications of the phenomenon under study, are carefully mentioned. A finite-size effect always incorporated in the realized MC-algorithm is going to make the process apparently closer to reality. The notion of continuous phase (sub)transition has been discussed in the presented context. (author)
International Nuclear Information System (INIS)
It is well known that bioturbation can contribute significantly to the vertical transport of fallout radionuclides in grassland soils. To examine this effect also for a forest soil, activity-depth profiles of Chernobyl-derived 134Cs from a limed plot (soil, hapludalf under spruce) with a high abundance of earthworms (Lumbricus rubellus) in the Olu horizon (thickness=3.5 cm) were evaluated and compared with the corresponding depth profiles from an adjacent control plot. For this purpose, a random-walk based transport model was developed, which considers (1) the presence of an initial activity-depth distribution, (2) the deposition history of radiocesium at the soil surface, (3) individual diffusion/dispersion coefficients and convection rates for the different soil horizons, and (4) mixing by bioturbation within one soil horizon. With this model, the observed 134Cs-depth distribution at the control site (no bioturbation) and at the limed site could be simulated quite satisfactorily. It is shown that the observed, substantial long-term enrichment of 134Cs in the bioturbation horizon can be modeled by an exceptionally effective diffusion process, combined with a partial reflection of the randomly moving particles at the two borders of the bioturbation zone. The present model predicts significantly longer residence times of radiocesium in the organic soil layer of the forest soil than obtained from a first-order compartment model, which does not consider bioturbation explicitly
Physical implementation of quantum walks
Manouchehri, Kia
2013-01-01
Given the extensive application of random walks in virtually every science related discipline, we may be at the threshold of yet another problem solving paradigm with the advent of quantum walks. Over the past decade, quantum walks have been explored for their non-intuitive dynamics, which may hold the key to radically new quantum algorithms. This growing interest has been paralleled by a flurry of research into how one can implement quantum walks in laboratories. This book presents numerous proposals as well as actual experiments for such a physical realization, underpinned by a wide range of
Imam, Bita; Miller, William C.; Finlayson, Heather C; Eng, Janice J.; Payne, Michael WC; Jarus, Tal; Goldsmith, Charles H.; Mitchell, Ian M.
2014-01-01
Background The number of older adults living with lower limb amputation (LLA) who require rehabilitation for improving their walking capacity and mobility is growing. Existing rehabilitation practices frequently fail to meet this demand. Nintendo Wii Fit may be a valuable tool to enable rehabilitation interventions. Based on pilot studies, we have developed “Wii.n.Walk”, an in-home telehealth Wii Fit intervention targeted to improve walking capacity in older adults with LLA. Objective The obj...
Ellery, Adam J.; Baker, Ruth E.; Simpson, Matthew J.
2016-05-01
The motion of cells and molecules through biological environments is often hindered by the presence of other cells and molecules. A common approach to modeling this kind of hindered transport is to examine the mean squared displacement (MSD) of a motile tracer particle in a lattice-based stochastic random walk in which some lattice sites are occupied by obstacles. Unfortunately, stochastic models can be computationally expensive to analyze because we must average over a large ensemble of identically prepared realizations to obtain meaningful results. To overcome this limitation we describe an exact method for analyzing a lattice-based model of the motion of an agent moving through a crowded environment. Using our approach we calculate the exact MSD of the motile agent. Our analysis confirms the existence of a transition period where, at first, the MSD does not follow a power law with time. However, after a sufficiently long period of time, the MSD increases in proportion to time. This latter phase corresponds to Fickian diffusion with a reduced diffusivity owing to the presence of the obstacles. Our main result is to provide a mathematically motivated, reproducible, and objective estimate of the amount of time required for the transport to become Fickian. Our new method to calculate this crossover time does not rely on stochastic simulations.
International Nuclear Information System (INIS)
Despite the widespread acceptance of the relevance of the nodes of one-body electronic wave functions (atomic or molecular orbitals) in determining chemical properties, relatively little is known about the corresponding nodes of many-body wave functions. As an alternative to mapping the nodal surfaces present in the ground states of many-electron systems, we have focused instead on the structural domains implied by these surfaces. In the spirit of Monte Carlo techniques, the nodal hypervolumes of a series of atomic N-body Hartree--Fock level electronic wave functions have been mapped using a random-walk simulation in 3N dimensional configuration space. The basic structural elements of the domain of atomic or molecular wave functions are identified as nodal regions (continuous volumes of the same sign) and permutational cells (identical building blocks). Our algorithm determines both the relationships among nodal regions or cells (topology) as well as the geometric properties within each structural domain. Our results indicate that ground-state Hartree--Fock wave functions generally consist of four equivalent nodal regions (two positive and two negative), each constructed from one or more permutational cells. We have developed an operational method to distinguish otherwise identical permutational cells. The limitations and most probable sources of error associated with this numerical method are discussed as are directions for future research
International Nuclear Information System (INIS)
There are presently two different models of fractional Brownian motions available in the literature: the Riemann-Liouville fractional derivative of white noise on the one hand, and the complex-valued Brownian motion of order n defined by using a random walk in the complex plane, on the other hand. The paper provides a comparison between these two approaches, and in addition, takes this opportunity to contribute some complements. These two models are more or less equivalent on the theoretical standpoint for fractional order between 0 and 1/2, but their practical significances are quite different. Otherwise, for order larger than 1/2, the fractional derivative model has no counterpart in the complex plane. These differences are illustrated by an example drawn from mathematical finance. Taylor expansion of fractional order provides the expression of fractional difference in terms of finite difference, and this allows us to improve the derivation of Fokker-Planck equation and Kramers-Moyal expansion, and to get more insight in their relation with stochastic differential equations of fractional order. In the case of multi-fractal systems, the Fokker-Planck equation can be solved by using path integrals, and the fractional dynamic equations of the state moments of the stochastic system can be easily obtained. By combining fractional derivative and complex white noise of order n, one obtains a family of complex-valued fractional Brownian motions which exhibits long-range dependence. The conclusion outlines suggestions for further research, mainly regarding Lorentz transformation of fractional noises
Peungsuwan, Punnee; Sermcheep, Phawinee; Harnmontree, Papatsara; Eungpinichpong, Wichai; Puntumetakul, Rungthip; Chatchawan, Uraiwan; Yamauchi, Junichiro
2014-01-01
[Purpose] This study investigated the effectiveness of a class- and home-based exercise with massage between Thai traditional and standardized physical therapy (TPT and SPT) in older people with knee osteoarthritis (KOA). [Subjects and Methods] Thirty-one subjects with KOA (aged 50-85 years) in two selected villages were randomly assigned into the TPT or SPT programs. Seventeen TPT subjects received Thai exercise with traditional massage, and 14 SPT individuals performed strengthening exercise with Swedish massage. Both programs consisted of a class with supervision plus home self-care for 8 weeks; the subjects then managed home self-care for 1 year. [Results] After 2 months, the six-minute walk test (6MWT), Western Ontario and McMaster Universities Arthritis Index (WOMAC), and SF-36 testing showed significant improvement in both groups, but the improvement of the TPT group was greater. After 1year, only the score for the 6MWT was greater in the TPT group than in the SPT group. [Conclusion] The TPT program yielded better results for the 6MWT, but, both programs had beneficial effects on the pain, function, and QOL of middle-aged and older patients with KOA in the community setting. PMID:24567694
Random Walk Investigation in Indian Market with special reference to S&P Nifty – Fifty Stocks.
Directory of Open Access Journals (Sweden)
Tamilselvan M Manickam
2015-10-01
Full Text Available The competence of a financial system is entirely depending upon the stock market efficiency. The gradual growth of equity investor’s participation is inevitable to enrich the overall growth of emerging economies.Hence the necessity is felt to provide an empirical support to the investing community. For the purpose, this study attempts to examine the weak-form efficiency of Indian stock market – National Stock Exchange (NSE. The study has used the daily closing price of the Nifty fiftystocks from 3rdJanuary 2011 to 24thApril 2015. To test the weak form efficiency both parametric and non-parametric tests called Autocorrelation, Augmented Dicky Fuller test, and Runs Test were performed. The study reveals that 39 stocks of NSE-Nifty Fifty are found to be weak form inefficient, so that the investors can formulate trading strategies to gain abnormal returns. The Index and 10 stocks are found to be weak form efficient during the study period since the price series found to be autocorrelation existence.Key words: Time Series - Auto Correlation – Unit Root Test – Random Walk– Stationary – National Stock Exchange
Efficient quantum walk on a quantum processor
Qiang, Xiaogang; Loke, Thomas; Montanaro, Ashley; Aungskunsiri, Kanin; Zhou, Xiaoqi; O'Brien, Jeremy L.; Wang, Jingbo B.; Jonathan C. F. Matthews
2016-01-01
The random walk formalism is used across a wide range of applications, from modelling share prices to predicting population genetics. Likewise, quantum walks have shown much potential as a framework for developing new quantum algorithms. Here we present explicit efficient quantum circuits for implementing continuous-time quantum walks on the circulant class of graphs. These circuits allow us to sample from the output probability distributions of quantum walks on circulant graphs efficiently. ...
ON MARKOV CHAINS IN SPACE-TIME RANDOM ENVIRONMENTS
Institute of Scientific and Technical Information of China (English)
Hu Dihe; Hu Xiaoyu
2009-01-01
In Section 1, the authors establish the models of two kinds of Markov chains in space-time random environments (MCSTRE and MCSTRE(+)) with Abstract state space. In Section 2, the authors construct a MCSTRE and a MCSTRE(+) by an initial distribution Ф and a random Markov kernel (RMK) p(γ). In Section 3, the authors establish several equivalence theorems on MCSTRE and MCSTRE(+). Finally, the authors give two very important examples of MCMSTRE, the random walk in spce-time random environment and the Markov branching chain in space-time random environment.
Quantum walks with tuneable self-avoidance in one dimension
Camilleri, Elizabeth; Rohde, Peter P.; Twamley, Jason
2014-04-01
Quantum walks exhibit many unique characteristics compared to classical random walks. In the classical setting, self-avoiding random walks have been studied as a variation on the usual classical random walk. Here the walker has memory of its previous locations and preferentially avoids stepping back to locations where it has previously resided. Classical self-avoiding random walks have found numerous algorithmic applications, most notably in the modelling of protein folding. We consider the analogous problem in the quantum setting - a quantum walk in one dimension with tunable levels of self-avoidance. We complement a quantum walk with a memory register that records where the walker has previously resided. The walker is then able to avoid returning back to previously visited sites or apply more general memory conditioned operations to control the walk. We characterise this walk by examining the variance of the walker's distribution against time, the standard metric for quantifying how quantum or classical a walk is. We parameterise the strength of the memory recording and the strength of the memory back-action on the walker, and investigate their effect on the dynamics of the walk. We find that by manipulating these parameters, which dictate the degree of self-avoidance, the walk can be made to reproduce ideal quantum or classical random walk statistics, or a plethora of more elaborate diffusive phenomena. In some parameter regimes we observe a close correspondence between classical self-avoiding random walks and the quantum self-avoiding walk.
DEFF Research Database (Denmark)
Hartvigsen, Jan; Morsø, Lars; Bendix, Tom;
2010-01-01
BACKGROUND: Active approaches including both specific and unspecific exercise are probably the most widely recommended treatment for patients with chronic low back pain but it is not known exactly which types of exercise provide the most benefit. Nordic Walking - power walking using ski poles - is...
International Nuclear Information System (INIS)
Multiscale features of transport processes in fractured porous media make numerical modeling a difficult task, both in conceptualization and computation. Modeling the mass transfer through the fracture-matrix interface is one of the critical issues in the simulation of transport in a fractured porous medium. Because conventional dual-continuum-based numerical methods are unable to capture the transient features of the diffusion depth into the matrix (unless they assume a passive matrix medium), such methods will overestimate the transport of tracers through the fractures, especially for the cases with large fracture spacing, resulting in artificial early breakthroughs. We have developed a new method for calculating the particle-transfer probability that can capture the transient features of diffusion depth into the matrix within the framework of the dual-continuum random-walk particle method (RWPM) by introducing a new concept of activity range of a particle within the matrix. Unlike the multiple-continuum approach, the new dual-continuum RWPM does not require using additional grid blocks to represent the matrix. It does not assume a passive matrix medium and can be applied to the cases where global water flow exists in both continua. The new method has been verified against analytical solutions for transport in the fracture-matrix systems with various fracture spacing. The calculations of the breakthrough curves of radionuclides from a potential repository to the water table in Yucca Mountain demonstrate the effectiveness of the new method for simulating 3-D, mountain-scale transport in a heterogeneous, fractured porous medium under variably saturated conditions