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A Continuous-Time Random Walk Extension of the Gillis Model

We consider a continuous-time random walk which is the generalization, by means of the introduction of waiting periods on sites, of the one-dimensional non-homogeneous random walk with a position-dependent drift known in the mathematical literature as Gillis random walk. This modified stochastic pro...

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Detalles Bibliográficos
Autores principales: Pozzoli, Gaia, Radice, Mattia, Onofri, Manuele, Artuso, Roberto
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2020
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7766702/
https://www.ncbi.nlm.nih.gov/pubmed/33353053
http://dx.doi.org/10.3390/e22121431
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author Pozzoli, Gaia
Radice, Mattia
Onofri, Manuele
Artuso, Roberto
author_facet Pozzoli, Gaia
Radice, Mattia
Onofri, Manuele
Artuso, Roberto
author_sort Pozzoli, Gaia
collection PubMed
description We consider a continuous-time random walk which is the generalization, by means of the introduction of waiting periods on sites, of the one-dimensional non-homogeneous random walk with a position-dependent drift known in the mathematical literature as Gillis random walk. This modified stochastic process allows to significantly change local, non-local and transport properties in the presence of heavy-tailed waiting-time distributions lacking the first moment: we provide here exact results concerning hitting times, first-time events, survival probabilities, occupation times, the moments spectrum and the statistics of records. Specifically, normal diffusion gives way to subdiffusion and we are witnessing the breaking of ergodicity. Furthermore we also test our theoretical predictions with numerical simulations.
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spelling pubmed-77667022021-02-24 A Continuous-Time Random Walk Extension of the Gillis Model Pozzoli, Gaia Radice, Mattia Onofri, Manuele Artuso, Roberto Entropy (Basel) Article We consider a continuous-time random walk which is the generalization, by means of the introduction of waiting periods on sites, of the one-dimensional non-homogeneous random walk with a position-dependent drift known in the mathematical literature as Gillis random walk. This modified stochastic process allows to significantly change local, non-local and transport properties in the presence of heavy-tailed waiting-time distributions lacking the first moment: we provide here exact results concerning hitting times, first-time events, survival probabilities, occupation times, the moments spectrum and the statistics of records. Specifically, normal diffusion gives way to subdiffusion and we are witnessing the breaking of ergodicity. Furthermore we also test our theoretical predictions with numerical simulations. MDPI 2020-12-18 /pmc/articles/PMC7766702/ /pubmed/33353053 http://dx.doi.org/10.3390/e22121431 Text en © 2020 by the authors. Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (http://creativecommons.org/licenses/by/4.0/).
spellingShingle Article
Pozzoli, Gaia
Radice, Mattia
Onofri, Manuele
Artuso, Roberto
A Continuous-Time Random Walk Extension of the Gillis Model
title A Continuous-Time Random Walk Extension of the Gillis Model
title_full A Continuous-Time Random Walk Extension of the Gillis Model
title_fullStr A Continuous-Time Random Walk Extension of the Gillis Model
title_full_unstemmed A Continuous-Time Random Walk Extension of the Gillis Model
title_short A Continuous-Time Random Walk Extension of the Gillis Model
title_sort continuous-time random walk extension of the gillis model
topic Article
url https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7766702/
https://www.ncbi.nlm.nih.gov/pubmed/33353053
http://dx.doi.org/10.3390/e22121431
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