Exact solutions are rare for non-Markovian random walk models even in 1D, and much more so in 2D. Here we propose a 2D genuinely non-Markovian random walk model with a very rich phase diagram, such that the motion in each dimension can belong to one of 3 categories: (i) subdiffusive, (ii)...

With the aim of gaining insight into the notoriously difficult problem of energy and vorticity cascades in high dimensional incompressible flows, we take a simpler and very well understood low dimensional analog and approach it from a new perspective, using the Fourier transform. Specifically,...

A challenging problem in physics concerns the possibility of forecasting rare but extreme phenomena such as large earthquakes, financial market crashes, and material rupture. A promising line of research involves the early detection of precursory log-periodic oscillations to help forecast...

An open problem in the field of random searches relates to optimizing the search efficiency in fractal environments. Here we address this issue through a systematic study of Lévy searches in landscapes encompassing several degrees of target aggregation and fractality. For scarce resources,...

We investigate the general problem of how to model the kinematics of stock prices without considering the dynamical causes of motion. We propose a stochastic process with long-range correlated absolute returns. We find that the model is able to reproduce the experimentally observed clustering,...

A classic problem in physics is the origin of fat tailed distributions generated by complex systems. We study the distributions of stock returns measured over different time lags $\tau.$ We find that destroying all correlations without changing the $\tau = 1$ d distribution, by shuffling the...

Anomalous diffusion of random walks has been extensively studied for the case of non-interacting particles. Here we study the evolution of nonlinear partial differential equations by interpreting them as Fokker–Planck equations arising from interactions among random walkers. We extend the...

We employ the Lévy sections theorem in the analysis of selected dollar exchange rate time series. The theorem is an extension of the classical central limit theorem and offers an alternative to the most usual analysis of the sum variable. We find that the presence of fat tails can be related to...

An important class of random walks includes those in which the random increment at time step t depends on the complete history of the process. We consider a recently proposed discrete-time non-Markovian random walk process characterized by a memory parameter p. We numerically calculate the first...