This article uses Radically Elementary Probability Theory (REPT) to prove results about the Wiener walk (the radically elementary Brownian motion) without the technical apparatus required by stochastic integration. The techniques used replace measure-theoretic tools by discrete probability and...

The multifractal detrended fluctuation analysis of time series is able to reveal the presence of long-range correlations and, at the same time, to characterize the self-similarity of the series. The rich information derivable from the characteristic exponents and the multifractal spectrum can be...

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)...

Detection of community is a crucial step to understand the structure and dynamics of complex networks. Most of conventional community detection methods focus on optimizing a certain objective function or on clustering nodes based on their similarities, which leads to a phenomenon that they have...

To obtain an efficient diffusion process is an intriguing and important issue in the study of dynamical behaviors on real networks. Most previous studies are mainly focused on the analysis based on the random walk strategy, whose entropy rate is bounded by the logarithm of the largest node...

In this article, we derive the first passage time (FPT) distribution and the mean first passage time (MFPT) of random walks from multiple sources on networks. On the basis of analysis and simulation, we find that the MFPT drops substantially when particle number increases at the first stage, and...

We show that random walks in a moving potential function, with its center at the moving average of market prices, are represented in the form of the self-modulation model. From this point of view we confirm the existence of non-trivial autocorrelation in real market price changes. By...

We propose a method from the viewpoint of deterministic dynamical systems to investigate whether observed data follow a random walk (RW) and apply the method to several financial data. Our method is based on the previously proposed small-shuffle surrogate method. Hence, our method does not...

The study on the navigation process in spatial networks has attracted much attention in recent years due to the universal applications in real communication networks. This article surveys recent advances of the navigation problem in spatial networks. Due to the ability to overcome scaling...

We analyze the spectra of eigenvalues for random graphs with a local tree-like structure. The exact equations to the spectra of networks with a local tree-like structure are presented. We propose a simple approximation, and in the framework of effective medium approximation, calculate spectra of...