The anisotropic sub-diffusion random walks on multi-dimensional comb structure model have been studied in the continuum approximation. The problem is that in the considered model mean square displacements on different directions have different power temporal dependencies. So this case...

The collective phenomena of a liquid market is characterized in terms of a particle system scenario. This physical analogy enables us to disentangle intrinsic features from purely stochastic ones. The latter are the result of environmental changes due to a ‘heat bath’ acting on the...

We model the power-law stability in distribution of returns for S&P500 index by the GARCH process which we use to account for the long memory in the variance correlations. Precisely, we analyze the distributions corresponding to temporal aggregation of the GARCH process, i.e., the sum of n GARCH...

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...

This paper analyses the statistics of visits to a site in random walks. First general formulas will be derived, and next they will be applied to simple symmetric random walks on finite and infinite lattices; the dependence of the statistics on the lattices dimensionality will also be studied....

Gene Stanley's early contribution to the n-vector model is briefly reviewed. Also discussed is a problem solved by McCrea and Whipple in 1940; namely random walks with absorbing boundaries. We have found the exact solution of the analogous problem on the triangular lattice with a true finite...

Time series models showing power law tails in autocorrelation functions are common in econometrics. A special non-Markovian model for such kind of time series is provided by the random walk introduced by Gorenflo et al. as a discretization of time fractional diffusion. The time series so...

Random Boolean networks are among the best-known systems used to model genetic networks. They show an on–off dynamics and it is easy to obtain analytical results with them. Unfortunately very few genes are strictly on–off switched. On the other hand, continuous methods are in principle more...

Necktie knots are inherently topological structures; what makes them tractable is the particular manner in which they are constructed. This observation motivates a map between tie knots and persistent walks on a triangular lattice. The topological structure embedded in a tie knot may be...

In present paper, we propose a highly clustered weighted network model that incorporates the addition of a new node with some links, new links between existing nodes and the edge's weight dynamical evolution based on weight-dependent walks at each time step. The analytical approach and numerical...