arXiv subjects

Thomas M. Michelitsch

Publications and source records attributed to Thomas M. Michelitsch.

At least 19 recordsLinked to original sources

arXiv2026

On discrete-time arrival processes and related random motions

We consider three kinds of discrete-time arrival processes: transient, intermediate and recurrent, characterized by a finite, possibly finite and infinite number of events, respectively. In this framework, we study renewal processes which are externally stopped at an independent stopping time which may be defective or non-defective. For defective stopping time, the resulting arrival process is of intermediate nature. For non-defective stopping time, the resulting arrival process is transient, i.e. stopped almost surely. For these processes we obtain finite time and asymptotic properties. Particular attention is devoted to the class of transient renewal processes, that is, renewal processes with defective interarrival times. Among these, we consider two examples: The "Defective Bernoulli Process" and the "Defective Sibuya Process". We validate some analytical results using Monte Carlo simulations. We apply these results to biased and unbiased random walks on the $d$-dimensional infinite lattice and as a special case on the two-dimensional triangular lattice. We study the spatial propagator of the walker and its large time asymptotics. In particular, we observe the emergence of a superdiffusive (ballistic) behavior in the case of biased walks. For geometrically distributed stopping times, the propagator converges to a stationary non-equilibrium steady state (NESS), which is universal in the sense that it is independent of the stopped process. In dimension one, for both light- and heavy-tailed step distributions, the NESS has an integral representation involving alpha-stable distributions.

math.PR↗

arXiv2025

Evanescent random walker on networks: Hitting times, budget renewal, and survival dynamics

We consider a mortal random walker evolving with discrete time on a network, where transitions follow a degree-biased Markovian navigation strategy. The walker starts with a random initial budget $T_1 \in \mathbb{N}$ and must maintain a strictly positive budget to remain alive. Each step incurs a unit cost, decrementing the budget by one; the walker perishes (is ruined) upon depletion of the budget. However, when the walker reaches designated target nodes, the budget is renewed by an independent and identically distributed (IID) copy of its initial value. The degree bias is tuned to either favor or disfavor visits to these target nodes. Our model exhibits connections with stochastic resetting. The evolution of the budget can be interpreted as a deterministic drift on the integer line toward negative values, where the walker is intermittently reset to positive IID random positions and dies at the first hit of the origin. The first part of the paper focuses on the target-hitting statistics of an immortal Markovian walker. We analyze the \textit{target hitting counting process} (THCP) for an arbitrary set of target nodes. Within this framework, the second part of the paper addresses the dynamics of the evanescent walker. We derive analytical results for arbitrary configurations of target nodes, including the evanescent propagator matrix, the survival probability, the mean residence time on a set of nodes during the walker's lifetime, and the expected lifetime itself. Additionally, we compute the expected number of target hits (i.e., budget renewals) in a lifetime of the walker and related distributions. We explore both analytically and numerically various scenarios affecting the life expectancy of the walker.

cond-mat.stat-mech↗

arXiv2025

Stochastic Compartment Model of Epidemic Spreading in Complex Networks with Mortality and Resetting

We propose an epidemic compartment model, which includes mortality caused by the disease, but excludes demographic birth and death processes. Individuals are represented by random walkers, which are in one of the following states (compartments) S (susceptible to infection), E (exposed: infected but not infectious corresponding to the latency period), I (infected and infectious), R (recovered, immune), D (dead). The disease is transmitted with a certain probability at contacts of I to S walkers. The compartmental sojourn times are independent random variables drawn from specific (here Gamma-) distributions. We implement this model into random walk simulations. Each walker performs an independent simple Markovian random walk on a graph, where we consider a Watts-Strogatz (WS) network. Only I walkers may die. For zero mortality, we prove the existence of an endemic equilibrium for basic reproduction number ${\cal R}_0 > 1$ and for which the disease free (globally healthy) state is unstable. We explore the effects of long-range-journeys (stochastic resetting) and mortality. Our model allows for various interpretations, such as certain chemical reactions, the propagation of wildfires, and in population dynamics.

cond-mat.stat-mech↗

arXiv2025

From random walks to epidemic spreading: Compartment model with mortality for vector transmitted diseases

We propose a compartmental model for vector-transmitted diseases, such as Malaria and Dengue, spreading over complex networks. Individuals are represented by independent random walkers and vectors by infected nodes. Both walkers and nodes can be susceptible (S) or infected (I). Infected walkers may die (entering the dead compartment D), while infected nodes remain alive. Susceptible walkers can be infected by visiting infected nodes, and susceptible nodes by visits from infected walkers. We derive explicit expressions for the basic reproduction numbers $R_0$ (without mortality) and $R_M$ (with mortality), proving that $R_M < R_0$. When $R_M , R_0 > 1$, the healthy state is unstable, and for zero mortality, an endemic equilibrium emerges. We also study the effects of confinement measures. Simulations align well with mean-field predictions on strongly connected graphs but deviate for weakly connected networks. Our model has various interdisciplinary applications which include the modeling of chemical reaction kinetics, contaminant spread, and wildfire propagation.

q-bio.PE↗

arXiv2024

Random walks with stochastic resetting in complex networks: a discrete time approach

We consider a discrete-time Markovian random walk with resets on a connected undirected network. The resets, in which the walker is relocated to randomly chosen nodes, are governed by an independent discrete-time renewal process. Some nodes of the network are target nodes, and we focus on the statistics of first hitting of these nodes. In the non-Markov case of the renewal process, we consider both light- and fat-tailed inter-reset distributions. We derive the propagator matrix in terms of discrete backward recurrence time PDFs and in the light-tailed case we show the existence of a non-equilibrium steady state. In order to tackle the non-Markov scenario, we derive a defective propagator matrix which describes an auxiliary walk characterized by killing the walker as soon as it hits target nodes. This propagator provides the information on the mean first passage statistics to the target nodes. We establish sufficient conditions for ergodicity of the walk under resetting. Furthermore, we discuss a generic resetting mechanism for which the walk is non-ergodic. Finally, we analyze inter-reset time distributions with infinite mean where we focus on the Sibuya case. We apply these results to study the mean first passage times for Markovian and non-Markovian (Sibuya) renewal resetting protocols in realizations of Watts-Strogatz and Barabási-Albert random graphs. We show non trivial behavior of the dependence of the mean first passage time on the proportions of the relocation nodes, target nodes and of the resetting rates. It turns out that, in the large-world case of the Watts-Strogatz graph, the efficiency of a random searcher particularly benefits from the presence of resets.

math.PR↗

arXiv2024

Stochastic compartment model with mortality and its application to epidemic spreading in complex networks

We study epidemic spreading in complex networks by a multiple random walker approach. Each walker performs an independent simple Markovian random walk on a complex undirected (ergodic) random graph where we focus on Barabási-Albert (BA), Erdös-Rényi (ER) and Watts-Strogatz (WS) types. Both, walkers and nodes can be either susceptible (S) or infected and infectious (I) representing their states of health. Susceptible nodes may be infected by visits of infected walkers, and susceptible walkers may be infected by visiting infected nodes. No direct transmission of the disease among walkers (or among nodes) is possible. This model mimics a large class of diseases such as Dengue and Malaria with transmission of the disease via vectors (mosquitos). Infected walkers may die during the time span of their infection introducing an additional compartment D of dead walkers. Infected nodes never die and always recover from their infection after a random finite time. We derive stochastic evolution equations for the mean-field compartmental populations with mortality of walkers and delayed transitions among the compartments. From linear stability analysis, we derive the basic reproduction numbers R M , R 0 with and without mortality, respectively, and prove that R M < R 0 . For R M , R 0 > 1 the healthy state is unstable whereas for zero mortality a stable endemic equilibrium exists (independent of the initial conditions) which we obtained explicitly. We observe that the solutions of the random walk simulations in the considered networks agree well with the mean-field solutions for strongly connected graph topologies, whereas less well for weakly connected structures and for diseases with high mortality.

q-bio.PE↗

arXiv2023

A four compartment epidemic model with retarded transition rates

We study an epidemic model for a constant population by taking into account four compartments of the individuals characterizing their states of health. Each individual is in one of the compartments susceptible (S); incubated - infected yet not infectious (C), infected and infectious (I), and recovered - immune (R). An infection is 'visible' only when an individual is in state I. Upon infection, an individual performs the transition pathway S to C to I to R to S remaining in each compartments C, I, and R for certain random waiting times, respectively. The waiting times for each compartment are independent and drawn from specific probability density functions (PDFs) introducing memory into the model. We derive memory evolution equations involving convolutions (time derivatives of general fractional type). We obtain formulae for the endemic equilibrium and a condition of its existence for cases when the waiting time PDFs have existing means. We analyze the stability of healthy and endemic equilibria and derive conditions for which the endemic state becomes oscillatory (Hopf) unstable. We implement a simple multiple random walker's approach (microscopic model of Brownian motion of Z independent walkers) with random SCIRS waiting times into computer simulations. Infections occur with a certain probability by collisions of walkers in compartments I and S. We compare the endemic states predicted in the macroscopic model with the numerical results of the simulations and find accordance of high accuracy. We conclude that a simple random walker's approach offers an appropriate microscopic description for the macroscopic model.

q-bio.PE↗

arXiv2023

Oscillating behavior of a compartmental model with retarded noisy dynamic infection rate

Our study is based on an epidemiological compartmental model, the SIRS model. In the SIRS model, each individual is in one of the states susceptible (S), infected(I) or recovered (R), depending on its state of health. In compartment R, an individual is assumed to stay immune within a finite time interval only and then transfers back to the S compartment. We extend the model and allow for a feedback control of the infection rate by mitigation measures which are related to the number of infections. A finite response time of the feedback mechanism is supposed that changes the low-dimensional SIRS model into an infinite-dimensional set of integro-differential (delay-differential) equations. It turns out that the retarded feedback renders the originally stable endemic equilibrium of SIRS (stable focus) into an unstable focus if the delay exceeds a certain critical value. Nonlinear solutions show persistent regular oscillations of the number of infected and susceptible individuals. In the last part we include noise effects from the environment and allow for a fluctuating infection rate. This results in multiplicative noise terms and our model turns into a set of stochastic nonlinear integro-differential equations. Numerical solutions reveal an irregular behavior of repeated disease outbreaks in the form of infection waves with a variety of frequencies and amplitudes.

q-bio.PE↗

arXiv2023

Semi-Markovian discrete-time telegraph process with generalized Sibuya waiting times

In a recent work we introduced a semi-Markovian discrete-time generalization of the telegraph process. We referred this random walk to as squirrel random walk (SRW). The SRW is a discrete-time random walk on the one-dimensional infinite lattice where the step direction is reversed at arrival times of a discrete-time renewal process and remains unchanged at uneventful time instants. We first recall general notions of the SRW. The main subject of the paper is the study of the SRW where the step direction switches at the arrival times of a generalization of the Sibuya discrete-time renewal process (GSP) which only recently appeared in the literature. The waiting time density of the GSP, the `generalized Sibuya distribution' (GSD) is such that the moments are finite up to a certain order $r\leq m-1$ ($m \geq 1$) and diverging for orders $r \geq m$ capturing all behaviors from broad to narrow and containing the standard Sibuya distribution as a special case ($m=1$). We also derive some new representations for the generating functions related to the GSD. We show that the generalized Sibuya SRW exhibits several regimes of anomalous diffusion depending on the lowest order $m$ of diverging GSD moment. The generalized Sibuya SRW opens various new directions in anomalous physics.

math.PR↗

arXiv2022

Squirrels can remember little: A random walk with jump reversals induced by a discrete-time renewal process

We consider a class of discrete-time random walks with directed unit steps on the integer line. The direction of the steps is reversed at the time instants of events in a discrete-time renewal process and is maintained at uneventful time instants. This model represents a discrete-time semi-Markovian generalization of the telegraph process. We derive exact formulae for the propagator using generating functions. We prove that for geometrically distributed waiting times in the diffusive limit, this walk converges to the classical telegraph process. We consider the large-time asymptotics of the expected position: For waiting time densities with finite mean the walker remains in the average localized close to the departure site whereas escapes for fat-tailed waiting-time densities (i.e. densities with infinite mean) by a sublinear power-law. We explore anomalous diffusion features by accounting for the `aging effect' as a hallmark of non-Markovianity where the discrete-time version of the `aging renewal process' comes into play. By deriving pertinent distributions of this process we obtain explicit formulae for the variance when the waiting-times are Sibuya-distributed. In this case and generally for fat-tailed waiting time PDFs a $t^2$-ballistic superdiffusive scaling emerges in the large time limit. In contrast if the waiting time PDF between the step reversals is light-tailed (`narrow' with finite mean and variance) the walk exhibits normal diffusion and for `broad' waiting time PDFs (with finite mean and infinite variance) superdiffusive large time scaling. We also consider time-changed versions where the walk is subordinated to a continuous-time point process such as the time-fractional Poisson process. This defines a new class of biased continuous-time random walks exhibiting several regimes of anomalous diffusion.

math.PR↗

arXiv2021

A simple model of epidemic dynamics with memory effects

We introduce a modified SIR model with memory for the dynamics of epidemic spreading in a constant population of individuals. Each individual is in one of the states susceptible (${\bf S}$), infected (${\bf I}$) or recovered (${\bf R}$). In the state ${\bf R}$ an individual is assumed to stay immune within a finite time interval. In the first part, we introduce a random life time or duration of immunity which is drawn from a certain probability density function. Once the time of immunity is elapsed an individual makes an instantaneous transition to the susceptible state. By introducing a random duration of immunity a memory effect is introduced into the process which crucially determines the epidemic dynamics. In the second part, we investigate the influence of the memory effect on the space-time dynamics of the epidemic spreading by implementing this approach into computer simulations and employ a multiple random walker's model. If a susceptible walker meets an infectious one on the same site, then the susceptible one gets infected with a certain probability. The computer experiments allow us to identify relevant parameters for spread or extinction of an epidemic. In both parts, the finite duration of immunity causes persistent oscillations in the number of infected individuals with ongoing epidemic activity preventing the system from relaxation to a steady state solution. Such oscillatory behavior is supported by real-life observations and cannot be captured by standard SIR models.

q-bio.PE↗

arXiv2021

Asymmetric random walks with bias generated by discrete-time counting processes

We introduce a new class of asymmetric random walks on the one-dimensional infinite lattice. In this walk the direction of the jumps (positive or negative) is determined by a discrete-time renewal process which is independent of the jumps. We call this discrete-time counting process the `it generator process' of the walk. We refer the so defined walk to as `Asymmetric Discrete-Time Random Walk' (ADTRW). We highlight connections of the waiting-time density generating functions with Bell polynomials. We derive the discrete-time renewal equations governing the time-evolution of the ADTRW and analyze recurrent/transient features of simple ADTRWs (walks with unit jumps in both directions). We explore the connections of the recurrence/transience with the bias: Transient simple ADTRWs are biased and vice verse. Recurrent simple ADTRWs are either unbiased in the large time limit or `strictly unbiased' at all times with symmetric Bernoulli generator process. In this analysis we highlight the connections of bias and light-tailed/fat-tailed features of the waiting time density in the generator process. As a prototypical example with fat-tailed feature we consider the ADTRW with Sibuya distributed waiting times. We also introduce time-changed versions: We subordinate the ADTRW to a continuous-time renewal process which is independent from the generator process and the jumps to define the new class of `Asymmetric Continuous Time Random Walk' (ACTRW). This new class - apart of some special cases - is not a Montroll--Weiss continuous-time random walk (CTRW). ADTRW and ACTRW models may open large interdisciplinary fields in anomalous transport, birth-death models and others.

math.PR↗

arXiv2021

Prabhakar discrete-time generalization of the time-fractional Poisson process and related random walks

In recent years a huge interdisciplinary field has emerged which is devoted to the complex dynamics of anomalous transport with long-time memory and non-markovian features. It was found that the framework of fractional calculus and its generalizations are able to capture these phenomena. Many of the classical models are based on continuous-time renewal processes and use the Montroll Weiss continuous time random walk (CTRW) approach. On the other hand their discrete time counterparts are rarely considered in the literature despite their importance in various applications. The goal of the present paper is to give a brief sketch of our recently introduced discrete-time Prabhakar generalization of the fractional Poisson process and the related discrete-time random walk (DTRW) model. We show that this counting process is connected with the continuous time Prabhakar renewal process by a (well scaled) continuous-time limit. We deduce the state probabilities and discrete time generalized fractional Kolmogorov-Feller equations governing the Prabhakar DTRW and discuss effects such as long time memory (nonmarkovianity) as a hallmark of the complexity of the process.

math.PR↗

arXiv2020

On Discrete Time Prabhakar-Generalized Fractional Poisson Processes and Related Stochastic Dynamics

Recently the so-called Prabhakar generalization of the fractional Poisson counting process attracted much interest for his flexibility to adapt real world situations. In this renewal process the waiting times between events are IID continuous random variables. In the present paper we analyze discrete-time counterparts: Renewal processes with integer IID interarrival times which converge in well-scaled continuous-time limits to the Prabhakar-generalized fractional Poisson process. These processes exhibit non-Markovian features and long-time memory effects. We recover for special choices of parameters the discrete-time versions of classical cases, such as the fractional Bernoulli process and the standard Bernoulli process as discrete-time approximations of the fractional Poisson and the standard Poisson process, respectively. We derive difference equations of generalized fractional type that govern these discrete time-processes where in well-scaled continuous-time limits known evolution equations of generalized fractional Prabhakar type are recovered. We also develop in Montroll-Weiss fashion the `Prabhakar Discrete-time random walk (DTRW)' as a random walk on a graph time-changed with a discrete-time version of Prabhakar renewal process. We derive the generalized fractional discrete-time Kolmogorov-Feller difference equations governing the resulting stochastic motion. Prabhakar-discrete-time processes open a promising field capturing several aspects in the dynamics of complex systems.

math.PR↗

arXiv2020

Biased continuous-time random walks with Mittag-Leffler jumps

We construct admissible circulant Laplacian matrix functions as generators for strictly increasing random walks on the integer line. These Laplacian matrix functions refer to a certain class of Bernstein functions. The approach has connections with biased walks on digraphs. Within this framework, we introduce a space-time generalization of the Poisson process as a strictly increasing walk with discrete Mittag-Leffler jumps subordinated to a (continuous-time) fractional Poisson process. We call this process `{\it space-time Mittag-Leffler process}'. We derive explicit formulae for the state probabilities which solve a Cauchy problem with a Kolmogorov-Feller (forward) difference-differential equation of general fractional type. We analyze a `well-scaled' diffusion limit and obtain a Cauchy problem with a space-time convolution equation involving Mittag-Leffler densities. We deduce in this limit the `state density kernel' solving this Cauchy problem. It turns out that the diffusion limit exhibits connections to Prabhakar general fractional calculus. We also analyze in this way a generalization of the space-time fractional Mittag-Leffler process. The approach of construction of good Laplacian generator functions has a large potential in applications of space-time generalizations of the Poisson process and in the field of continuous-time random walks on digraphs.

math.PR↗

arXiv2020

A markovian random walk model of epidemic spreading

We analyze the dynamics of a population of independent random walkers on a graph and develop a simple model of epidemic spreading. We assume that each walker visits independently the nodes of a finite ergodic graph in a discrete-time markovian walk governed by his specific transition matrix. With this assumption, we first derive an upper bound for the reproduction numbers. Then we assume that a walker is in one of the states: susceptible, infectious, or recovered. An infectious walker remains infectious during a certain characteristic time. If an infectious walker meets a susceptible one on the same node there is a certain probability for the susceptible walker to get infected. By implementing this hypothesis in computer simulations we study the space-time evolution of the emerging infection patterns. Generally, random walk approaches seem to have a large potential to study epidemic spreading and to identify the pertinent parameters in epidemic dynamics.

physics.soc-ph↗

arXiv2020

Generalized fractional Poisson process and related stochastic dynamics

We survey the 'generalized fractional Poisson process' (GFPP). The GFPP is a renewal process generalizing Laskin's fractional Poisson counting process and was first introduced by Cahoy and Polito. The GFPP contains two index parameters with admissible ranges $0<β\leq 1$, $α>0$ and a parameter characterizing the time scale. The GFPP involves Prabhakar generalized Mittag-Leffler functions and contains for special choices of the parameters the Laskin fractional Poisson process, the Erlang process and the standard Poisson process. We demonstrate this by means of explicit formulas. We develop the Montroll-Weiss continuous-time random walk (CTRW) for the GFPP on undirected networks which has Prabhakar distributed waiting times between the jumps of the walker. For this walk, we derive a generalized fractional Kolmogorov-Feller equation which involves Prabhakar generalized fractional operators governing the stochastic motions on the network. We analyze in $d$ dimensions the 'well-scaled' diffusion limit and obtain a fractional diffusion equation which is of the same type as for a walk with Mittag-Leffler distributed waiting times. The GFPP has the potential to capture various aspects in the dynamics of certain complex systems.

cond-mat.stat-mech↗

arXiv2019

Continuous time random walk and diffusion with generalized fractional Poisson process

A non-Markovian counting process, the `generalized fractional Poisson process' (GFPP) introduced by Cahoy and Polito in 2013 is analyzed. The GFPP contains two index parameters $0<β\leq 1$, $α>0$ and a time scale parameter. Generalizations to Laskin's fractional Poisson distribution and to the fractional Kolmogorov-Feller equation are derived. We develop a continuous time random walk subordinated to a GFPP in the infinite integer lattice $\mathbb{Z}^d$. For this stochastic motion, we deduce a `generalized fractional diffusion equation'. In a well-scaled diffusion limit this motion is governed by the same type of fractional diffusion equation as with the fractional Poisson process exhibiting subdiffusive $t^β$-power law for the mean-square displacement. In the special cases $α=1$ with $0<β<1$ the equations of the Laskin fractional Poisson process and for $α=1$ with $β=1$ the classical equations of the standard Poisson process are recovered. The remarkably rich dynamics introduced by the GFPP opens a wide field of applications in anomalous transport and in the dynamics of complex systems.

cond-mat.stat-mech↗