Research in random walks and search strategies in anomalous transport addresses the fundamental processes underpinning non-standard diffusion phenomena seen in heterogeneous and complex systems.

Continuous time random walks, which generalize random walks by adding a stochastic time between jumps, provide a useful description of stochastic transport at mesoscopic scales. The continuous time ...

We study the asymptotic behavior of a multidimensional random walk in a general cone. We find the tail asymptotics for the exit time and prove integral and local limit theorems for a random walk ...

Research carried out at the University of Pennsylvania has definitively measured and described the Brownian motion of an isolated ellipsoidal particle, completing a path laid out by Einstein 100 years ...