pith. sign in

arxiv: 2606.00149 · v2 · pith:NELG7NCDnew · submitted 2026-05-29 · 🌊 nlin.AO · cond-mat.stat-mech· physics.data-an

Decomposition of Anomalous Diffusion in two-state random walks

Pith reviewed 2026-06-28 20:25 UTC · model grok-4.3

classification 🌊 nlin.AO cond-mat.stat-mechphysics.data-an
keywords anomalous diffusiontwo-state random walkLevy walkcontinuous-time random walkJoseph effectNoah effectMoses effectstochastic switching
0
0 comments X

The pith

Two-state random walks switching between Lévy walks and rests produce Joseph, Noah, and Moses effects together through stochastic switching.

A machine-rendered reading of the paper's core claim, the machinery that carries it, and where it could break.

The paper studies two-state random walks that alternate between a continuous-time random walk rest phase and a Lévy walk motion phase, with power-law distributed times in each phase. It applies anomalous diffusion decomposition to demonstrate that these walks generically combine correlation effects, heavy-tailed increments, and aging effects. Classical Lévy walks alone produce only correlations, yet the Noah and Moses effects appear in the two-state case purely because of the random switching to the rest phase. This result indicates that state coupling can change which mechanisms generate anomalous diffusion in systems with intermittent dynamics.

Core claim

Two-state random walks that switch between a continuous-time random walk rest state and a Lévy walk motion state with power-law sojourn times exhibit a generic coexistence of Joseph (correlation), Noah (heavy-tailed increments), and Moses (aging) effects. Although classical Lévy walks possess only the Joseph effect, both Noah and Moses effects emerge in TSRWs solely due to stochastic switching with the CTRW phase. Coupling between dynamical states can therefore fundamentally reshape the mechanisms driving anomalous diffusion.

What carries the argument

Anomalous diffusion decomposition that isolates the separate contributions of Joseph, Noah, and Moses effects.

If this is right

  • TSRWs display all three effects at once for generic power-law exponents.
  • The Noah and Moses effects appear only when the CTRW rest phase is added via switching.
  • Transport in heterogeneous environments with intermittent switching follows this combined mechanism rather than pure Lévy walk scaling.
  • The minimal two-state setup captures how state coupling alters anomalous diffusion origins.

Where Pith is reading between the lines

These are editorial extensions of the paper, not claims the author makes directly.

  • The same decomposition could separate effects in multi-state systems with more than two phases.
  • Measurements of separate effect strengths in single-particle tracking data could identify the presence of hidden switching.
  • Varying the power-law exponents independently in each phase would test which exponent controls which effect.

Load-bearing premise

The decomposition cleanly isolates the three effects without extra coupling introduced by the switching rule between the two states.

What would settle it

A simulation or exact calculation of the decomposed moments for a TSRW that shows nonzero cross terms between the Joseph, Noah, and Moses contributions.

Figures

Figures reproduced from arXiv: 2606.00149 by Abhijit Bera, Kevin. E. Bassler.

Figure 1
Figure 1. Figure 1: a and fig. 1.b show the phase portrait of TSRW [PITH_FULL_IMAGE:figures/full_fig_p004_1.png] view at source ↗
Figure 2
Figure 2. Figure 2: FIG. 2. The phase portrait of (a) [PITH_FULL_IMAGE:figures/full_fig_p004_2.png] view at source ↗
Figure 3
Figure 3. Figure 3: FIG. 3. Phase portraits of (a) the Noah exponent [PITH_FULL_IMAGE:figures/full_fig_p006_3.png] view at source ↗
Figure 4
Figure 4. Figure 4: FIG. 4. Overall phase diagram of the Two-State Random [PITH_FULL_IMAGE:figures/full_fig_p006_4.png] view at source ↗
Figure 5
Figure 5. Figure 5: FIG. 5 [PITH_FULL_IMAGE:figures/full_fig_p009_5.png] view at source ↗
read the original abstract

Two-state stochastic models, where motion alternates between distinct dynamical modes, are widely observed in complex systems. Here we study the Two-State Random Walk (TSRW), which switches between a continuous-time random walk (CTRW) rest state and a standard L'evy walk (LW) motion state, each with power-law distributed sojourn times. Using anomalous diffusion decomposition, we show that TSRWs exhibit a generic coexistence of Joseph (correlation), Noah (heavy-tailed increments), and Moses (aging) effects. Strikingly, although classical L'evy walks alone possess only the Joseph effect, both Noah and Moses effects emerge in TSRWs solely due to stochastic switching with the CTRW phase. Our results demonstrate that coupling between dynamical states can fundamentally reshape the mechanisms driving anomalous diffusion, offering a minimal yet powerful framework for transport in heterogeneous and intermittently switching environments.

Editorial analysis

A structured set of objections, weighed in public.

Desk editor's note, referee report, simulated authors' rebuttal, and a circularity audit. Tearing a paper down is the easy half of reading it; the pith above is the substance, this is the friction.

Referee Report

1 major / 0 minor

Summary. The manuscript examines two-state random walks (TSRWs) that alternate between a continuous-time random walk (CTRW) rest state and a Lévy walk (LW) motion state with power-law sojourn times in each. Using anomalous diffusion decomposition, the authors claim that TSRWs generically exhibit coexistence of Joseph (correlation), Noah (heavy-tailed increments), and Moses (aging) effects, with the Noah and Moses effects arising solely from the stochastic switching to the CTRW phase (in contrast to classical Lévy walks, which exhibit only the Joseph effect).

Significance. If the decomposition cleanly isolates the three effects, the result would illustrate how coupling between dynamical states can introduce new mechanisms for anomalous diffusion beyond those present in the individual components, offering a minimal model relevant to transport in heterogeneous or intermittently switching environments.

major comments (1)
  1. [Anomalous diffusion decomposition section] Anomalous diffusion decomposition section: the central claim that Noah and Moses effects emerge solely due to stochastic switching requires that the decomposition attributes these effects without residual coupling or misattribution arising from the alternating sojourn times themselves. The manuscript must include explicit validation (e.g., recovery of only the Joseph effect when the CTRW phase is removed) to confirm the decomposition separates the contributions as assumed.

Simulated Author's Rebuttal

1 responses · 0 unresolved

We thank the referee for the constructive comment on the anomalous diffusion decomposition. We address the request for explicit validation below.

read point-by-point responses
  1. Referee: [Anomalous diffusion decomposition section] Anomalous diffusion decomposition section: the central claim that Noah and Moses effects emerge solely due to stochastic switching requires that the decomposition attributes these effects without residual coupling or misattribution arising from the alternating sojourn times themselves. The manuscript must include explicit validation (e.g., recovery of only the Joseph effect when the CTRW phase is removed) to confirm the decomposition separates the contributions as assumed.

    Authors: We agree that an explicit check of the decomposition in the pure Lévy-walk limit would strengthen the manuscript and directly confirm that the Noah and Moses effects are generated by the stochastic switching. Although the decomposition formulas are constructed to isolate the three contributions independently, we will add a new subsection (or supplementary figure) that analytically or numerically recovers only the Joseph effect when the CTRW rest state is removed (i.e., by taking the limit of vanishing CTRW sojourn probability or infinite mean rest time). This will demonstrate that the additional effects disappear without the alternating CTRW phase, thereby ruling out residual coupling from the sojourn-time alternation itself. revision: yes

Circularity Check

0 steps flagged

No significant circularity detected

full rationale

The abstract and provided text describe application of an anomalous diffusion decomposition to a two-state random walk model to attribute Joseph, Noah, and Moses effects to stochastic switching between CTRW and Levy walk phases. No equations, fitted parameters, self-citations, or uniqueness theorems are quoted that reduce the central claim to a definition or input by construction. The derivation appears self-contained against the model definition and external decomposition method, with no load-bearing self-referential steps evident.

Axiom & Free-Parameter Ledger

0 free parameters · 0 axioms · 0 invented entities

Abstract-only review; no explicit free parameters, axioms, or invented entities can be extracted. The power-law sojourn times and the applicability of the anomalous diffusion decomposition are implicit but unexamined.

pith-pipeline@v0.9.1-grok · 5680 in / 1056 out tokens · 18430 ms · 2026-06-28T20:25:26.737964+00:00 · methodology

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.

Reference graph

Works this paper leans on

43 extracted references

  1. [1]

    EATAMSD for LW which has been calculated in [39]

    EATAMSD for CTRW 2. EATAMSD for LW which has been calculated in [39]. EATAMSD for CTRW has been calculated using renewal events, whereas EATAMSD for LW has been calculated using the velocity correlation function [39, 42]. The EATAMSD of TSRW is shown in the Table. II, calculated [39], Range of Parameters x2(τ) T E 0< β <1 ∼τ 2+∼τ 1 1< β <2 ∼τ 3−β+∼τ 1 TAB...

  2. [2]

    Sabri, X

    A. Sabri, X. Xu, D. Krapf, and M. Weiss, Elucidating the origin of heterogeneous anomalous diffusion in the cytoplasm of mammalian cells, Physical Review Letters 125, 058101 (2020)

  3. [3]

    A. V. Weigel, B. Simon, M. M. Tamkun, and D. Krapf, Ergodic and nonergodic processes coexist in the plasma membrane as observed by single-molecule tracking, Pro- ceedings of the National Academy of Sciences108, 6438 (2011)

  4. [4]

    D. W. Sims, E. J. Southall, N. E. Humphries, G. C. Hays, C. J. Bradshaw, J. W. Pitchford, A. James, M. Z. Ahmed, A. S. Brierley, M. A. Hindell,et al., Scaling laws of ma- rine predator search behaviour, Nature451, 1098 (2008)

  5. [5]

    H. Shen, L. J. Tauzin, R. Baiyasi, W. Wang, N. Moringo, B. Shuang, and C. F. Landes, Single particle tracking: From theory to biophysical applications, Chemical Re- views117, 7331 (2017)

  6. [6]

    J. Liu, P. Zhu, J.-D. Bao, and X. Chen, Strong anomalous diffusive behaviors of the two-state random walk process, Physical Review E105, 014122 (2022)

  7. [7]

    T. H. Solomon, E. R. Weeks, and H. L. Swinney, Ob- servation of anomalous diffusion and l´ evy flights in a two-dimensional rotating flow, Phys. Rev. Lett.71, 3975 (1993)

  8. [8]

    E. R. Weeks, J. Urbach, and H. L. Swinney, Anoma- lous diffusion in asymmetric random walks with a quasi- geostrophic flow example, Physica D: Nonlinear Phenom- ena97, 291 (1996)

  9. [9]

    Solomon, E

    T. Solomon, E. R. Weeks, and H. L. Swinney, Chaotic advection in a two-dimensional flow: L´ evy flights and anomalous diffusion, Physica D: Nonlinear Phenomena 76, 70 (1994)

  10. [10]

    L. Chen, K. E. Bassler, J. L. McCauley, and G. H. Gu- naratne, Anomalous scaling of stochastic processes and the moses effect, Physical Review E95, 042141 (2017)

  11. [11]

    Aghion, P

    E. Aghion, P. G. Meyer, V. Adlakha, H. Kantz, and K. E. Bassler, Moses, noah and joseph effects in l´ evy walks, New Journal of Physics23, 023002 (2021)

  12. [12]

    P. G. Meyer, V. Adlakha, H. Kantz, and K. E. Bassler, Anomalous diffusion and the moses effect in an aging 8 deterministic model, New Journal of Physics20, 113033 (2018)

  13. [13]

    Bera and K

    A. Bera and K. E. Bassler, Complete decomposition of anomalous diffusion in variable speed generalized l´ evy walks, Phys. Rev. E (2026)

  14. [14]

    O. Vilk, E. Aghion, T. Avgar, C. Beta, O. Nagel, A. Sabri, R. Sarfati, D. K. Schwartz, M. Weiss, D. Krapf, et al., Unravelling the origins of anomalous diffusion: from molecules to migrating storks, Physical Review Re- search4, 033055 (2022)

  15. [15]

    Trillot, N

    S. Trillot, N. Tarrat, N. Combe, P. Benzo, C. Bonafos, and M. Benoit, Evidence and origin of anomalous diffu- sion of ag+ ion in amorphous silica: a molecular dynam- ics study with neural network interatomic potentials, The Journal of Chemical Physics162(2025)

  16. [16]

    P. G. Meyer, M. Zamani, and H. Kantz, Return over vol- ume statistics and the moses effect in s&p 500 data, Phys- ica A: Statistical Mechanics and its Applications612, 128497 (2023)

  17. [17]

    N. R. Barraza, G. Pena, J. Gambini, and M. F. Carusela, A non-homogeneous, non-stationary and path-dependent markov anomalous diffusion model, Journal of Physics A: Mathematical and Theoretical58, 095001 (2025)

  18. [18]

    Zamani, E

    M. Zamani, E. Aghion, P. Pollner, T. Vicsek, and H. Kantz, Anomalous diffusion in the citation time series of scientific publications, Journal of Physics: Complexity 2, 035024 (2021)

  19. [19]

    Salek,Statistical analysis and modeling of the opening and closing auctions of financial markets, Ph.D

    M. Salek,Statistical analysis and modeling of the opening and closing auctions of financial markets, Ph.D. thesis, Universit´ e Paris-Saclay (2024)

  20. [20]

    Salek, D

    M. Salek, D. Challet, and I. Muni Toke, Equity auction dynamics: latent liquidity models with activity accelera- tion, Quantitative Finance24, 1381 (2024)

  21. [21]

    P. G. Meyer, E. Aghion, and H. Kantz, Decomposing the effect of anomalous diffusion enables direct calculation of the hurst exponent and model classification for single random paths, Journal of Physics A: Mathematical and Theoretical55, 274001 (2022)

  22. [22]

    Mu˜ noz-Gil, G

    G. Mu˜ noz-Gil, G. Volpe, M. A. Garcia-March, E. Aghion, A. Argun, C. B. Hong, T. Bland, S. Bo, J. A. Conejero, N. Firbas,et al., Objective comparison of methods to decode anomalous diffusion, Nature communications12, 6253 (2021)

  23. [23]

    Argun, G

    A. Argun, G. Volpe, and S. Bo, Classification, inference and segmentation of anomalous diffusion with recurrent neural networks, Journal of Physics A: Mathematical and Theoretical54, 294003 (2021)

  24. [24]

    Garibo-i Orts, A

    `O. Garibo-i Orts, A. Baeza-Bosca, M. A. Garcia-March, and J. A. Conejero, Efficient recurrent neural network methods for anomalously diffusing single particle short and noisy trajectories, Journal of Physics A: Mathemat- ical and Theoretical54, 504002 (2021)

  25. [25]

    Malinowski, M

    J. Malinowski, M. Kostrzewa, M. Balcerek, W. Tom- czuk, and J. Szwabi´ nski, Cinnamon: A hybrid approach to change point detection and parameter estimation in single-particle tracking data, Journal of Physics: Pho- tonics7, 035008 (2025)

  26. [26]

    Laplace, Sur les approximations des formules qui sont fonctions de tres grands nombres et sur leur applica- tion aux probabilites, Œuvres Compl` etes12, 301 (1810)

    P.-S. Laplace, Sur les approximations des formules qui sont fonctions de tres grands nombres et sur leur applica- tion aux probabilites, Œuvres Compl` etes12, 301 (1810)

  27. [27]

    Fischer,A history of the central limit theorem: from classical to modern probability theory, Vol

    H. Fischer,A history of the central limit theorem: from classical to modern probability theory, Vol. 4 (Springer, 2011)

  28. [28]

    Brown,The Miscellaneous Botanical Works of Robert Brown: Vol

    R. Brown,The Miscellaneous Botanical Works of Robert Brown: Vol. I(BoD–Books on Demand, 2022)

  29. [29]

    Plakhotnik, M

    T. Plakhotnik, M. J. Fern´ ee, B. Littleton, H. Rubinsztein-Dunlop, C. Potzner, and P. Mulvaney, Anomalous power laws of spectral diffusion in quantum dots: A connection to luminescence intermittency, Physical Review Letters105, 167402 (2010)

  30. [30]

    F. D. Stefani, J. P. Hoogenboom, and E. Barkai, Be- yond quantum jumps: blinking nanoscale light emitters, Physics Today62, 34 (2009)

  31. [31]

    Dechant and E

    A. Dechant and E. Lutz, Anomalous spatial diffusion and multifractality in optical lattices, Physical Review Let- ters108, 230601 (2012)

  32. [32]

    G. Afek, N. Davidson, D. A. Kessler, and E. Barkai, Col- loquium: Anomalous statistics of laser-cooled atoms in dissipative optical lattices, Rev. Mod. Phys.95, 031003 (2023)

  33. [33]

    K. E. Bassler, J. L. McCauley, and G. H. Gunaratne, Nonstationary increments, scaling distributions, and variable diffusion processes in financial markets, Proceed- ings of the National Academy of Sciences104, 17287 (2007)

  34. [34]

    E. W. Montroll and G. H. Weiss, Random walks on lat- tices. ii, Journal of Mathematical Physics6, 167 (1965)

  35. [35]

    M. F. Shlesinger, J. Klafter, and Y. Wong, Random walks with infinite spatial and temporal moments, Journal of Statistical Physics27, 499 (1982)

  36. [36]

    M. F. Shlesinger, G. M. Zaslavsky, and J. Klafter, Strange kinetics, Nature363, 31 (1993)

  37. [37]

    M. F. Shlesinger, B. West, and J. Klafter, L´ evy dynamics of enhanced diffusion: Application to turbulence, Physi- cal Review Letters58, 1100 (1987)

  38. [38]

    Z. R. Fox, E. Barkai, and D. Krapf, Aging power spec- trum of membrane protein transport and other subordi- nated random walks, Nature Communications12, 6162 (2021)

  39. [39]

    Miyaguchi, T

    T. Miyaguchi, T. Akimoto, and E. Yamamoto, Langevin equation with fluctuating diffusivity: A two-state model, Physical Review E94, 012109 (2016)

  40. [40]

    J. Liu, Y. Jin, J.-D. Bao, and X. Chen, Coexistence of er- godicity and nonergodicity in the aging two-state random walks, Soft Matter18, 8687 (2022)

  41. [41]

    Alexander, Comments on ‘noah, joseph, and opera- tional hydrology’ by benoit b

    G. Alexander, Comments on ‘noah, joseph, and opera- tional hydrology’ by benoit b. mandelbrot and james r. wallis, Water Resources Research5, 915 (1969)

  42. [42]

    Mandelbrot,Gaussian self-affinity and fractals: glob- ality, the earth, 1/f noise, and R/S(Springer Science & Business Media, 2002)

    B. Mandelbrot,Gaussian self-affinity and fractals: glob- ality, the earth, 1/f noise, and R/S(Springer Science & Business Media, 2002)

  43. [43]

    Meyer, E

    P. Meyer, E. Barkai, and H. Kantz, Scale-invariant green- kubo relation for time-averaged diffusivity, Physical Re- view E96, 062122 (2017). 9 102 105 10810−3 102 107 Scaling Functions of Time Time (a) 102 105 10810−3 102 107 Scaling Functions of Time Time (b) 102 105 10810−3 102 107 Scaling Functions of Time Time (c) 102 105 108100 102 104 Scaling Functi...