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

نویسندگان

چکیده

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

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Bistability for Asymmetric Discrete Random Walks

We show that asymmetric time-continuous discrete random walks can display bistability for equal values of Jauslin’s shifting parameters. The bistability becomes more pronounced at increased asymmetry parameter. PACS 02.50.Ga Markov processes PACS 05.20.Dd Kinetic theory In a previous paper [1], two of us presented an extension of a supersymmetric analysis of the three-site discrete master equat...

متن کامل

Remarkable Asymmetric Random Walks

There exists an asymmetric probability measure P on the real line with P ∗n(]0,∞[) + (1/2)P ∗n({0}) = 1/2 for every n ∈ N. P can be chosen absolutely continuous and P can be chosen to be concentrated on the integers. In both cases, P can be chosen to have moments of every order, but P cannot be determined by its moments. 1. Questions and results Let P be a probability measure on the real line R...

متن کامل

Remarkable Asymmetric Random Walks

There exists an asymmetric probability measure P on the real line with P n (]0; 1)+ (1=2)P n (f0g) = 1=2 for every n 2 N. P can be chosen absolutely continuous and P can be chosen to be concentrated on the integers. In both cases, P can be chosen to have moments of every order, but P can not be determined by its moments. 1 Questions and results Let P be a probability measure on the real line R,...

متن کامل

Gaussian Networks Generated by Random Walks

We propose a random walks based model to generate complex networks. Many authors studied and developed different methods and tools to analyze complex networks by random walk processes. Just to cite a few, random walks have been adopted to perform community detection, exploration tasks and to study temporal networks. Moreover, they have been used also to generate scale-free networks. In this wor...

متن کامل

Discrete-time random walks on diagrams (graphs) with cycles.

After a review of the diagram method for continuous-time random walks on graphs with cycles, the method is extended to discrete-time random walks. The basic theorems carry over formally from continuous time to discrete time. Three problems in tennis probabilities are used to illustrate random walks on discrete-time diagrams with cycles.

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Communications in Nonlinear Science and Numerical Simulation

سال: 2022

ISSN: ['1878-7274', '1007-5704']

DOI: https://doi.org/10.1016/j.cnsns.2021.106121