Coarse-graining of asymmetric discrete-time random walk on a one-dimensional lattice
نویسندگان
چکیده
منابع مشابه
Universal Persistence for Local Time of One-dimensional Random Walk
We prove the power law decay p(t, x) ∼ t−φ(x,b)/2 in which p(t, x) is the probability that the fraction of time up to t in which a random walk S of i.i.d. zero-mean increments taking finitely many values, is non-negative, exceeds x throughout s ∈ [1, t]. Here φ(x, b) = P(Lévy(1/2, κ(x, b)) < 0) for κ(x, b) = √ 1−xb− √ 1+x √ 1−xb+ √ 1+x and b = bS > 0 measuring the asymptotic asymmetry between p...
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ژورنال
عنوان ژورنال: The Journal of Chemical Physics
سال: 2019
ISSN: 0021-9606,1089-7690
DOI: 10.1063/1.5129637