Dynamical properties of random walks
نویسندگان
چکیده
منابع مشابه
On Dynamical Gaussian Random Walks
Motivated by the recent work of Benjamini, Häggström, Peres, and Steif (2003) on dynamical random walks, we: (i) Prove that, after a suitable normalization, the dynamical Gaussian walk converges weakly to the Ornstein–Uhlenbeck process in classical Wiener space; (ii) derive sharp tailasymptotics for the probabilities of large deviations of the said dynamical walk; and (iii) characterize (by way...
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Abstract Many stochastic time series can be modelled by discrete random walks in which a step of random sign but constant length δx is performed after each time interval δt. In correlated discrete time random walks (CDTRWs), the probability q for two successive steps having the same sign is unequal 1/2. The resulting probability distribution P (∆x,∆t) that a displacement ∆x is observed after a ...
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Maximum-entropy (ME) inference of state probabilities using state-dependent constraints is popular in the study of complex systems. In stochastic systems, how state space topology and path-dependent constraints affect ME-inferred state probabilities remains unknown. To that end, we derive the transition probabilities and the stationary distribution of a maximum path entropy Markov process subje...
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A Coalescing random walk is an interacting particle system which can be described as the following. Suppose that there is one particle located at each integer position [0, n] at time point 0 and that a particle is chosen at random at any time point t among the remaining in [1, n] and moves one step in some direction, where the direction can be deterministic or stochastic. The particle coalesce ...
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ژورنال
عنوان ژورنال: Stochastics and Dynamics
سال: 2019
ISSN: 0219-4937,1793-6799
DOI: 10.1142/s0219493719500217