RANDOM WALKS, ELLIPTIC INTEGRALS AND RELATED CONSTANTS
نویسندگان
چکیده
منابع مشابه
Diffusion constants and martingales for senile random walks
We derive diffusion constants and martingales for senile random walks with the help of a time-change. We provide direct computations of the diffusion constants for the time-changed walks. Alternatively, the values of these constants can be derived from martingales associated with the timechanged walks. Using an inverse time-change, the diffusion constants for senile random walks are then obtain...
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ژورنال
عنوان ژورنال: Bulletin of the Australian Mathematical Society
سال: 2013
ISSN: 0004-9727,1755-1633
DOI: 10.1017/s0004972713001019