A note on the random walk model arising in double diffusion
نویسندگان
چکیده
منابع مشابه
A note on the two-sided regulated random walk
In this paper we address the two-sided regulated random walk defined by the relation XN(t + 1)= min(N,max(0,XN(t)+ A(t+1))) where (A(t); t 1) is a sequence of i.i.d r.v’s with integer values such that A(t) −1,E{A} = 0 and E{rA}<+∞ for an r > 1. Denoting by πN its stationary distribution, FN(x)= πN([0,Nx]) and G(x) the d.f of a uniform r.v on [0,1]. It is shown that 0 < limN‖FN −G‖p limN‖FN −G‖p...
متن کاملA note on the second order random walk model for irregular locations
The second order random walk (RW2) model is commonly used for smoothing data and for modelling response functions. It is computationally efficient due to the Markov properties of the joint (intrinsic) Gaussian density. For evenly spaced locations the RW2 model is well established, whereas for irregularly spaced locations there is no well established construction in the literature. By considerin...
متن کاملA Random Walk with Exponential Travel Times
Consider the random walk among N places with N(N - 1)/2 transports. We attach an exponential random variable Xij to each transport between places Pi and Pj and take these random variables mutually independent. If transports are possible or impossible independently with probability p and 1-p, respectively, then we give a lower bound for the distribution function of the smallest path at point log...
متن کاملRandom Walk and Diffusion on a Smash Line Algebra
Working withing the framework of Hopf algebras, a random walk and the associated diffusion equation are constructed on a space that is algebraically described as the merging of the real line algebra with the anyonic line algebra. Technically this merged structure is a smash algebra, namely an algebra resulting by a braided tensoring of real with anyonic line algebras. The motivation of introduc...
متن کاملNumerical resolution of a reinforced random walk model arising in haptotaxis
In this paper we study the numerical resolution of a reinforced random walk model arising in haptotaxis and the stabilization of solutions. The model consists of a system of two differential equations, one parabolic equation with a second order non-linear term (haptotaxis term) coupled to an ODE in a bounded two dimensional domain. We assume radial symmetry of the solutions. The scheme of resol...
متن کاملذخیره 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: The Journal of the Australian Mathematical Society. Series B. Applied Mathematics
سال: 1982
ISSN: 0334-2700,1839-4078
DOI: 10.1017/s0334270000003623