Continuous-time random walk with correlated waiting times
نویسندگان
چکیده
منابع مشابه
Continuous-time random walk with a superheavy-tailed distribution of waiting times.
We study the long-time behavior of the probability density associated with the decoupled continuous-time random walk which is characterized by a superheavy-tailed distribution of waiting times. It is shown that, if the random walk is unbiased (biased) and the jump distribution has a finite second moment, then the properly scaled probability density converges in the long-time limit to a symmetri...
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 کاملContinuous-time correlated random walk model for animal telemetry data.
We propose a continuous-time version of the correlated random walk model for animal telemetry data. The continuous-time formulation allows data that have been nonuniformly collected over time to be modeled without subsampling, interpolation, or aggregation to obtain a set of locations uniformly spaced in time. The model is derived from a continuous-time Ornstein-Uhlenbeck velocity process that ...
متن کاملA Directed Continuous Time Random Walk Model with Jump Length Depending on Waiting Time
In continuum one-dimensional space, a coupled directed continuous time random walk model is proposed, where the random walker jumps toward one direction and the waiting time between jumps affects the subsequent jump. In the proposed model, the Laplace-Laplace transform of the probability density function P(x, t) of finding the walker at position x at time t is completely determined by the Lapla...
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 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: Physical Review E
سال: 2009
ISSN: 1539-3755,1550-2376
DOI: 10.1103/physreve.80.031112