Distributions of absolute central moments for random walk surfaces
نویسندگان
چکیده
منابع مشابه
0 Se p 19 95 DISTRIBUTIONS OF ABSOLUTE CENTRAL MOMENTS FOR RANDOM WALK SURFACES
We study periodic Brownian paths, wrapped around the surface of a cylinder. One characteristic of such a path is its width square, w 2 , defined as its variance. Though the average of w 2 over all possible paths is well known, its full distribution function was investigated only recently. Generalising w 2 to w (N) , defined as the N-th power of the magnitude of the deviations of the path from i...
متن کاملCentral Limit Theorem in Multitype Branching Random Walk
A discrete time multitype (p-type) branching random walk on the real line R is considered. The positions of the j-type individuals in the n-th generation form a point process. The asymptotic behavior of these point processes, when the generation size tends to infinity, is studied. The central limit theorem is proved.
متن کاملMarkov Random Walk Representations with Continuous Distributions
Representations based on random walks can exploit discrete data distributions for cluster ing and classification. We extend such rep resentations from discrete to continuous dis tributions. Transition probabilities are now calculated using a diffusion equation with a diffusion coefficient that inversely depends on the data density. We relate this diffu sion equation to a path integral and d...
متن کاملContinuous-time random-walk model for financial distributions.
We apply the formalism of the continuous-time random walk to the study of financial data. The entire distribution of prices can be obtained once two auxiliary densities are known. These are the probability densities for the pausing time between successive jumps and the corresponding probability density for the magnitude of a jump. We have applied the formalism to data on the U.S. dollar-deutsch...
متن کاملSOME RESULTS OF MOMENTS OF UNCERTAIN RANDOM VARIABLES
Chance theory is a mathematical methodology for dealing with indeterminatephenomena including uncertainty and randomness.Consequently, uncertain random variable is developed to describe the phenomena which involveuncertainty and randomness.Thus, uncertain random variable is a fundamental concept in chance theory.This paper provides some practical quantities to describe uncertain random variable...
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: Journal of Physics A: Mathematical and General
سال: 1996
ISSN: 0305-4470,1361-6447
DOI: 10.1088/0305-4470/29/6/006