Invariant Imbedding and Random Walk

Random Walk, Scattering, and Invariant Imbedding I. One-dimensional Discrete Case.

Generalized Invariant Imbedding Relation.

Dissipation Functions and Invariant Imbedding, I.

استفاده از روش Invariant-Imbedding در حال مسائل Unit operation

A 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...