Path Collapse for an Inhomogeneous Random Walk

نویسندگان

  • Ilie Grigorescu
  • Min Kang
چکیده

On an open interval we follow the paths of a Brownian motion which returns to a fixed point as soon as it reaches the boundary and restarts afresh indefinitely. We determine that two paths starting at different points either cannot collapse or they do so almost surely. The problem can be modelled as a spatially inhomogeneous random walk on a group and contrasts sharply with the higher dimensional case in that if two paths may collapse they do so almost surely.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

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...

متن کامل

Path-probability density functions for semi-Markovian random walks.

In random walks, the path representation of the Green's function is an infinite sum over the length of path probability density functions (PDFs). Recently, a closed-form expression for the Green's function of an arbitrarily inhomogeneous semi-Markovian random walk in a one-dimensional (1D) chain of L states was obtained by utilizing path-PDFs calculations. Here we derive and solve, in Laplace s...

متن کامل

Inhomogeneous perturbation and error bounds for the stationary performance of random walks in the quarter plane

A continuous-time random walk in the quarter plane with homogeneous transition rates is considered. Given a non-negative reward function on the state space, we are interested in the expected stationary performance. Since a direct derivation of the stationary probability distribution is not available in general, the performance is approximated by a perturbed random walk, whose transition rates o...

متن کامل

Maximal displacement of a branching random walk in time-inhomogeneous environment

Consider a branching random walk evolving in a macroscopic time-inhomogeneous environment, that scales with the length n of the process under study. We compute the first two terms of the asymptotic of the maximal displacement at time n. The coefficient of the first (ballistic) order is obtained as the solution of an optimization problem, while the second term, of order n, comes from time-inhomo...

متن کامل

Collapse transition of a hydrophobic self-avoiding random walk in a coarse-grained model solvent.

In order to study solvation effects on protein folding, we analyze the collapse transition of a self-avoiding random walk composed of hydrophobic segments that is embedded in a lattice model of a solvent. As expected, hydrophobic interactions lead to an attractive potential of mean force among chain segments. As a consequence, the random walk in solvent undergoes a collapse transition at a high...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2003