A Random Walk with Exponential Travel Times
نویسنده
چکیده مقاله:
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 N as Np is large.
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 کاملStochastic Vehicle Routing with Random Travel Times
We consider stochastic vehicle routing problems on a network with random travel and service times. A fleet of one or more vehicles is available to be routed through the network to service each node. Two versions of the model are developed based on alternative objective functions. We provide bounds on optimal objective function values and conditions under which reductions to simpler models can b...
متن کاملCut times for Simple Random Walk Cut times for Simple Random Walk
Let S(n) be a simple random walk taking values in Z d. A time n is called a cut time if S0; n] \ Sn + 1; 1) = ;: We show that in three dimensions the number of cut times less than n grows like n 1? where = d is the intersection exponent. As part of the proof we show that in two or three dimensions PfS0; n] \ Sn + 1; 2n] = ;g n ? ; where denotes that each side is bounded by a constant times the ...
متن کاملA parallelizable dynamic fleet management model with random travel times
In this paper, we present a stochastic model for the dynamic fleet management problem with random travel times. Our approach decomposes the problem into time-staged subproblems by formulating it as a dynamic program and uses approximations of the value function. In order to deal with random travel times, the state variable of our dynamic program includes all individual decisions over a relevant...
متن کاملCut times for Simple Random Walk
Let S(n) be a simple random walk taking values in Zd. A time n is called a cut time if S[0, n]∩ S[n+ 1,∞) = ∅. We show that in three dimensions the number of cut times less than n grows like n1−ζ where ζ = ζd is the intersection exponent. As part of the proof we show that in two or three dimensions P{S[0, n]∩ S[n+ 1, 2n] = ∅} n−ζ , where denotes that each side is bounded by a constant times the...
متن کاملDeviations of a Random Walk in a Random Scenery with Stretched Exponential Tails
Let (Zn)n∈N0 be a d-dimensional random walk in random scenery, i.e., Zn = ∑n−1 k=0 YSk with (Sk)k∈N0 a random walk in Z d and (Yz)z∈Zd an i.i.d. scenery, independent of the walk. We assume that the random variables Yz have a stretched exponential tail. In particular, they do not possess exponential moments. We identify the speed and the rate of the logarithmic decay of P( 1 nZn > tn) for all se...
متن کاملمنابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ذخیره در منابع من قبلا به منابع من ذحیره شده{@ msg_add @}
عنوان ژورنال
دوره 6 شماره 1
صفحات 37- 40
تاریخ انتشار 2014-12-01
با دنبال کردن یک ژورنال هنگامی که شماره جدید این ژورنال منتشر می شود به شما از طریق ایمیل اطلاع داده می شود.
میزبانی شده توسط پلتفرم ابری doprax.com
copyright © 2015-2023