ترغب بنشر مسار تعليمي؟ اضغط هنا

Path probability density functions for semi-Markovian random walks

263   0   0.0 ( 0 )
 نشر من قبل Ophir Flomenbom
 تاريخ النشر 2007
  مجال البحث فيزياء
والبحث باللغة English




اسأل ChatGPT حول البحث

In random walks, the path representation of the Greens function is an infinite sum over the length of path probability density functions (PDFs). Here we derive and solve, in Laplace space, the recursion relation for the n order path PDF for any arbitrarily inhomogeneous semi-Markovian random walk in a one-dimensional (1D) chain of L states. The recursion relation relates the n order path PDF to L/2 (round towards zero for an odd L) shorter path PDFs, and has n independent coefficients that obey a universal formula. The z transform of the recursion relation straightforwardly gives the generating function for path PDFs, from which we obtain the Greens function of the random walk, and derive an explicit expression for any path PDF of the random walk. These expressions give the most detailed description of arbitrarily inhomogeneous semi-Markovian random walks in 1D.



قيم البحث

اقرأ أيضاً

We consider the time-independent scattering theory for time evolution operators of one-dimensional two-state quantum walks. The scattering matrix associated with the position-dependent quantum walk naturally appears in the asymptotic behavior at spat ial infinity of generalized eigenfunctions. The asymptotic behavior of generalized eigenfunctions is a consequence of an explicit expression of the Green function associated with the free quantum walk. When the position-dependent quantum walk is a finite rank perturbation of the free quantum walk, we derive a kind of combinatorial constructions of the scattering matrix by counting paths of quantum walkers. We also mention some remarks on the tunneling effect.
We prove that random walks in random environments, that are exponentially mixing in space and time, are almost surely diffusive, in the sense that their scaling limit is given by the Wiener measure.
106 - Michel Bauer 2008
We discuss properties of dipolar SLE(k) under conditioning. We show that k=2, which describes continuum limits of loop erased random walks, is characterized as being the only value of k such that dipolar SLE conditioned to stop on an interval coincid es with dipolar SLE on that interval. We illustrate this property by computing a new bulk passage probability for SLE(2).
In this paper we consider a stochastic process that may experience random reset events which bring suddenly the system to the starting value and analyze the relevant statistical magnitudes. We focus our attention on monotonous continuous-time random walks with a constant drift: the process increases between the reset events, either by the effect of the random jumps, or by the action of the deterministic drift. As a result of all these combined factors interesting properties emerge, like the existence|for any drift strength|of a stationary transition probability density function, or the faculty of the model to reproduce power-law-like behavior. General formulas for two extreme statistics, the survival probability and the mean exit time, are also derived. To corroborate in an independent way the results of the paper, Monte Carlo methods were used. These numerical estimations are in full agreement with the analytical predictions.
312 - Yu. Higuchi , N. Konno , I. Sato 2014
From the viewpoint of quantum walks, the Ihara zeta function of a finite graph can be said to be closely related to its evolution matrix. In this note we introduce another kind of zeta function of a graph, which is closely related to, as to say, the square of the evolution matrix of a quantum walk. Then we give to such a function two types of determinant expressions and derive from it some geometric properties of a finite graph. As an application, we illustrate the distribution of poles of this function comparing with those of the usual Ihara zeta function.
التعليقات
جاري جلب التعليقات جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
mircosoft-partner

هل ترغب بارسال اشعارات عن اخر التحديثات في شمرا-اكاديميا