Zobrazeno 1 - 10
of 2 075
pro vyhledávání: '"Heterogeneous random walk in one dimension"'
Autor:
Makoto Nakashima
Publikováno v:
Stochastic Processes and their Applications. 128:373-403
We consider the random walk pinning model. This is a random walk on Z d whose law is given as the Gibbs measure μ N , Y β , where the polymer measure μ N , Y β is defined by using the collision local time with another simple symmetric random walk
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::81d29aa1f81dee120fef0ce60b0c84ac
https://doi.org/10.1016/j.spa.2017.04.015
https://doi.org/10.1016/j.spa.2017.04.015
Publikováno v:
Communications in Statistics - Theory and Methods. 47:779-792
In 2013, Dobler used Stein's method to obtain the uniform bounds in half-normal approximation for three statistics of asymmetric simple random walk; the maximum value, the number of returns to the origin and the number of sign changes up to a given t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c5e1f5f3fe2fecf7ef28d53b2f5a1f2c
https://doi.org/10.1080/03610926.2016.1139129
https://doi.org/10.1080/03610926.2016.1139129
Autor:
Wolfgang Wagner
Publikováno v:
Mathematics and Computers in Simulation. 143:138-148
A random walk model for the spatially discretized time-dependent Schrodinger equation is constructed. The model consists of a class of piecewise deterministic Markov processes. The states of the processes are characterized by a position and a complex
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::468dadcfb6051e903b43d077d57f6afe
https://doi.org/10.1016/j.matcom.2016.07.012
https://doi.org/10.1016/j.matcom.2016.07.012
Autor:
Robert Koirala
Publikováno v:
Journal of Ultra Scientist of Physical Sciences Section A. 29:410-417
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::cac36236f1fc96721abdcf69f00ec995
https://doi.org/10.22147/jusps-a/291001
https://doi.org/10.22147/jusps-a/291001
Autor:
Wen-sheng Wang
Publikováno v:
Acta Mathematicae Applicatae Sinica, English Series. 33:959-966
A continuous time random walk is a random walk subordinated to a renewal process used in physics to model anomalous diffusion. In this paper, we establish a Chung-type law of the iterated logarithm for continuous time random walk with jumps and waiti
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4921e61212fbedb2e8efb02f0a291cff
https://doi.org/10.1007/s10255-017-0711-0
https://doi.org/10.1007/s10255-017-0711-0
Autor:
Elena Yarovaya
Publikováno v:
Methodology and Computing in Applied Probability. 21:1007-1021
Consideration is given to the continuous-time supercritical branching random walk over a multidimensional lattice with a finite number of particle generation sources of the same intensity both with and without constraint on the variance of jumps of r
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::288070c2aee091dac1ca47a3cb014d87
https://doi.org/10.1007/s11009-017-9590-3
https://doi.org/10.1007/s11009-017-9590-3
Publikováno v:
Communications in Statistics - Theory and Methods. 47:42-54
Let (Xn) be a sequence of independent identically distributed random variables with . A symmetric simple random walk is a discrete-time stochastic process (Sn)n ⩾ 0 defined by S0 = 0 and Sn = ∑ni = 1Xi for n ⩾ 1. Kn is called the number of retu
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::dc505f217eed27cdda1a4c7b20d63858
https://doi.org/10.1080/03610926.2017.1300286
https://doi.org/10.1080/03610926.2017.1300286
Autor:
Karl K. Sabelfeld
Publikováno v:
Monte Carlo Methods and Applications. 23:189-212
We suggest in this paper a Random Walk on Spheres (RWS) method for solving transient drift-diffusion-reaction problems which is an extension of our algorithm we developed recently [26] for solving steady-state drift-diffusion problems. Both two-dimen
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::42d7a294fcc9b171a7675c62a7644c55
https://doi.org/10.1515/mcma-2017-0113
https://doi.org/10.1515/mcma-2017-0113
Autor:
Daniel W. Meyer
Publikováno v:
Advances in Water Resources. 105:227-232
Recently developed stochastic macro-dispersion models enable computationally inexpensive flow and transport predictions for highly heterogeneous formations with statistically non-stationary conductivity and flow statistics. So far, the random process
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ab3008906ff39b5b532d2fab97b27140
https://doi.org/10.1016/j.advwatres.2017.04.017
https://doi.org/10.1016/j.advwatres.2017.04.017
Publikováno v:
Methodology and Computing in Applied Probability. 20:435-462
The modeling and optimal control of a class of random walks (RWs) is investigated in the framework of the Chapman-Kolmogorov (CK) and Fokker-Planck (FP) equations. This class of RWs includes jumps driven by a compound Poisson process and are subject
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f99960e3bca390056d976da126075168
https://doi.org/10.1007/s11009-017-9565-4
https://doi.org/10.1007/s11009-017-9565-4