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Title: Non independent continuous-time random walks
Author: Montero Torralbo, Miquel
Masoliver, Jaume, 1951-
Keywords: Física matemàtica
Sistemes no lineals
Mathematical physics
Nonlinear systems
Issue Date: 2007
Publisher: The American Physical Society
Abstract: The usual development of the continuous-time random walk (CTRW) assumes that jumps and time intervals are a two-dimensional set of independent and identically distributed random variables. In this paper, we address the theoretical setting of nonindependent CTRWs where consecutive jumps and/or time intervals are correlated. An exact solution to the problem is obtained for the special but relevant case in which the correlation solely depends on the signs of consecutive jumps. Even in this simple case, some interesting features arise, such as transitions from unimodal to bimodal distributions due to correlation. We also develop the necessary analytical techniques and approximations to handle more general situations that can appear in practice.
Note: Reproducció del document publicat a:
It is part of: Physical Review E, 2007, vol. 76, núm. 6, p. 061115-1-061115-12
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ISSN: 1063-651X
Appears in Collections:Articles publicats en revistes (Física de la Matèria Condensada)

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