A study on correlated exponential random walks |
| |
Authors: | T M John K P N Murthy |
| |
Institution: | (1) Radiation Shielding and Statistical Physics Section, Reactor Physics Division, Indira Gandhi Centre for Atomic Research, Kalpakkam, 603 102, Tamil Nadu, India |
| |
Abstract: | Based on the linear Boltzmann transport formulation, we investigate the statistics of correlated exponential random walks that are continuous in space and discrete in time. We show that asymptotically, the correlated random walk process is diffusive and derive an effective diffusion constant. We investigate the power spectral characteristics of the associated random forces. We also present some results on the first passage time distribution and establish that asymptotically it reduces to that associated with simple Gaussian walks. |
| |
Keywords: | Random walks first passage time problems exponential random walks correlated random walks telegraph equation power spectral density linear Boltzmann transport equation |
本文献已被 SpringerLink 等数据库收录! |
|