On the distribution of maxima of a skew Brownian motion and a skew random walk on some random time intervals

2013 ◽  
Vol 68 (6) ◽  
pp. 1131-1132
Author(s):  
Ya A Lyulko
Keyword(s):  
Brownian Motion ◽  
Random Walk ◽  
Random Time ◽  
Time Intervals ◽  
Skew Brownian Motion

Self-avoiding random walk: A Brownian motion model with local time drift

1987 ◽  
Vol 74 (2) ◽  
pp. 271-287 ◽  
Author(s):  
J. R. Norris ◽  
L. C. G. Rogers ◽  
David Williams
Keyword(s):  
Brownian Motion ◽  
Random Walk ◽  
Local Time ◽  
Motion Model ◽  
Time Drift ◽  
Brownian Motion Model

scholarly journals Thick points for planar Brownian motion and the Erdős-Taylor conjecture on random walk

2001 ◽  
Vol 186 (2) ◽  
pp. 239-270 ◽  
Author(s):  
Amir Dembo ◽  
Yuval Peres ◽  
Jay Rosen ◽  
Ofer Zeitouni
Keyword(s):  
Brownian Motion ◽  
Random Walk ◽  
Planar Brownian Motion ◽  
Thick Points

A note on passage times and infinitely divisible distributions

1967 ◽  
Vol 4 (2) ◽  
pp. 402-405 ◽  
Author(s):  
H. D. Miller
Keyword(s):  
Random Walk ◽  
Markov Process ◽  
Continuous Time ◽  
Random Variables ◽  
Independent Random Variables ◽  
Infinitely Divisible Distributions ◽  
Infinitely Divisible ◽  
Time Intervals ◽  
Mutually Independent ◽  
Passage Times

Let X(t) be the position at time t of a particle undergoing a simple symmetrical random walk in continuous time, i.e. the particle starts at the origin at time t = 0 and at times T1, T1 + T2, … it undergoes jumps ξ1, ξ2, …, where the time intervals T1, T2, … between successive jumps are mutually independent random variables each following the exponential density e–t while the jumps, which are independent of the τi, are mutually independent random variables with the distribution . The process X(t) is clearly a Markov process whose state space is the set of all integers.

Online evolution reconstruction from a single measurement record with random time intervals for quantum communication

2017 ◽  
Vol 16 (10) ◽  
Author(s):  
Hua Zhou ◽  
Yang Su ◽  
Rong Wang ◽  
Yong Zhu ◽  
Huiping Shen ◽  
...  
Keyword(s):  
Quantum Communication ◽  
Random Time ◽  
Single Measurement ◽  
Time Intervals ◽  
Measurement Record

scholarly journals The Rate of Convergence of a Random Walk to Brownian Motion

1973 ◽  
Vol 1 (4) ◽  
pp. 699-701 ◽  
Author(s):  
David F. Fraser
Keyword(s):  
Brownian Motion ◽  
Random Walk ◽  
Rate Of Convergence
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