scholarly journals Diffusion coefficients for multi-step persistent random walks on lattices

2009 ◽  
Vol 43 (3) ◽  
pp. 035001 ◽  
Author(s):  
Thomas Gilbert ◽  
David P Sanders
2018 ◽  
Vol 2018 (8) ◽  
pp. 083209 ◽  
Author(s):  
Roberto Artuso ◽  
Giampaolo Cristadoro ◽  
Manuele Onofri ◽  
Mattia Radice

2010 ◽  
Vol 10 (02) ◽  
pp. 161-196 ◽  
Author(s):  
S. HERRMANN ◽  
P. VALLOIS

We study a family of memory-based persistent random walks and we prove weak convergences after space-time rescaling. The limit processes are not only Brownian motions with drift. We have obtained a continuous but non-Markov process (Zt) which can be easily expressed in terms of a counting process (Nt). In a particular case the counting process is a Poisson process, and (Zt) permits to represent the solution of the telegraph equation. We study in detail the Markov process ((Zt, Nt); t ≥ 0).


2019 ◽  
Vol 99 (1) ◽  
Author(s):  
Davide Vergni ◽  
Stefano Berti ◽  
Angelo Vulpiani ◽  
Massimo Cencini

Bernoulli ◽  
2020 ◽  
Vol 26 (2) ◽  
pp. 858-892
Author(s):  
Peggy Cénac ◽  
Basile de Loynes ◽  
Yoann Offret ◽  
Arnaud Rousselle

2008 ◽  
Vol 5 (2) ◽  
pp. 026007 ◽  
Author(s):  
Benjamin M Friedrich

2007 ◽  
Vol 07 (01) ◽  
pp. 53-74 ◽  
Author(s):  
MARCO LENCI

We discuss the question of recurrence for persistent, or Newtonian, random walks in ℤ2, i.e. random walks whose transition probabilities depend both on the walker's position and incoming direction. We use results by Tóth and Schmidt–Conze to prove recurrence for a large class of such processes, including all "invertible" walks in elliptic random environments. Furthermore, rewriting our Newtonian walks as ordinary random walks in a suitable graph, we gain a better idea of the geometric features of the problem, and obtain further examples of recurrence.


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