Random walk and Brownian motion in the relativistic and in the quantum regime

2020 ◽  
Author(s):  
Leonardo Crevelário de Souza Carvalho
Keyword(s):  
Brownian Motion ◽  
Random Walk ◽  
Quantum Regime ◽  
And Brownian Motion

The ruin problem and cover times of asymmetric random walks and Brownian motions

2000 ◽  
Vol 32 (01) ◽  
pp. 177-192 ◽  
Author(s):  
K. S. Chong ◽  
Richard Cowan ◽  
Lars Holst
Keyword(s):  
Brownian Motion ◽  
Random Walk ◽  
Random Walks ◽  
Cover Time ◽  
Brownian Motions ◽  
Brownian Motion With Drift ◽  
And Brownian Motion ◽  
Cover Times ◽  
Ruin Problem

A simple asymmetric random walk on the integers is stopped when its range is of a given length. When and where is it stopped? Analogous questions can be stated for a Brownian motion. Such problems are studied using results for the classical ruin problem, yielding results for the cover time and the range, both for asymmetric random walks and Brownian motion with drift.

scholarly journals Favourite Sites, Favourite Values and Jump Sizes for Random Walk and Brownian Motion

Bernoulli ◽  
2000 ◽  
Vol 6 (6) ◽  
pp. 951
Author(s):  
Endre Csáki ◽  
Pál Révész ◽  
Zhan Shi ◽  
Endre Csaki ◽  
Pal Revesz
Keyword(s):  
Brownian Motion ◽  
Random Walk ◽  
And Brownian Motion ◽  
Jump Sizes
Sign in / Sign up

Export Citation Format

Share Document