A directed continuous time random walk model with jump length depending on waiting time.

In continuum one-dimensional space, a coupled directed continuous time random walk model is proposed, where the random walker jumps toward one direction and the waiting time between jumps affects the subsequent jump. In the proposed model, the Laplace-Laplace transform of the probability density fun...

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Publicado en:Scientific World Journal pp. 182508 - 182509
Autores principales: Shi, Long, Yu, Zuguo, Mao, Zhi, Xiao, Aiguo
Formato: research Journal Article
Publicado: Wiley-Blackwell 2014
Acceso en línea:Ver este registro en EBSCOhost
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      pub: Wiley-Blackwell
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        10.1155/2014/182508
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        atl: A directed continuous time random walk model with jump length depending on waiting time.
      aug:
        au:
          Shi, Long
          Yu, Zuguo
          Mao, Zhi
          Xiao, Aiguo
        affil: Hunan Key Laboratory for Computation and Simulation in Science and Engineering and Key Laboratory of Intelligent Computing and Information Processing of Ministry of Education, Xiangtan University, Xiangtan, Hunan 411105, China ; Institute of Mathematics and Physics, Central South University of Forest and Technology, Changsha, Hunan 410004, China.
      sug:
        subj:
          Algorithms
          Computer Simulation
          Models, Statistical
          Time Factors
      ab: In continuum one-dimensional space, a coupled directed continuous time random walk model is proposed, where the random walker jumps toward one direction and the waiting time between jumps affects the subsequent jump. In the proposed model, the Laplace-Laplace transform of the probability density function P(x, t) of finding the walker at position x at time t is completely determined by the Laplace transform of the probability density function φ(t) of the waiting time. In terms of the probability density function of the waiting time in the Laplace domain, the limit distribution of the random process and the corresponding evolving equations are derived.
      pubtype: Academic Journal
      doctype:
        research
        Journal Article
      ougenre: Article
    language: English
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