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A continuous-time generalization of the persistent random walk

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  • Masoliver, Jaume
  • Lindenberg, Katja
  • Weiss, George H.

Abstract

We develop the formalism for a continuous-time generalization of the persistent random walk, by allowing the sojourn time to deviate from the exponential form found in standard discussions of this subject. This generalization leads to evolution equations, in the time domain, that differ and are of higher order than the telegrapher's equation which is found in the case of the Markovian persistent random walk.

Suggested Citation

  • Masoliver, Jaume & Lindenberg, Katja & Weiss, George H., 1989. "A continuous-time generalization of the persistent random walk," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 157(2), pages 891-898.
    • Handle: RePEc:eee:phsmap:v:157:y:1989:i:2:p:891-898
    DOI: 10.1016/0378-4371(89)90071-X
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    References listed on IDEAS

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    1. James S. Plaxico & Daryll E. Ray, 1973. "Implications for Agricultural Economists," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 55(3), pages 399-403.
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    Cited by:

    1. Kuzovkov, V. & Kotomin, E., 1992. "Self-organization in the A + B → 0 reaction of charged particles," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 191(1), pages 172-176.
    2. Shneidman, V.A., 1991. "The dynamics of unstable-state decay," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 174(2), pages 406-424.
    3. R. Filliger & M.-O. Hongler & L. Streit, 2008. "Connection between an Exactly Solvable Stochastic Optimal Control Problem and a Nonlinear Reaction-Diffusion Equation," Journal of Optimization Theory and Applications, Springer, vol. 137(3), pages 497-505, June.

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