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

Shi, Long, Yu, Zu-Guo, Mao, Zhi, & Xiao, Aiguo (2014) A directed continuous time random walk model with jump length depending on waiting time. The Scientific World Journal, 2014(182508), pp. 1-4.

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Abstract

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 at time 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.

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ID Code: 88836
Item Type: Journal Article
Refereed: Yes
DOI: 10.1155/2014/182508
ISSN: 1537-744X
Divisions: Current > Schools > School of Mathematical Sciences
Copyright Owner: Copyright © 2014 Long Shi et al.
Copyright Statement: This is an open access article distributed under the Creative Commons Attribution License, which
permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
Deposited On: 22 Oct 2015 23:39
Last Modified: 30 Oct 2015 01:12

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