On the model of random walk with multiple memory structure Научная публикация
| Журнал |
Physica A: Statistical Mechanics and its Applications
ISSN: 0378-4371 |
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| Вых. Данные | Год: 2022, Том: 603, Страницы: 127795 Страниц : 1 DOI: 10.1016/j.physa.2022.127795 | ||
| Ключевые слова | Memory systems, Anomalous diffusion, Limit theorems, Fractional Brownian motion | ||
| Авторы |
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| Организации |
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Реферат:
A model of one-dimensional random walk based on the memory flow phenomenology is constructed. In this model, the jumps of the random walk process have a convolution structure formed on the basis of a finite sequence of memory functions and a stationary, generally speaking, non-Gaussian sequence. A physical interpretation of memory functions and the stationary sequence is given. A limit theorem in the metric space D[0, 1] for the normalized walk process is obtained.
Библиографическая ссылка:
Arkashov N.S.
On the model of random walk with multiple memory structure
Physica A: Statistical Mechanics and its Applications. 2022. V.603. P.127795. DOI: 10.1016/j.physa.2022.127795 WOS Scopus РИНЦ OpenAlex
On the model of random walk with multiple memory structure
Physica A: Statistical Mechanics and its Applications. 2022. V.603. P.127795. DOI: 10.1016/j.physa.2022.127795 WOS Scopus РИНЦ OpenAlex
Даты:
| Поступила в редакцию: | 31 дек. 2021 г. |
Идентификаторы БД:
| Web of science: | WOS:000864174500011 |
| Scopus: | 2-s2.0-85133479293 |
| РИНЦ: | 49152246 |
| OpenAlex: | W4283316398 |