On the model of random walk with multiple memory structure Full article
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Physica A: Statistical Mechanics and its Applications
ISSN: 0378-4371 |
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| Output data | Year: 2022, Volume: 603, Pages: 127795 Pages count : 1 DOI: 10.1016/j.physa.2022.127795 | ||
| Tags | Memory systems, Anomalous diffusion, Limit theorems, Fractional Brownian motion | ||
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Abstract:
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.
Cite:
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
Dates:
| Submitted: | Dec 31, 2021 |
Identifiers:
| Web of science: | WOS:000864174500011 |
| Scopus: | 2-s2.0-85133479293 |
| Elibrary: | 49152246 |
| OpenAlex: | W4283316398 |