2.3B 一维随机游走 one dimensional random walk是【初等概率论】内容与练习的第12集视频,该合集共计42集,视频收藏或关注UP主,及时了解更多相关视频内容。
The first event concerns a genuinely d − 1-dimensional random walk and has a probability O(n−(d−1)/2 ). To see this we apply Theorem ...R. Siegmund-Schultze and H. von Weizs¨acker (2004), Level Crossing Probabilities I: One- dimensional Random Walks and Symmetrization. ...
6.4. One Dimensional Random WalkThus far, we examined in detail two simple processes: the sinusoidal process where every random variable is a function of any other random variable and the iid process where every random variable is independent of any other random variable. We consider in this ...
ONE-DIMENSIONAL RANDOMWALKS 1. SIMPLE RANDOM WALK Definition 1. A random walk on the integers with step distribution F and initial state x ∈ is a sequence S n of randomvariables whose increments are independent, identically distributed randomvariables ξ i with common distribution F, that is...
Consider a one-dimensional walk (S k ) k having steps of bounded size, and weight the probability of the path with some factor 1−α∈(0,1) for every single self-intersection up to timen. We prove thatS n /S S converges towards some deterministic number called the effective drift of...
Let ( Z n ) n ∈ N be a d-dimensional random walk in random scenery, i.e., Z n = ∑ k = 0 n 1 Y ( S k ) with ( S k ) k ∈ N 0 a random walk in Z d and ( Y... N Gantert,W K?Nig,S Zhan - 《Annales De Linstitut Henri Poincare Probability & Statistics》 被...
Consider a variant of the simple random walk on the integers, with the following transition mechanism. At each site x, the probability of jumping to the right is ω(x) ε [½, 1), until the first time the process jumps to the left from site x, from which time onward the probability...
A random walk problem with particles on discrete double infinite linear grids is discussed. The model is based on the work of Montroll and others. A probability connected with the problem is given in the form of integrals containing modified Bessel functions of the first kind. By using several...
We obtain non-Gaussian limit laws for one-dimensional random walk in a random environment in the case that the environment is a function of a stationary Markov process. This is an extension of the work of Kesten, M. Kozlov and Spitzer [Comp. Math. 30 (1975) 145–168] for random walks...
The dynamics of the survival probability of quantum walkers on a one-dimensional lattice with random distribution of absorbing immobile traps are investigated. The survival probability of quantum walkers is compared with that of classical walkers. It is shown that the time dependence of survival ...