Skip to main content

Timeline for Random walk in a switching scenery

Current License: CC BY-SA 4.0

6 events
when toggle format what by license comment
Jul 25, 2020 at 20:41 comment added Mateusz Kwaśnicki Some trivial comments: Clearly something between $\lambda^{-1}$ (the first change of state along the path of $X_t$ occurs at rate $\lambda$) and $(\lambda+1)^{-1}$ (nothing will change until either $X_t$ jumps or the state at $0$ changes). For $\lambda = 1$, something close to $0.681$ (based on a sample of one million trials).
Jul 21, 2020 at 23:45 history edited as1 CC BY-SA 4.0
added 312 characters in body
Jul 21, 2020 at 23:27 comment added Dieter Kadelka Interesting. I think you should edit your question and add this.
Jul 21, 2020 at 22:08 comment added as1 There are potentially loads of applications but the ones I have in mind are biological. Imagine the diffusing particle represents the motion of an organism through a one-dimensional habitat and $\eta_t(x)$ denotes the presence of a virus at $x$ at time $t$. How long until the organism encounters the virus?
Jul 21, 2020 at 21:43 comment added Dieter Kadelka Can you tell where this scenery comes from? I think the question would be more interesting.
Jul 21, 2020 at 19:07 history asked as1 CC BY-SA 4.0