Timeline for Random walk in a switching scenery
Current License: CC BY-SA 4.0
6 events
when toggle format | what | by | license | comment | |
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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
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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 |