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Results tagged with random-walks
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user 169474
8
votes
Random pseudo-walk of Poisson variables
The situation given above is like a queueing process in discrete time with constant service time and Poissonian arrivals.
Call $D_t$ the number of objects added between times $t+1$. Then
$(N_t)_{t \ge …
- 3,808
1
vote
Is there something like a "self-avoiding Markov chain" on a continuous space?
In dimension 2, we have the Schramm and Loewner evolutions, very nice processes which are invariant by conformal maps (up to time-changes).
https://en.wikipedia.org/wiki/Schramm%E2%80%93Loewner_evolut …
- 3,808
1
vote
Accepted
Example of random walk in a random environment (RWRE) saying things on the environment
An example: Matzinger studied the revocery of the environment from the second factor of a RWRE.
https://arxiv.org/pdf/1110.6853.pdf
https://matzi.math.gatech.edu/overview.pdf
- 3,808
0
votes
Accepted
Phase space Brownian bridge
I use capital letters for random variables and small letters for possible values.
Let $W$ be a brownian motion, defined on the canonical space $\mathcal{C}(\mathbb{R}_+)$ endowed with the Wiener measu …
- 3,808