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Transience of continuous-time conservative random walks

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Název: Transience of continuous-time conservative random walks
Autoři: Bhattacharya, Satyaki, Volkov, Stanislav
Přispěvatelé: Lund University, Faculty of Science, Centre for Mathematical Sciences, Mathematical Statistics, Lunds universitet, Naturvetenskapliga fakulteten, Matematikcentrum, Matematisk statistik, Originator
Zdroj: Journal of Applied Probability. 62(1):153-171
Témata: Natural Sciences, Mathematical Sciences, Probability Theory and Statistics, Naturvetenskap, Matematik, Sannolikhetsteori och statistik
Popis: We consider two continuous-time generalizations of conservative random walks introduced in Englander and Volkov (2022), an orthogonal and a spherically symmetrical one; the latter model is also known as random flights. For both models, we show the transience of the walks when d ≥ 2 and that the rate of direction changing follows a power law t-α, 0 < α ≤ 1, or the law (In t)-β where β ≥ 2.
Přístupová URL adresa: https://doi.org/10.1017/jpr.2024.46
Databáze: SwePub
Popis
Abstrakt:We consider two continuous-time generalizations of conservative random walks introduced in Englander and Volkov (2022), an orthogonal and a spherically symmetrical one; the latter model is also known as random flights. For both models, we show the transience of the walks when d ≥ 2 and that the rate of direction changing follows a power law t-α, 0 < α ≤ 1, or the law (In t)-β where β ≥ 2.
ISSN:00219002
DOI:10.1017/jpr.2024.46