Oscillatory correlation of delayed random walks

被引：38

作者：

Ohira, T

机构：

[1] Sony Computer Science Laboratory, Shinagawa, Tokyo, 141

来源：

PHYSICAL REVIEW E | 1997年 / 55卷 / 02期

关键词：

D O I：

10.1103/PhysRevE.55.R1255

中图分类号：

O35 [流体力学]; O53 [等离子体物理学];

学科分类号：

070204 ; 080103 ; 080704 ;

摘要：

We investigate analytically and numerically the statistical properties of a random walk model with delayed transition probability dependence (delayed random walk). The characteristic feature of such a model is the oscillatory behavior of its correlation function. We investigate a model whose transient and stationary oscillatory behavior is analytically tractable. The correspondence of the model with a Langevin equation with delay is also considered.

引用

收藏

页码：R1255 / R1258

页数：4

相关论文

共 29 条

[1] EFFECTS OF TEMPERATURE ON THE ABSORPTION LINE-SHAPE FUNCTION FOR DRIVEN 2-LEVEL ATOMS - A NON-MARKOVIAN TREATMENT [J].

BRINATI, JR ;

MIZRAHI, SS ;

PRATAVIERA, GA .

PHYSICAL REVIEW A, 1995, 52 (04) :2804-2810

[2] OPEN-LOOP AND CLOSED-LOOP CONTROL OF POSTURE - A RANDOM-WALK ANALYSIS OF CENTER-OF-PRESSURE TRAJECTORIES [J].

COLLINS, JJ ;

DE LUCA, CJ .

EXPERIMENTAL BRAIN RESEARCH, 1993, 95 (02) :308-318

[3] RANDOM WALKING DURING QUIET STANDING [J].

COLLINS, JJ ;

DE LUCA, CJ .

PHYSICAL REVIEW LETTERS, 1994, 73 (05) :764-767

[4] DISCRETE DELAY, DISTRIBUTED DELAY AND STABILITY SWITCHES [J].

COOKE, KL ;

GROSSMAN, Z .

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 1982, 86 (02) :592-627

[5] BIFURCATION GAP IN A HYBRID OPTICALLY BISTABLE SYSTEM [J].

DERSTINE, MW ;

GIBBS, HM ;

HOPF, FA ;

KAPLAN, DL .

PHYSICAL REVIEW A, 1982, 26 (06) :3720-3722

[6] FULLY COUPLED MODEL VERSUS ROTATING-WAVE APPROXIMATION IN THE ASYMPTOTIC TIME EVOLUTION OF SPIN SYSTEMS [J].

DESPOSITO, MA ;

HERNANDEZ, ES .

JOURNAL OF PHYSICS A-MATHEMATICAL AND GENERAL, 1995, 28 (04) :775-786

[7]

FUNAKUBO H, 1996, PROGR NEURAL INFORMA, P1

[8] FLUCTUATION-DISSIPATION THEOREM [J].

KUBO, R .

REPORTS ON PROGRESS IN PHYSICS, 1966, 29 :255-+

[9]

Kubo R., 1966, 1965 TOK SUMM LECT 1, P1

[10]

Kuchler U., 1992, Stochastics Stochastic Rep., V40, P23