Published in

IOP Publishing, Journal of Physics A: Mathematical and Theoretical, 28(43), p. 285006, 2010

DOI: 10.1088/1751-8113/43/28/285006

Links

Tools

Export citation

Search in Google Scholar

On a random walk with memory and its relation with Markovian processes

Journal article published in 2010 by Loïc Turban ORCID
This paper is available in a repository.
This paper is available in a repository.

Full text: Download

Green circle
Preprint: archiving allowed
Upload
Orange circle
Postprint: archiving restricted
Upload
Red circle
Published version: archiving forbidden
Policy details
Data provided by SHERPA/RoMEO

Abstract

10 pages, 4 figures ; International audience ; We study a one-dimensional random walk with memory in which the step lengths to the left and to the right evolve at each step in order to reduce the wandering of the walker. The feedback is quite efficient and lead to a non-diffusive walk. The time evolution of the displacement is given by an equivalent Markovian dynamical process. The probability density for the position of the walker is the same at any time as for a random walk with shrinking steps, although the two-time correlation functions are quite different.