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| HAL : hal-00107506, version 1 |
| arXiv : cond-mat/0312358 |
| Fiche détaillée |  Récupérer au format |
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| Europhysics Letters (EPL) 65 (2004) 627-632 |
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| Iterated random walk |
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| L. Turban 1 |
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| (2004) |
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| The iterated random walk is a random process in which a random walker moves on a one-dimensional random walk which is itself taking place on a one-dimensional random walk, and so on. This process is investigated in the continuum limit using the method of moments. When the number of iterations goes to infinity, a time-independent asymptotic density is obtained. It has a simple symmetric exponential form which is stable against the modification of a finite number of iterations. When n is large, the deviation from the stationary density is exponentially small in n. The continuum results are compared to Monte Carlo data for the discrete iterated random walk. |
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| 1 : | Laboratoire de physique des matériaux (LPM) |
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CNRS : UMR7556 – Université Henri Poincaré - Nancy I – Institut National Polytechnique de Lorraine (INPL) |
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| Domaine | : | Physique/Matière Condensée/Autre |
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| Lien vers le texte intégral : |
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| http://fr.arXiv.org/abs/cond-mat/0312358 |
| hal-00107506, version 1 | |
| http://hal.archives-ouvertes.fr/hal-00107506 | |
| oai:hal.archives-ouvertes.fr:hal-00107506 | |
| Contributeur : Import Arxiv | |
| Soumis le : Mercredi 18 Octobre 2006, 23:04:01 | |
| Dernière modification le : Mercredi 18 Octobre 2006, 23:04:01 | |
