{"title":"Transience of continuous-time conservative random walks","authors":"Satyaki Bhattacharya, Stanislav Volkov","doi":"10.1017/jpr.2024.46","DOIUrl":null,"url":null,"abstract":"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 <jats:italic>random flights</jats:italic>. For both models, we show the transience of the walks when <jats:inline-formula> <jats:alternatives> <jats:inline-graphic xmlns:xlink=\"http://www.w3.org/1999/xlink\" mime-subtype=\"png\" xlink:href=\"S0021900224000469_inline1.png\"/> <jats:tex-math> $d\\ge 2$ </jats:tex-math> </jats:alternatives> </jats:inline-formula> and that the rate of direction changing follows a power law <jats:inline-formula> <jats:alternatives> <jats:inline-graphic xmlns:xlink=\"http://www.w3.org/1999/xlink\" mime-subtype=\"png\" xlink:href=\"S0021900224000469_inline2.png\"/> <jats:tex-math> $t^{-\\alpha}$ </jats:tex-math> </jats:alternatives> </jats:inline-formula>, <jats:inline-formula> <jats:alternatives> <jats:inline-graphic xmlns:xlink=\"http://www.w3.org/1999/xlink\" mime-subtype=\"png\" xlink:href=\"S0021900224000469_inline3.png\"/> <jats:tex-math> $0<\\alpha\\le 1$ </jats:tex-math> </jats:alternatives> </jats:inline-formula>, or the law <jats:inline-formula> <jats:alternatives> <jats:inline-graphic xmlns:xlink=\"http://www.w3.org/1999/xlink\" mime-subtype=\"png\" xlink:href=\"S0021900224000469_inline4.png\"/> <jats:tex-math> $(\\!\\ln t)^{-\\beta}$ </jats:tex-math> </jats:alternatives> </jats:inline-formula> where <jats:inline-formula> <jats:alternatives> <jats:inline-graphic xmlns:xlink=\"http://www.w3.org/1999/xlink\" mime-subtype=\"png\" xlink:href=\"S0021900224000469_inline5.png\"/> <jats:tex-math> $\\beta>2$ </jats:tex-math> </jats:alternatives> </jats:inline-formula>.","PeriodicalId":50256,"journal":{"name":"Journal of Applied Probability","volume":null,"pages":null},"PeriodicalIF":0.7000,"publicationDate":"2024-09-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Applied Probability","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1017/jpr.2024.46","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
引用次数: 0
Abstract
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 $d\ge 2$ and that the rate of direction changing follows a power law $t^{-\alpha}$ , $0<\alpha\le 1$ , or the law $(\!\ln t)^{-\beta}$ where $\beta>2$ .
期刊介绍:
Journal of Applied Probability is the oldest journal devoted to the publication of research in the field of applied probability. It is an international journal published by the Applied Probability Trust, and it serves as a companion publication to the Advances in Applied Probability. Its wide audience includes leading researchers across the entire spectrum of applied probability, including biosciences applications, operations research, telecommunications, computer science, engineering, epidemiology, financial mathematics, the physical and social sciences, and any field where stochastic modeling is used.
A submission to Applied Probability represents a submission that may, at the Editor-in-Chief’s discretion, appear in either the Journal of Applied Probability or the Advances in Applied Probability. Typically, shorter papers appear in the Journal, with longer contributions appearing in the Advances.