具有多项式时空漂移的超扩散平面随机游走

IF 1.1 2区 数学 Q3 STATISTICS & PROBABILITY Stochastic Processes and their Applications Pub Date : 2024-06-28 DOI:10.1016/j.spa.2024.104420
Conrado da Costa , Mikhail Menshikov , Vadim Shcherbakov , Andrew Wade
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引用次数: 0

摘要

我们量化了一种二维随机漫步的超扩散瞬态,在这种漫步中,纵坐标是马氏体,横坐标具有正漂移,而正漂移是各个坐标和当前时间的多项式函数。我们描述了该模型是如何通过与自相互作用平面随机漫步的启发式联系而被激发的,自相互作用平面随机漫步通过排除体积机制与自身质心相互作用,并被推测为具有尺度指数 3/4 的超扩散性。自相互作用过程起源于与弗朗西斯-彗星的讨论。
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Superdiffusive planar random walks with polynomial space–time drifts

We quantify superdiffusive transience for a two-dimensional random walk in which the vertical coordinate is a martingale and the horizontal coordinate has a positive drift that is a polynomial function of the individual coordinates and of the present time. We describe how the model was motivated through an heuristic connection to a self-interacting, planar random walk which interacts with its own centre of mass via an excluded-volume mechanism, and is conjectured to be superdiffusive with a scale exponent 3/4. The self-interacting process originated in discussions with Francis Comets.

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来源期刊
Stochastic Processes and their Applications
Stochastic Processes and their Applications 数学-统计学与概率论
CiteScore
2.90
自引率
7.10%
发文量
180
审稿时长
23.6 weeks
期刊介绍: Stochastic Processes and their Applications publishes papers on the theory and applications of stochastic processes. It is concerned with concepts and techniques, and is oriented towards a broad spectrum of mathematical, scientific and engineering interests. Characterization, structural properties, inference and control of stochastic processes are covered. The journal is exacting and scholarly in its standards. Every effort is made to promote innovation, vitality, and communication between disciplines. All papers are refereed.
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