Iterated random walk

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dc.creatorTurban, L.
dc.date2003-12-15
dc.date.accessioned2026-07-07T02:55:24Z
dc.date.available2026-07-07T02:55:24Z
dc.descriptionThe 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.
dc.description7 pages, 2 figures
dc.identifierhttps://arxiv.org/abs/cond-mat/0312358
dc.identifierhttp://arxiv.org/abs/cond-mat/0312358
dc.identifierEurophys. Lett. 65 (2004) 627-632
dc.identifierdoi:10.1209/epl/i2003-10165-4
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/22931
dc.subjectStatistical Mechanics
dc.titleIterated random walk
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