A continuous-time generalization of the persistent random walk

We develop the formalism for a continuous-time generalization of the persistent random walk, by allowing the sojourn time to deviate from the exponential form found in standard discussions of this subject. This generalization leads to evolution equations, in the time domain, that differ and are of higher order than the telegrapher's equation which is found in the case of the Markovian persistent random walk.

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Year of publication:	1989
Authors:	Masoliver, Jaume ; Lindenberg, Katja ; Weiss, George H.
Published in:	Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 157.1989, 2, p. 891-898
Publisher:	Elsevier

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010872698