Simple model of a random walk with arbitrarily long memory - art. no. 031109

Citation
A. Berrones et H. Larralde, Simple model of a random walk with arbitrarily long memory - art. no. 031109, PHYS REV E, 6303(3), 2001, pp. 1109
Citations number
13
Categorie Soggetti
Physics
Journal title
PHYSICAL REVIEW E
ISSN journal
1063651X → ACNP
Volume
6303
Issue
3
Year of publication
2001
Part
1
Database
ISI
SICI code
1063-651X(200103)6303:3<1109:SMOARW>2.0.ZU;2-Z
Abstract
We present a generalization of the persistent random-walk model in which th e step at time n depends on the stare of the step at time n-T, for arbitrar y T. This gives rise to arbitrarily long memory effects, yet by an appropri ate transformation the model is tractable by essentially the same technique s applicable to the usual persistent random-walk problem. We apply our resu lts to the specific case of delayed "step'' persistence, and analyze its as ymptotic statistical properties.