On the non-equivalence of two standard random walks

DOI10.1016/J.PHYSA.2013.04.049zbMATH Open1395.60051arXiv1302.5832OpenAlexW2069630572MaRDI QIDQ1673155FDOQ1673155

Authors: Gleb Oshanin, O. Bénichou, Katja Lindenberg 

Publication date: 11 September 2018

Published in: Physica A (Search for Journal in Brave)

Abstract: We focus on two models of nearest-neighbour random walks on d-dimensional regular hyper-cubic lattices that are usually assumed to be identical - the discrete-time Polya walk, in which the walker steps at each integer moment of time, and the Montroll-Weiss continuous-time random walk in which the time intervals between successive steps are independent, exponentially and identically distributed random variables with mean 1. We show that while for symmetric random walks both models indeed lead to identical behaviour in the long time limit, when there is an external bias they lead to markedly different behaviour.

Full work available at URL: https://arxiv.org/abs/1302.5832

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zbMATH Keywords

[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=P%EF%BF%BD%EF%BF%BDlya+random+walk&go=Go P��lya random walk]external biasMontroll-Weiss random walk

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

Cites Work

• Random walks on lattices. II
• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (3)

• Asymmetric random walks with bias generated by discrete-time counting processes
• Distribution of the position of a driven tracer in a hardcore lattice gas
• Random walk with nonuniform angular distribution biased by an external periodic pulse

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