Reconstructing the transition rate function of a Broadwell random walk from exit times

DOI10.1137/130927954zbMATH Open1309.60043OpenAlexW1989621899MaRDI QIDQ3192114FDOQ3192114

Authors: Qunhui Han, Pak-Wing Fok 

Publication date: 26 September 2014

Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/077515cac9ee9fd6ef9fd0295dce2da8cbd75997

Recommendations

• Reconstruction of a persistent random walk from exit time distributions
• Inverse problems for stochastic transport equations
• APPROXIMATING THE BROADWELL MODEL IN A STRIP
• An inverse problem for stochastic differential equations
• From stochastic mechanics to the discrete Boltzmann equation: The Broadwell model

zbMATH Keywords

random walkstochastic inverse problemlayer stripping algorithmBroadwell processflip rate function

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Stopping times; optimal stopping problems; gambling theory (60G40) Estimation and detection in stochastic control theory (93E10)

Cited In (2)

• Almost exponential decay for the exit probability from slabs of ballistic RWRE
• Reconstruction of a persistent random walk from exit time distributions

This page was built for publication: Reconstructing the transition rate function of a Broadwell random walk from exit times

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3192114)