First passage time distribution and the number of returns for ultrametric random walks

DOI10.1088/1751-8113/42/8/085003zbMATH Open1162.82010arXiv0808.3066OpenAlexW3100164449MaRDI QIDQ3608946FDOQ3608946

A. P. Zubarev, Albert Kh. Bikulov, V. A. Avetisov

Publication date: 6 March 2009

Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Abstract: In this paper, we consider a homogeneous Markov process xi(t;omega) on an ultrametric space Q_p, with distribution density f(x,t), x in Q_p, t in R_+, satisfying the ultrametric diffusion equation df(x,t)/dt =-Df(x,t). We construct and examine a random variable au (omega) that has the meaning the first passage times. Also, we obtain a formula for the mean number of returns on the interval (0,t] and give its asymptotic estimates for large t.

Full work available at URL: https://arxiv.org/abs/0808.3066

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zbMATH Keywords

pseudo-differential operatorfirst passage timep-adic numbersultrametric random walk

Mathematics Subject Classification ID

Diffusion processes (60J60) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

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