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

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Publication:3608946




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.




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