Reconstruction of a persistent random walk from exit time distributions

DOI10.1093/IMAMAT/HXT011MaRDI QIDQ5176552zbMATH OpenOpenAlexFDO

Authors Pak-Wing Fok, Qunhui Han, Tom Chou

Publication date 26 February 2015

Published in IMA Journal of Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/cd679e187071542e5969d919a3669cfb5b645933

zbMATH Keywords

random walkinverse problemtelegrapher's equationBroadwell process

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41) PDEs in connection with statistical mechanics (35Q82) Inverse problems for PDEs (35R30) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70)

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Cited in

(1)

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

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