Random walk with hyperbolic probabilities

DOI10.1088/1742-5468/AB535BMaRDI QIDQ5856039zbMATH OpenOpenAlexFDO

Authors Miquel Montero

Publication date 23 March 2021

Published in Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1905.04987

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Brownian motion (60J65)

Abstract: The random walk with hyperbolic probabilities that we are introducing is an example of stochastic diffusion in a one-dimensional heterogeneous media. Although driven by site-dependent one-step transition probabilities, the process retains some of the features of a simple random walk, shows other traits that one would associate with a biased random walk and, at the same time, presents new properties not related with either of them. In particular, we show how the system is not fully ergodic, as not every statistic can be estimated from a single realization of the process. We further give a geometric interpretation for the origin of these irregular transition probabilities.

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Cited in

(5)

• Random walk on the Poincaré disk
• scientific article; zbMATH DE number 2166523 (Why is no real title available?)
• Non unitary random walks
• Hyperbolic random walks
• Space-time continuous limit of random walks with hyperbolic scaling

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