A correlated random walk for the transport and sedimentation of particles

1988 ◽  
Vol 25 (A) ◽  
pp. 335-346
Author(s):  
J. Gani
Keyword(s):  
Markov Chain ◽  
Random Walk ◽  
Continuous Time ◽  
Laplace Transforms ◽  
The State ◽  
Random Walk Model ◽  
Rectangular Lattice ◽  
Correlated Random Walk ◽  
Bivariate Markov Chain

This paper considers a bivariate random walk modelon a rectangular lattice for a particle injected into a fluid flowing in a tank. The numbers of jumps of the particle in thexandydirections in this particular model are correlated. It is shown that when the random walk forms a bivariate Markov chain in continuous time, it is possible to obtain the state probabilitiespxy(t) through their Laplace transforms. Two exit rules are considered and results for both of them derived.

A correlated random walk for the transport and sedimentation of particles

1988 ◽  
Vol 25 (A) ◽  
pp. 335-346
Author(s):  
J. Gani
Keyword(s):  
Markov Chain ◽  
Random Walk ◽  
Continuous Time ◽  
Laplace Transforms ◽  
The State ◽  
Random Walk Model ◽  
Rectangular Lattice ◽  
Correlated Random Walk ◽  
Bivariate Markov Chain

This paper considers a bivariate random walk model on a rectangular lattice for a particle injected into a fluid flowing in a tank. The numbers of jumps of the particle in the x and y directions in this particular model are correlated. It is shown that when the random walk forms a bivariate Markov chain in continuous time, it is possible to obtain the state probabilities pxy(t) through their Laplace transforms. Two exit rules are considered and results for both of them derived.

CONTINUOUS-TIME CORRELATED RANDOM WALK MODEL FOR ANIMAL TELEMETRY DATA

Ecology ◽  
2008 ◽  
Vol 89 (5) ◽  
pp. 1208-1215 ◽  
Author(s):  
Devin S. Johnson ◽  
Joshua M. London ◽  
Mary-Anne Lea ◽  
John W. Durban
Keyword(s):  
Random Walk ◽  
Continuous Time ◽  
Random Walk Model ◽  
Correlated Random Walk ◽  
Telemetry Data

Quartile histogram assessment of glioma malignancy using high b ‐value diffusion MRI with a continuous‐time random‐walk model

2021 ◽  
Vol 34 (4) ◽  
Author(s):  
M. Muge Karaman ◽  
Jiaxuan Zhang ◽  
Karen L. Xie ◽  
Wenzhen Zhu ◽  
Xiaohong Joe Zhou
Keyword(s):  
Random Walk ◽  
Continuous Time ◽  
Diffusion Mri ◽  
B Value ◽  
Continuous Time Random Walk ◽  
Random Walk Model ◽  
High B Value

scholarly journals Limit theorems for some continuous-time random walks

2011 ◽  
Vol 43 (3) ◽  
pp. 782-813 ◽  
Author(s):  
M. Jara ◽  
T. Komorowski
Keyword(s):  
Markov Chain ◽  
Random Walk ◽  
Random Walks ◽  
Quantum Transport ◽  
Continuous Time ◽  
Limit Theorems ◽  
Transport Theory ◽  
Sufficient Conditions ◽  
Continuous Time Random Walks ◽  
Quantum Transport Theory

In this paper we consider the scaled limit of a continuous-time random walk (CTRW) based on a Markov chain {Xn,n≥ 0} and two observables, τ(∙) andV(∙), corresponding to the renewal times and jump sizes. Assuming that these observables belong to the domains of attraction of some stable laws, we give sufficient conditions on the chain that guarantee the existence of the scaled limits for CTRWs. An application of the results to a process that arises in quantum transport theory is provided. The results obtained in this paper generalize earlier results contained in Becker-Kern, Meerschaert and Scheffler (2004) and Meerschaert and Scheffler (2008), and the recent results of Henry and Straka (2011) and Jurlewicz, Kern, Meerschaert and Scheffler (2010), where {Xn,n≥ 0} is a sequence of independent and identically distributed random variables.

scholarly journals Navigational efficiency in a biased and correlated random walk model of individual animal movement

Ecology ◽  
2017 ◽  
Vol 99 (1) ◽  
pp. 217-223 ◽  
Author(s):  
Joseph D. Bailey ◽  
Jamie Wallis ◽  
Edward A. Codling
Keyword(s):  
Random Walk ◽  
Animal Movement ◽  
Random Walk Model ◽  
Individual Animal ◽  
Correlated Random Walk

Continuous-time random-walk model for superionic conductors

1989 ◽  
Vol 39 (11) ◽  
pp. 6010-6015 ◽  
Author(s):  
Carlos B. Briozzo ◽  
Carlos E. Budde ◽  
Manuel O. Cáceres
Keyword(s):  
Random Walk ◽  
Continuous Time ◽  
Continuous Time Random Walk ◽  
Random Walk Model ◽  
Superionic Conductors

scholarly journals Analysis of Multiserver Retrial Queueing System with Varying Capacity and Parameters

2015 ◽  
Vol 2015 ◽  
pp. 1-12 ◽  
Author(s):  
Alexander N. Dudin ◽  
Olga S. Dudina
Keyword(s):  
Markov Chain ◽  
Continuous Time ◽  
Queueing System ◽  
Optimization Problems ◽  
The State ◽  
Arrival Process ◽  
Continuous Time Markov Chain ◽  
Retrial Queueing System ◽  
Retrial Queueing ◽  
System States

A multiserver queueing system, the dynamics of which depends on the state of some external continuous-time Markov chain (random environment, RE), is considered. Change of the state of the RE may cause variation of the parameters of the arrival process, the service process, the number of available servers, and the available buffer capacity, as well as the behavior of customers. Evolution of the system states is described by the multidimensional continuous-time Markov chain. The generator of this Markov chain is derived. The ergodicity condition is presented. Expressions for the key performance measures are given. Numerical results illustrating the behavior of the system and showing possibility of formulation and solution of optimization problems are provided. The importance of the account of correlation in the arrival processes is numerically illustrated.

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