Continuous Time Random Walks (CTRWs): Simulation of continuous trajectories

Physics – Data Analysis – Statistics and Probability

Scientific paper

Rate now

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Details

7 pages, 7 figures

Scientific paper

10.1103/PhysRevE.76.061102

Continuous time random walks have been developed as a straightforward generalisation of classical random walk processes. Some 10 years ago, Fogedby introduced a continuous representation of these processes by means of a set of Langevin equations [H. C. Fogedby, Phys. Rev. E 50 (1994)]. The present work is devoted to a detailed discussion of Fogedby's model and presents its application for the robust numerical generation of sample paths of continuous time random walk processes.

No associations

LandOfFree

Say what you really think

Search LandOfFree.com for scientists and scientific papers. Rate them and share your experience with other people.

Rating

Continuous Time Random Walks (CTRWs): Simulation of continuous trajectories does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Continuous Time Random Walks (CTRWs): Simulation of continuous trajectories, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Continuous Time Random Walks (CTRWs): Simulation of continuous trajectories will most certainly appreciate the feedback.

Rate now

     

Profile ID: LFWR-SCP-O-59431

  Search
All data on this website is collected from public sources. Our data reflects the most accurate information available at the time of publication.