Oscillatory correlation of delayed random walks

Details Oscillatory correlation of delayed random walks Oscillatory correlation of delayed random walks

1997-01-10

arxiv.org/abs/cond-mat/9701066v1

Physics

Condensed Matter

Statistical Mechanics

To apper in Phys. Rev. E

Scientific paper

10.1103/PhysRevE.55.R1255

We investigate analytically and numerically the statistical properties of a random walk model with delayed transition probability dependence (delayed random walk). The characteristic feature of such a model is the oscillatory behavior of its correlation function. We investigate a model whose transient and stationary oscillatory behavior is analytically tractable. The correspondence of the model with a Langevin equation with delay is also considered.

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