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Digitale Medien

On the asymmetry of a random walk in the presence of a field (1990)

Weiss, George H. ; Masoliver, Jaume ; Shuler, Kurt E.

Springer

Journal of statistical physics 58 (1990), S. 643-652

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Details

ISSN: 1572-9613

Schlagwort(e): Random walks ; extreme value theory ; potential field

Quelle: Springer Online Journal Archives 1860-2000

Thema: Physik

Notizen: Abstract Any ensemble of random walks with symmetric transition probabilities will have symmetric properties. However, any single realization of such a random walk may be asymmetric. In an earlier paper, Weiss and Weissman developed a measure of asymmetry and applied it to random walks in the absence of a field, showing that the degree of asymmetry (in the diffusion limit) is independent of time and that the most probable degree of asymmetry corresponds to the maximum possible. We show in the present paper how the presence of a symmetric field can change this result, both in making the degree of asymmetry depend on time, and driving the random walk toward a more symmetric state.

Materialart: Digitale Medien

URL: http://dx.doi.org/10.1007/BF01112768

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