A continuous-time generalization of the persistent random walk

Jaume Masoliver, Katja Lindenberg and George H. Weiss

Physica A: Statistical Mechanics and its Applications, 1989, vol. 157, issue 2, 891-898

Abstract: We develop the formalism for a continuous-time generalization of the persistent random walk, by allowing the sojourn time to deviate from the exponential form found in standard discussions of this subject. This generalization leads to evolution equations, in the time domain, that differ and are of higher order than the telegrapher's equation which is found in the case of the Markovian persistent random walk.

Date: 1989
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Citations: View citations in EconPapers (3)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:157:y:1989:i:2:p:891-898

DOI: 10.1016/0378-4371(89)90071-X

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