On the model of random walk with multiple memory structure

N.S. Arkashov

Physica A: Statistical Mechanics and its Applications, 2022, vol. 603, issue C

Abstract: A model of one-dimensional random walk based on the memory flow phenomenology is constructed. In this model, the jumps of the random walk process have a convolution structure formed on the basis of a finite sequence of memory functions and a stationary, generally speaking, non-Gaussian sequence. A physical interpretation of memory functions and the stationary sequence is given. A limit theorem in the metric space D[0,1] for the normalized walk process is obtained.

Keywords: Memory systems; Anomalous diffusion; Limit theorems; Fractional Brownian motion (search for similar items in EconPapers)
Date: 2022
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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:603:y:2022:i:c:s0378437122005246

DOI: 10.1016/j.physa.2022.127795

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