Random walks in an inhomogeneous one-dimensional medium with reflecting and absorbing barriers

Resultado de la investigación: Contribución a RevistaArtículo

7 Citas (Scopus)

Resumen

A particle moving in inhomogeneous, one-dimensional media is considered. Its velocity changes direction at Poisson times. For such a random process, the backward and forward Kolmogorov equations are derived. The explicit formulas for the probability distributions of this process are obtained, as well as the formulas for similar processes in the presence of reflecting and absorbing barriers.
Idioma originalEnglish (US)
Páginas (desde-hasta)857-865
Número de páginas9
PublicaciónTheoretical and Mathematical Physics
EstadoPublished - jul 1 1997

Huella dactilar

random walk
Absorbing
Random walk
Kolmogorov Equation
random processes
Random process
Explicit Formula
Siméon Denis Poisson
Probability Distribution

Citar esto

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title = "Random walks in an inhomogeneous one-dimensional medium with reflecting and absorbing barriers",
abstract = "A particle moving in inhomogeneous, one-dimensional media is considered. Its velocity changes direction at Poisson times. For such a random process, the backward and forward Kolmogorov equations are derived. The explicit formulas for the probability distributions of this process are obtained, as well as the formulas for similar processes in the presence of reflecting and absorbing barriers.",
author = "Ratanov, {N. E.}",
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Random walks in an inhomogeneous one-dimensional medium with reflecting and absorbing barriers. / Ratanov, N. E.

En: Theoretical and Mathematical Physics, 01.07.1997, p. 857-865.

Resultado de la investigación: Contribución a RevistaArtículo

TY - JOUR

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AU - Ratanov, N. E.

PY - 1997/7/1

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N2 - A particle moving in inhomogeneous, one-dimensional media is considered. Its velocity changes direction at Poisson times. For such a random process, the backward and forward Kolmogorov equations are derived. The explicit formulas for the probability distributions of this process are obtained, as well as the formulas for similar processes in the presence of reflecting and absorbing barriers.

AB - A particle moving in inhomogeneous, one-dimensional media is considered. Its velocity changes direction at Poisson times. For such a random process, the backward and forward Kolmogorov equations are derived. The explicit formulas for the probability distributions of this process are obtained, as well as the formulas for similar processes in the presence of reflecting and absorbing barriers.

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EP - 865

JO - Theoretical and Mathematical Physics(Russian Federation)

JF - Theoretical and Mathematical Physics(Russian Federation)

SN - 0040-5779

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