Discrete-time non-Markovian random walks: The effect of memory limitations on scaling

Physica A: Statistical Mechanics and its Applications

Volumn 364, Issue , 2006, Pages 70-78

  Da Silva, M A A ^a   Cressoni, J C ^b   Viswanathan, G M ^b  

^a UNIVERSITY OF SÃO PAULO   (Brazil)

^b FEDERAL UNIVERSITY OF ALAGOAS   (Brazil)

Author keywords

Brownian motion; Non Markovian processes; Stochastic processes

Indexed keywords

BROWNIAN MOVEMENT; DISCRETE TIME CONTROL SYSTEMS; MARKOV PROCESSES; MATHEMATICAL MODELS; MATHEMATICAL TECHNIQUES; RANDOM PROCESSES;

MARKOVIAN LIMIT; MEMORY LIMITATIONS; NON-MARKOVIAN PROCESSES; RANDOM WALKS; SCALING;

STATISTICAL MECHANICS;

EID: 33645143309     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2005.08.066     Document Type: Article

References (6)

1. C. Tsallis Phys. World 10 1997 42
2. M.F. Shlesinger, G.M. Zaslavsky, and J. Klafter Nature 363 1993 31
3. M.F. Shlesinger, G. Zaslavsky, and U. Frisch Lévy Flights and Related Topics in Physics 1995 Springer Berlin
4. M. Cassandro, and G. Jona-Lasinio Adv. Phys. 27 1978 913
5. G.M. Schütz, and S. Trimper Phys. Rev. E 70 2004 045101
6. J. Chambers, W. Cleveland, B. Kleiner, and P. Tukey Graphical Methods for Data Analysis 1983 Wadsworth Belmont