西西弗斯随机游走
Sisyphus random walk
摘要:
在本文中,我们考虑了一个特殊版本的随机游走与重启:随机重置事件,使系统突然的起始值。我们分析了它的相关统计性质,如转移概率,并显示如何出现一个平衡态。公式的首次通过时间,高水位线和其他极端的统计数据也来自:我们考虑自然相关的系统计数问题。最后,我们指出可行的推广有用的解释不同的物理效应。
英文摘要:
In this paper we consider a particular version of the random walk with restarts: random reset events which bring suddenly the system to the starting value. We analyze its relevant statistical properties like the transition probability and show how an equilibrium state appears. Formulas for the first-passage time, high-water marks and other extreme statistics are also derived: we consider counting problems associated naturally to the system. Finally we indicate feasible generalizations useful for interpreting different physical effects.
机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。