• Solvable models of temporally correlated random walk on a lattice

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    • Keywords

       

      Jump diffusion; continuous-time random walk; special Erlangian distribution; negative binomial distribution; master equation

    • Abstract

       

      We seek the conditional probability functionP(m,t) for the position of a particle executing a random walk on a lattice, governed by the distributionW(n, t) specifying the probability ofn jumps or steps occurring in timet. Uncorrelated diffusion occurs whenW is a Poisson distribution. The solutions corresponding to two different families of distributionsW are found and discussed. The Poissonian is a limiting case in each of these families. This permits a quantitative investigation of the effects, on the diffusion process, of varying degrees of temporal correlation in the step sequences. In the first part, the step sequences are regarded as realizations of an ongoing renewal process with a probability densityψ(t) for the time interval between successive jumps.W is constructed in terms ofψ using the continuous-time random walk approach. The theory is then specialized to the case whenψ belongs to the class of special Erlangian density functions. In the second part,W is taken to belong to the family of negative binomial distributions, ranging from the geometric (most correlated) to the Poissonian (uncorrelated). Various aspects such as the continuum limit, the master equation forP, the asymptotic behaviour ofP, etc., are discussed.

    • Author Affiliations

       

      V Balakrishnan1 2

      1. Reactor Research Centre, Kalpakkam - 603 102, India
      2. Department of Physics, Indian Institute of Technology, Madras - 600 036, India
    • Dates

       
  • Pramana – Journal of Physics | News

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