From persistent random walks to the telegraph noise - Archive ouverte HAL
Article Dans Une Revue Stochastics and Dynamics Année : 2010

From persistent random walks to the telegraph noise

Résumé

We study a family of memory-based persistent random walks and we prove weak convergences after space-time rescaling. The limit processes are not only Brownian motions with drift. We have obtained a continuous but non-Markov process $(Z_t)$ which can be easely expressed in terms of a counting process $(N_t)$. In a particular case the counting process is a Poisson process, and $(Z_t)$ permits to represent the solution of the telegraph equation. We study in detail the Markov process $((Z_t,N_t); \ t\ge 0)$.
Fichier principal
Vignette du fichier
persist3f.pdf (329.45 Ko) Télécharger le fichier
Origine Fichiers produits par l'(les) auteur(s)
Loading...

Dates et versions

hal-00326521 , version 1 (03-10-2008)

Identifiants

Citer

Samuel Herrmann, Pierre Vallois. From persistent random walks to the telegraph noise. Stochastics and Dynamics, 2010, 10 (2), pp.161-196. ⟨10.1142/S0219493710002905⟩. ⟨hal-00326521⟩
238 Consultations
282 Téléchargements

Altmetric

Partager

More