Delayed random walks

Toru Ohira and John G. Milton
Phys. Rev. E 52, 3277 – Published 1 September 1995
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Abstract

The fluctuations about the stable point in a delayed dynamical system are modeled as a delayed random walk: i.e., a random walk in which the transition probability depends on the position of the walker at a time τ in the past and transitions in the direction of the stable point are more probable. It is shown that, depending on the magnitude of the delay, the root mean square displacement √〈X2(t)〉 versus time interval approaches a limiting value in either an oscillatory or nonoscillatory fashion. This limiting value of √〈X2(t)〉 is a linear function of τ.

  • Received 14 March 1995

DOI:https://doi.org/10.1103/PhysRevE.52.3277

©1995 American Physical Society

Authors & Affiliations

Toru Ohira

  • Sony Computer Science Laboratory, 3-14-13 Higashi-gotanda, Shinagawa, Tokyo 141, Japan

John G. Milton

  • Department of Neurology, The University of Chicago Hospitals, MC2030, 5841 South Maryland Avenue, Chicago, Illinois 60637

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Vol. 52, Iss. 3 — September 1995

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