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Oscillatory correlation of delayed random walks

Toru Ohira
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Abstract

We investigate analytically and numerically the statistical properties of a random walk model with delayed transition probability dependence (delayed random walk). The characteristic feature of such a model is the oscillatory behavior of its correlation function. We investigate a model whose transient and stationary oscillatory behavior is analytically tractable. The correspondence of the model with a Langevin equation with delay is also considered.

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Toru Ohira. 1997-01-10. Oscillatory correlation of delayed random walks. https://doi.org/10.1103/physreve.55.r1255

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