Oscillatory correlation of delayed random walks
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.
cond-mat.stat-mech↗