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Mathematics > Probability

Title: Asymmetric random walks with bias generated by discrete-time counting processes

Abstract: We introduce a new class of asymmetric random walks on the one-dimensional infinite lattice. In this walk the direction of the jumps (positive or negative) is determined by a discrete-time renewal process which is independent of the jumps. We call this discrete-time counting process the `it generator process' of the walk. We refer the so defined walk to as `Asymmetric Discrete-Time Random Walk' (ADTRW). We highlight connections of the waiting-time density generating functions with Bell polynomials. We derive the discrete-time renewal equations governing the time-evolution of the ADTRW and analyze recurrent/transient features of simple ADTRWs (walks with unit jumps in both directions). We explore the connections of the recurrence/transience with the bias: Transient simple ADTRWs are biased and vice verse. Recurrent simple ADTRWs are either unbiased in the large time limit or `strictly unbiased' at all times with symmetric Bernoulli generator process. In this analysis we highlight the connections of bias and light-tailed/fat-tailed features of the waiting time density in the generator process. As a prototypical example with fat-tailed feature we consider the ADTRW with Sibuya distributed waiting times. We also introduce time-changed versions: We subordinate the ADTRW to a continuous-time renewal process which is independent from the generator process and the jumps to define the new class of `Asymmetric Continuous Time Random Walk' (ACTRW). This new class - apart of some special cases - is not a Montroll--Weiss continuous-time random walk (CTRW). ADTRW and ACTRW models may open large interdisciplinary fields in anomalous transport, birth-death models and others.
Subjects: Probability (math.PR); Statistical Mechanics (cond-mat.stat-mech)
Journal reference: Communications in Nonlinear Science and Numerical Simulation (2021)
DOI: 10.1016/j.cnsns.2021.106121
Cite as: arXiv:2107.02280 [math.PR]
  (or arXiv:2107.02280v2 [math.PR] for this version)

Submission history

From: Federico Polito [view email]
[v1] Mon, 5 Jul 2021 21:31:01 GMT (579kb)
[v2] Thu, 4 Nov 2021 20:24:40 GMT (1314kb)

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