pith. sign in

arxiv: 0808.3066 · v1 · submitted 2008-08-22 · 🧮 math-ph · math.MP

First Passage Time Distribution and Number of Returns for Ultrametric Random Walk

classification 🧮 math-ph math.MP
keywords ultrametricdistributionfirstnumberomegapassagerandomreturns
0
0 comments X
read the original abstract

In this paper, we consider a homogeneous Markov process \xi(t;\omega) on an ultrametric space Q_p, with distribution density f(x,t), x in Q_p, t in R_+, satisfying the ultrametric diffusion equation df(x,t)/dt =-Df(x,t). We construct and examine a random variable \tau (\omega) that has the meaning the first passage times. Also, we obtain a formula for the mean number of returns on the interval (0,t] and give its asymptotic estimates for large t.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.