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12
votes
2answers
154 views

Random Walk Randomly Reflected

Hi I am not specialist in probability so I will not be surprised if the answer for this question is just a simple consequence of well known results from the random walk theory. In this case, I will ...
5
votes
2answers
339 views

What is the probability density function over time for a 1-D random walk on a line with boundaries?

If a single particle sits on an infinite line and undergoes a 1-D random walk, the probability density of its spatio-temporal evolution is captured by a 1-D gaussian distribution. \begin{align} ...
5
votes
2answers
93 views

Counting of brownian particles: Point Process

Imagine a point process defined by the passage time of purely brownian particles through a given point (in 1D), line (2D) or plane (3D). I'm interested in the variance of the counts (number of ...
2
votes
1answer
34 views

Rate of probability loss from absorbing boundary

The following is the solution to the 1D diffusion equation with diffusion coefficient D, initial particle position $x_0$, and a perfectly absorbing boundary at $x=0$ (s.t. $P(x=0)=0$). $$ ...
1
vote
1answer
278 views

Autocorrelation and Power density spectrum : Continuous Markov Process

I've been reading through the paper from Gillespie on Brownian motion and Johnson Noise (DOI, PDF). He considers $X_s(t)$, a zero-mean stochastic variable, that is stationary in the sense that all of ...
0
votes
1answer
81 views

Is this hypo-theoretical model of future prediction feasible? [closed]

First let me state that I am not, nor ever have I been, a physics student. I am working on an idea for a book I'm writing. This is a thought experiment that posits the existence of a computer system ...
0
votes
0answers
37 views

First passage time of diffusing particle with partially absorbing boundary

Given the solution to the spatiotemporal evolution of a single particle on a 1-D surface $P(x,t)$ a nice result (that I gleaned elsewhere on physics.SE) is that for a boundary at $x=0$ where ...
0
votes
0answers
54 views

Classical systems with strong coupling

I would like to have some examples of classical systems with "strong" coupling coefficient (in their action term). Specifically, I am looking for intermediate or cross-over ranges of coupling ...
0
votes
0answers
43 views

Coordinate transform to exploit symmetry

I have a stochastic process that can be described the following master-equation: $$ \partial_{t}P(x,y)=-\left(W_{12}(x,y)+W_{13}(x,y)+W_{21}(x,y)+W_{23}(x,y)+W_{31}(x,y)+W_{32}(x,y)\right)P(x,y)\\ ...