On a random walk with memory and its relation to Markovian processes

Abstract

We study a one-dimensional random walk with memory in which the step lengths to the left and to the right evolve at each step in order to reduce the wandering of the walker. The feedback is quite efficient and lead to a non-diffusive walk. The time evolution of the displacement is given by an equivalent Markovian dynamical process. The probability density for the position of the walker is the same at any time as for a random walk with shrinking steps, although the two-time correlation functions are quite different.

10 pages, 4 figures

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Cited by in corpus (2)

• On stochastic differential equations with random delay
• Quantum Repeated Interactions and the Chaos Game