{
  "id": "cond-mat/0312358",
  "version": "v1",
  "published": "2003-12-15T09:58:18.000Z",
  "updated": "2003-12-15T09:58:18.000Z",
  "title": "Iterated random walk",
  "authors": [
    "L. Turban"
  ],
  "comment": "7 pages, 2 figures",
  "journal": "Europhys. Lett. 65 (2004) 627-632",
  "doi": "10.1209/epl/i2003-10165-4",
  "categories": [
    "cond-mat.stat-mech"
  ],
  "abstract": "The iterated random walk is a random process in which a random walker moves on a one-dimensional random walk which is itself taking place on a one-dimensional random walk, and so on. This process is investigated in the continuum limit using the method of moments. When the number of iterations goes to infinity, a time-independent asymptotic density is obtained. It has a simple symmetric exponential form which is stable against the modification of a finite number of iterations. When n is large, the deviation from the stationary density is exponentially small in n. The continuum results are compared to Monte Carlo data for the discrete iterated random walk.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2003-12-15T09:58:18.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "one-dimensional random walk",
      "simple symmetric exponential form",
      "random walker moves",
      "monte carlo data",
      "time-independent asymptotic density"
    ],
    "tags": [
      "journal article"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 7,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}