Irrflug-Prozesse mit korrelierten Sprungwahrscheinlichkeiten I

J.U. Keller 1
  • 1 Institut für Theoretische Physik der R.W.T.H. Aachen


Random walk processes often can serve as models for statistical processes like Brownian motion, heat conduction, diffusion and polymerisation of atoms and molecules. Using this model one generally assumes the jumps of the random walk particle to form a set of statistically independent events. In fact the jumps of the random walk particle are correlated to each other, so this assumption only holds as an approximation. In this paper a theory of the most simple type of the onedimensional random walk process with correlated jump-probabilities is developed. The results are demonstrated with two simple examples.

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A Journal of Physical Sciences: Zeitschrift für Naturforschung A (ZNA) is an international scientific journal which publishes original research papers from all areas of experimental and theoretical physics. In accordance with the name of the journal, which means “Journal for Natural Sciences”, manuscripts submitted to ZNA should have a tangible connection to actual physical phenomena.