Essays about: "Continuous random walks"

Found 3 essays containing the words Continuous random walks.

  1. 1. Random curves and their scaling limits

    University essay from KTH/Skolan för teknikvetenskap (SCI)

    Author : Jonatan Wächter; [2023]
    Keywords : Stochastic processes; Schramm-Loewner-Evolution; Random Walk; Brownian Motion; Harmonic Explorer;

    Abstract : We focus on planar Random Walks and some related stochastic processes. The discrete models are introduced and some of their core properties examined. We then turn to the question of continuous analogues, starting with the well-known convergence of the Random Walk to Brownian Motion. READ MORE

  2. 2. Connection between discrete time random walks and stochastic processes by Donsker's Theorem

    University essay from Mälardalens högskola/Akademin för utbildning, kultur och kommunikation

    Author : Zandra Bernergård; [2020]
    Keywords : Donsker’s Theorem; convergence; wiener process; random walk;

    Abstract : In this paper we will investigate the connection between a random walk and a continuous time stochastic process. Donsker's Theorem states that a random walk under certain conditions will converge to a Wiener process. READ MORE

  3. 3. Capturing continuous human movement on a linear network with mobile phone towers

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : Jesper Dejby; [2017]
    Keywords : Mobile phone tower analysis; Mobile phone networks; Spatial point processes; Linear networks; Call detail records; Human movement; Human trajectories; Markov decision processes; Continuous random walks;

    Abstract : Anonymous Call Detail Records (CDR’s) from mobile phone towers provide a unique opportunity to aggregate individual location data to overall human mobility patterns. Flowminder uses this data to improve the welfare of low- and middle-income countries. The movement patterns are studied through key measurements of mobility. READ MORE