Means and Variances in Time Series Described by Unidirectional Random Walks
Hiroaki Hara, S. S. Lee, Mitsunobu Miyagi, Shigeji Fujita · Progress of Theoretical Physics · 1997
An exactly solvable spatio-temporal model (time series) is proposed. The solution of this model is obtained as the most probable path determined by counting the number of all possible paths in the cells obtained by dividing a spatio-temporal space. The model is characterized by two parameters, a maximum jump distance pa) (a = unit step and p linebreak = integer) and a fractal geometrical exponent v (at0v = constant, t0 = unit time).