Goldstein-Kac telegraph processes with random speeds: Path probabilities, likelihoods, and reported Lévy flights.
Phys Rev E Stat Nonlin Soft Matter Phys
; 91(4): 042115, 2015 Apr.
Article
en En
| MEDLINE
| ID: mdl-25974447
ABSTRACT
The Goldstein-Kac telegraph process describes the one-dimensional motion of particles with constant speed undergoing random changes in direction. Despite its resemblance to numerous real-world phenomena, the singular nature of the resultant spatial distribution of each particle precludes the possibility of any a posteriori empirical validation of this random-walk model from data. Here we show that by simply allowing for random speeds, the ballistic terms are regularized and that the diffusion component can be well-approximated via the unscented transform. The result is a computationally efficient yet robust evaluation of the full particle path probabilities and, hence, the parameter likelihoods of this generalized telegraph process. We demonstrate how a population diffusing under such a model can lead to non-Gaussian asymptotic spatial distributions, thereby mimicking the behavior of an ensemble of Lévy walkers.
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Bases de datos:
MEDLINE
Asunto principal:
Modelos Teóricos
/
Movimiento (Física)
Tipo de estudio:
Clinical_trials
/
Health_economic_evaluation
Idioma:
En
Revista:
Phys Rev E Stat Nonlin Soft Matter Phys
Asunto de la revista:
BIOFISICA
/
FISIOLOGIA
Año:
2015
Tipo del documento:
Article
País de afiliación:
Reino Unido