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Caminhantes aleat?rios com perfil de mem?ria binomialGomes, Rebecca de Moura Diniz 27 May 2016 (has links)
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Previous issue date: 2016-05-27 / Grande tem sido o interesse nas difus?es an?malas, pois se apresentam nas mais diversas ?reas do conhecimento. A introdu??o de perfil de mem?ria no caminhante aleat?rio torna-o numa din?mica estoc?stica n?o-markoviana, cujas correla??es criam superdifus?o, persistencia e log-periodicidade. Apresentamos uma revis?o da literatura sobre os perfis de mem?ria e introduzimos nosso modelo. O modelo de mem?ria binomial pode selecionar diferentes regi?es de perda de mem?ria, desde a inicial at? a recente. Dessa forma, investigamos o impacto da posi??o da perda de mem?ria no comportamento superdifusivo do caminhante aleat?rio e unificamos muitos dos resultados da literatura. Obtivemos que mem?rias iniciais geram maior superdifus?o medidas pelo coeficiente de Hurst, enquanto que mem?rias recentes tendem a diminuir a superdifus?o, tornando mais caminhantes adeptos da difus?o normal. Tamb?m investigamos o regime de mem?ria curta inicial, com largura tendendo a zero. Observamos log-periodicidade para alguns caminhantes sugerindo regimes diferentes de comportamento log-periodico, incluindo aqueles considerados de difus?o normal. Uma particularidade do modelo binomial s?o os resutados extremamente sim?tricos para o diagrama Hxr. / Great has been the interest in anomalous diffusion because they are present in several
areas of knowledge. The introduction of a memory profile in random walk environment
give them a non-Markovian stochastic dynamics, whose temporal correlations may
create superdiffusion, persistence and log-periodicity. We present an overview of memory
profile literature and introduce our model. The binomial memory model can select different
memory loss regions, from the old to the recent one. Thus, we investigate the impact
of memory loss location on superdiffusive behavior of a random walker and unify some
literature results. We verify that old memory generates higher superdiffusion measured
by the Hurst coefficient, while recent memory tends to decrease superdiffusion, causing
more walkers to undergo normal diffusion. We also investigate the short initial memory
region, with zero tending standard deviation. We observe log-periodicity for some walkers
suggesting different regions of log-periodic behavior, including those considered as
normal diffusion. A particularity of the binomial model is an extremely symmetric result
to Hxr diagram.
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