𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Drifting Games and Brownian Motion

✍ Scribed by Yoav Freund; Manfred Opper

Publisher
Elsevier Science
Year
2002
Tongue
English
Weight
269 KB
Volume
64
Category
Article
ISSN
0022-0000

No coin nor oath required. For personal study only.

✦ Synopsis

We combine the results of [13] and [8] and derive a continuous variant of a large class of drifting games. Our analysis furthers the understanding of the relationship between boosting, drifting games, and Brownian motion and yields a differential equation that describes the core of the problem.

πŸ“œ SIMILAR VOLUMES

Range of Brownian Motion with Drift
Range of Brownian Motion with Drift
✍ Etienne TanrΓ©; Pierre Vallois πŸ“‚ Article πŸ“… 2006 πŸ› Springer US 🌐 English βš– 236 KB
Brownian motion with inert drift, but wi
Brownian motion with inert drift, but without flux: A model
✍ Krzysztof Burdzy; Robert HoΕ‚yst; Łukasz Pruski πŸ“‚ Article πŸ“… 2007 πŸ› Elsevier Science 🌐 English βš– 177 KB

We study the motion of a Brownian particle which interacts with a stationary obstacle in two dimensions. The Brownian particle acquires drift proportionally to the time spent on the boundary of the obstacle. The system approaches equilibrium, and the equilibrium distribution for the location and dri