On a random process interpolating between Markovian and non-Markovian random walks

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, , Citation D Y C Chan and B D Hughes 1984 J. Phys. A: Math. Gen. 17 L121 DOI 10.1088/0305-4470/17/3/006

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1 Dept. of Appl. Math., Nat. Univ. Camberra, ACT, Australia

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0305-4470/17/3/L121

Abstract

The authors give the exact solution in one dimension of the continuum analogue of a model of Stanley et al. (1983) which interpolates between Markovian (Polya) and self-avoiding random walks on lattices, and make some heuristic comments on the nature of phase transitions in the model in higher dimensions.

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