Exact and efficient sampling of conditioned walks

DOI10.1007/s10955-017-1911-yzbMath1386.82020OpenAlexW2767957022MaRDI QIDQ1706310

Alberto Pezzotta, Antonio Celani, Cristian Micheletti, Clélia de Mulatier, Matteo Adorisio

Publication date: 21 March 2018

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10955-017-1911-y

zbMATH Keywords

stochastic processesconditioned random walksideal polymers

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Statistical mechanics of polymers (82D60) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41)

Related Items (7)

Conditioning diffusion processes with killing rates ⋮ Conditioning two diffusion processes with respect to their first-encounter properties ⋮ Conditioning diffusion processes with respect to the local time at the origin ⋮ Joint distribution of two local times for diffusion processes with the application to the construction of various conditioned processes ⋮ On the Kemeny time for continuous-time reversible and irreversible Markov processes with applications to stochastic resetting and to conditioning towards forever-survival ⋮ Exact solutions for the probability density of various conditioned processes with an entrance boundary ⋮ Sweetest taboo processes

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