We consider the random walk of a particle along topologically linear channels under the influence of a uniform drift force. The channels are generated by the usual biased random walk procedure. The resulting mean-and mean-square displacements of a particle are discussed.

Physica A 171 (1991), 43.

• Legal notice:
  

  Copyright (c) Pielaszek Research, all rights reserved.
  The above materials, including auxiliary resources, are subject to Publisher's copyright and the Author(s) intellectual rights. Without limiting Author(s) rights under respective Copyright Transfer Agreement, no part of the above documents may be reproduced without the express written permission of Pielaszek Research, the Publisher. Express permission from the Author(s) is required to use the above materials for academic purposes, such as lectures or scientific presentations.
  In every case, proper references including Author(s) name(s) and URL of this webpage: https://science24.com/paper/32049 must be provided.

1. Is Implied Volatility based mostly on recent price activity?
2. Inter-transaction times and long memory of financial time series
3. Intraday correlation structure for high frequency financial data
4. Analysis of times between events by methods of statistical physics
5. Fractional Market Model and its Verification on the Warsaw Stock Exchange
6. Bose-Einstein condensation shown by Monte Carlo simulation
7. Remarks on the possible universal mechanism of the non-linear long-term autocorrelations in financial time-series
8. Random walk on a linear chain with a quenched distribution of jump lengths
9. Modified Fermi-Dirac Statistics of Fermionic Lattice Gas by the Back-Jump Correlations
10. Thermal neutron scattering from the hydrogen-metal systems in terms of general multi-sublattice jump diffusion model - II: Remarks on hydrogen diffusion in the α-phase of Nb-H
11. Simple molecular mechanisms of heat transfer: Debye relaxation versus power-law
12. Stock market context of the Lévy walks with varying velocity
13. Tracer diffusion on two coupled lines: The long-time tail of the velocity autocorrelation function compared to the mode-coupling prediction
14. Distribution for Fermionic Discrete Lattice Gas within the Canonical Ensemble
15. Monte Carlo Simulations of Lattice Gases Exhibiting Quantum Statistical Distributions
16. Modeling of super-extreme events: An application to the hierarchical Weierstrass-Mandelbrot Continuous-time Random Walk
17. Possible origin of the non-linear long-term autocorrelations within the Gaussian regime
18. Applications of statistical mechanics to non-brownian random motion
19. Real-time numerical simulation of the Carnot cycle
20. Quantum statistics and discreteness. Differences between the canonical and grand canonical ensembles for a fermionic lattice gas
21. Tracer diffusion in honey-comb lattice correlations over several consecutive jumps
22. Spatio–temporal coupling in the continuous-time Lévy flights
23. Determination of the chemical diffusion coefficient by Monte Carlo simulation of the center-of-mass propagation
24. Tracer Diffusion in Concentrated Lattice Gas Models. Rectangular Lattices with Anisotropic Jump Rates
25. Study of the non-linear autocorrelations within the Gaussian regime
26. Anomalous transport and diffusion versus extreme value theory
27. Diffusion in concentrated lattice gases: Intermediate incoherent dynamical scattering function for tagged particles on a square lattice
28. Modeling of income distribution in the European Union with the Fokker-Planck equation
29. Susceptibility and transport coefficient in a transient state on a one-dimensional lattice. I. Extended linear response and diffusion
30. Report on Foundation and Organization of Econophysics Graduate Courses at Faculty of Physics of University of Warsaw and Department of Physics and Astronomy of the Wrocław University
31. Dynamic structural and topological phase transitions on the Warsaw Stock Exchange: A phenomenological approach
32. Higher-order analysis within Weierstrass hierarchical walks
33. Correlated hopping in honeycomb lattice: tracer diffusion coefficient at arbitrary lattice gas concentration
34. Diffusion in one-dimensional bosonic lattice gas
35. Structural and topological phase transitions on the German Stock Exchange 
36. Hierarchical spatio-temporal coupling in fractional wanderings. (I) Continuous-time Weierstrass flights
37. Thermal neutron scattering from a hydrogen-metal system in terms of a general multi-sublattice jump diffusion model—I: Theory
38. Random walk on a random walk
39. Diffusion in concentrated lattice gases. VI. Tracer diffusion on two coupled linear chains
40. Comparative Analysis of Income Distributions in the European Union and the United States
41. Excess Noise for Driven Diffusive Systems
42. Diffusion in concentrated lattice gases. III. Tracer diffusion on a one-dimensional lattice
43. Chemical diffusion in the lattice gas of non-interacting particles
44. Diffusion in concentrated lattice gases. Self-diffusion of noninteracting particles in three-dimensional lattices
45. Diffusion in concentrated lattice gases. II. Particles with attractive nearest-neighbor interaction on three-dimensional lattices
46. Anomalous Diffusion: From Basics to Applications
47. Mean square displacement of a tracer particle in a hard-core lattice gas
48. Diffusion in concentrated lattice gases IV. Diffusion coefficient of tracer particle with different jump rate
49. Diffusion in concentrated lattice gases. V. Particles with repulsive nearest-neighbor interaction on the face-centered-cubic lattice
50. Stochastic simulations of time series within Weierstrass–Mandelbrot walks
51. Income distribution in the European Union versus in the United States
52. Universality of market superstatistics
53. Dynamic bifurcations on financial markets
54. Income and wealth distribution of Norwegian households
55. Higher-order phase transitions on financial markets
56. Temporal condensation and dynamic λ-transition within the complex network: an application to real-life market evolution
57. Backward jump continuous-time random walk: An application to market trading
58. Universality of market superstatistics. Superscaling
59. Rozmowa o Ekonofizycje - Akademickie Radio Kampus
60. Modeling of large claims in a non-life insurance company
61. Correlations and dependencies in high-frequency stock market data
62. Continuous-Time Random Walk models with memory. An application to description of market dynamics
63. Superextreme Events and Their Impact on Characteristics of Time Series
64. The role of driving parameters of the three-state Ising model on the stability of the reconstruction of financial market phenomena
65. Analysis of leptokurtosis in model distributions and simulated noises
66. Application of the MST technique to the analysis of cross-correlations in the Warsaw Stock Exchang.
67. Modelling of annual European Union household incomes by using an equilibrium solution of the threshold Fokker-Planck equation
68. Catastrophic bifurcations on financial markets
69. Asymmetric noises on a stock exchange.
70. Influence of super-extreme events on a Weierstrass-Mandelbrot Continuous-Time Random Walk
71. Non-Gaussian statistics on the Forex
72. Backward jump Continuous-Time Random Walk on a stock market. What is the true origin of the autocorrelation on the market?
73. Study of  households' income  in Poland and European Union by using the statistical physics approach
74. The non-gaussian continuous-time random walk analisys of the option dynamics
75. Share price movements as non-independent continuous-time random walk
76. Problem of rare events in modelling of the financial state of insurance company
77. Study of households' income in Poland by using the statistical physics approach
78. News from application of the Mittag-Leffler function to house and financial markets
79. Anomalous left-sided multifractal structure of intertransation time-intervals and the possible third-order phase transition on financial market
80. Model of the fractional viscoelastic market
81. Multifractality within the continuous-time random walk in financial markets
82. Fractional Market Model and its verification on stock markets of small size
83. Econophysics on Faculty of Physics at Warsaw University
84. Dynamics of the Warsaw Stock Exchange index as analysed by the fractional relaxation equation
85. Non-linear long-term autocorrelations present in empirical and synthetic high-frequency financial time-series. Possibility of risk classification