Control of the mean exiting time for the correlated random walk via initial position setting

• Autores: Jianliang Tang, MingQing Xiao
• Localización: Automatica: A journal of IFAC the International Federation of Automatic Control, ISSN 0005-1098, Nº. 103, 2019, págs. 239-242
• Idioma: inglés
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• Resumen

  • In this note, we consider the correlated random walk problem in a finite interval in which with one end the particle is absorbed, while in the other end the particle is reflected. We derive an exact relationship between the mean exiting time of a particle and its moving speed, its turning rate, as well as the initial location. The obtained result allows us either to control the mean exiting time within a possible range by setting the initial position of the particle appropriately, or to estimate those parameters once the mean exiting time is available through experiments.