Simple jumping process with memory: Transport equation and diffusion

Abstract

We present a stochastic jumping process, defined in terms of jump-size probability density and jumping rate, which is a generalization of the well-known kangaroo process. The definition takes into account two process values: after and before the jump. Therefore, the process is able to preserve memory about its previous values. It possesses a simple stationary limit. Its master equation is interpreted as the kinetic equation with variable collision rate. The process can be easily applied to model systems which relax to distributions other than Maxwellian. The case of a constant jumping rate corresponds to the diffusion process, either normal or ballistic.