Correlated random walk

Author:

Gillis J.

Abstract

ABSTRACTRandom walk on a d-dimensional lattice is investigated such that, at any stage, the probabilities of the step being in the various possible directions depend upon the direction of the previous step. The motion may be characterized by a generating function which is here derived. The generating function is then used to obtain some general properties of the walk. Certain special cases are considered in greater detail. The existence of recurrent points is investigated in particular, and the probability of returning to the origin after 2n steps. This latter function is evaluated asymptotically for the cases d = 1 and d = an even integer.

Publisher

Cambridge University Press (CUP)

Subject

General Mathematics

Reference7 articles.

1. Asymptotic expansions of hypergeometric functions;Watson;Trans. Comb. phil. Soc.,1912

2. A Proof of the Generalized Second-Limit Theorem in the Theory of Probability

3. A generalization of the random-walk problem;Klein;Proc. Roy. Soc.,1952

Cited by 81 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Dynamics, statistics, and task allocation of foraging ants;Physical Review E;2023-11-06

2. Reflection principle for finite-velocity random motions;Journal of Applied Probability;2022-12-15

3. Non-homogeneous random walks with stochastic resetting: an application to the Gillis model;Journal of Statistical Mechanics: Theory and Experiment;2022-12-01

4. Extreme value statistics of positive recurrent centrally biased random walks;Journal of Statistical Mechanics: Theory and Experiment;2022-10-01

5. A 2D Lévy-flight model for the complex dynamics of real-life financial markets;Chaos: An Interdisciplinary Journal of Nonlinear Science;2022-03

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号  京ICP备18003416号-3