Abstract
In this paper we provide further results on the generald-dimensional correlated random walk. In particular, we prove that then-step characteristic function of any correlated random walk satisfies a recurrence formula which enables both it and the total characteristic function to be obtained. Some examples are then considered.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Cited by
12 articles.
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