Abstract
A correlated random walk is studied in which, at each stage, the velocity changes according to a first-order process. Motion is considered both with and without friction, the former situation being the discrete analogy of the Uhlenbeck–Ornstein process. Exact and limiting expressions are developed for the cumulant structures.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Cited by
2 articles.
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