Author:
Henderson Robin,Renshaw Eric,Ford David
Abstract
A two-dimensional lattice random walk is studied in which, at each stage, the direction of the next step is correlated to that of the previous step. An exact expression is obtained from the characteristic function for the dispersion matrix of the n-step transition probabilities, and the limiting diffusion equation is derived.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Cited by
7 articles.
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