A note on random walks at constant speed

Abstract

While the general principles involved in the formulation of random walk and Brownian motion equations (whether the random changes are directly on the position of a particle or individual, or on the velocity) are well-known, there are various situations considered in the literature involving the assumption of a constant speed (in magnitude). Thus the derivation by Goldstein (1951) of a one-dimensional wave-like equation involved the tacit assumption Ut = ± a, where Ut is the vector velocity dRt/dt,Rt being the (column) position vector (Bartlett (1957)). Biological models may involve the assumption of individuals moving at constant speed (cf. Kendall (1974)). Finally, the derivation of Schrodinger-type equations from Brownian motion models has sometimes involved the assumption U′tUt = c2, where c is the velocity of light (Cane (1967), (1975)).