NDLI: Correlated random walk

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Correlated random walk

Content Provider	Scilit
Author	Gillis, J.
Copyright Year	1955
Description	Random 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.
Related Links	https://www.cambridge.org/core/services/aop-cambridge-core/content/view/B8E00996310FE43F4D94883D2A6442DF/S0305004100030711a.pdf/div-class-title-correlated-random-walk-div.pdf
Ending Page	651
Page Count	13
Starting Page	639
ISSN	03050041
e-ISSN	14698064
DOI	10.1017/s0305004100030711
Journal	Mathematical Proceedings of the Cambridge Philosophical Society
Issue Number	4
Volume Number	51
Language	English
Publisher	Cambridge University Press (CUP)
Publisher Date	1955-10-24
Access Restriction	Open
Subject Keyword	Mathematical Proceedings of the Cambridge Philosophical Society Condensed Matter Physics
Content Type	Text
Resource Type	Article
Subject	Mathematics

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