Published July 1986 | Version v1
Journal article

Variance of the range of a random walk

Creators

  • 1. Theoretical Biology and Biophysics, Theoretical Division, Los Alamos National Laboratory, Group T-10, Mail Stop K710, Los Alamos, New Mexico 87545 USA

Description

T/sub n/, the expectation of the square of the number of distinct sites occupied by a random walk in steps 1 through n, is obtained from its relation to the dual first occupancy probability F/sub i//sub j/(x,x'), and the latter quantity is obtained from a recursion with the first occupancy probability F/sub k/(x''). The variance V/sub n/ of the number of distinct sites occupied is calculated directly from T/sub n/; the procedure is illustrated by the calculation of V/sub n/ (4096≥n) and the derivation of asymptotic expansions for V/sub n/ for a particular random walk in dimensions 1 through 3

Additional details

Publishing Information

Journal Title
J. Stat. Phys.
Journal Volume
44
Journal Issue
1
Series
J. Stat. Phys.
Journal Page Range
49-66
ISSN
0022-4715
CODEN
JSTPB

INIS

Country of Publication
United States
Country of Input or Organization
United States
INIS RN
18015219
Subject category
S71: CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS;
Descriptors DEI
ASYMPTOTIC SOLUTIONS; ONE-DIMENSIONAL CALCULATIONS; PROBABILITY; RANDOMNESS; RANGE; STOCHASTIC PROCESSES; THREE-DIMENSIONAL CALCULATIONS; TWO-DIMENSIONAL CALCULATIONS