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