Joint densities for random walks in the plane

George H. Weiss*, Uri Shmueli

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

Abstract

We point out the existence of computationally convenient techniques for calculating the joint probability density for the position of a Pearson random walk after n steps. A new Fourier-Bessel function expansion for pn(r, θ) is developed for this purpose which does not require radial symmetry, but does require that pn(r, θ) = 0 when r exceeds some maximum radius, R.

Original languageEnglish
Pages (from-to)641-649
Number of pages9
JournalPhysica A: Statistical Mechanics and its Applications
Volume146
Issue number3
DOIs
StatePublished - Dec 1987

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