TY - JOUR
T1 - Joint densities for random walks in the plane
AU - Weiss, George H.
AU - Shmueli, Uri
PY - 1987/12
Y1 - 1987/12
N2 - 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.
AB - 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.
UR - http://www.scopus.com/inward/record.url?scp=25044466443&partnerID=8YFLogxK
U2 - 10.1016/0378-4371(87)90289-5
DO - 10.1016/0378-4371(87)90289-5
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AN - SCOPUS:25044466443
SN - 0378-4371
VL - 146
SP - 641
EP - 649
JO - Physica A: Statistical Mechanics and its Applications
JF - Physica A: Statistical Mechanics and its Applications
IS - 3
ER -