Random Walk Integrals

Borwein, Jonathan M. and Nuyens, Dirk and Straub, Armin and Wan, James Random Walk Integrals. Unpublished . (Unpublished)

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    We study the expected distance of a two-dimensional walk in the plane with unit steps in random directions. A series evaluation and recursions are obtained making it possible to explicitly formulate this distance for small number of steps. Closed form expressions for all the moments of a 2-step and a 3-step walk are given, and a formula is conjectured for the 4-step walk. Heavy use is made of the analytic continuation of the underlying integral.

    Item Type: Article
    Subjects: 49-xx Calculus of variations and optimal control; optimization > 49Nxx Miscellaneous topics
    Faculty: UNSPECIFIED
    Depositing User: eduardo castillo
    Date Deposited: 18 Nov 2010 12:10
    Last Modified: 18 Nov 2010 12:10

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