The exact probability distribution of a two-dimensional random walk

作者: W. Stadje

DOI: 10.1007/BF01010341

关键词:

摘要: A calculation is made of the exact probability distribution two-dimensional displacement a particle at timet that starts origin, moves in straight-line paths constant speed, and changes its direction after exponentially distributed time intervals, where lengths turn angles are independent, being uniformly distributed. This random walk simplest model for locomotion microorganisms on surfaces. Its weak convergence to Wiener process also shown.

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