The correlated random walk

DOI10.2307/3213286zbMath0479.60071OpenAlexW2317234008MaRDI QIDQ3938305

Renshaw, Eric, Robin Henderson

Publication date: 1981

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3213286

zbMATH Keywords

diffusion approximationcorrelated random walkdouble generating functions

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Brownian motion (60J65)

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