A Pearson random walk with steps of uniform orientation and Dirichlet distributed lengths

DOI10.1007/S10955-010-0015-8MaRDI QIDQ5961872zbMATH OpenOpenAlexFDO

Publication date 16 September 2010

Published in Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0912.3500

devision of the unit interval Dirichlet distribution hypersphere Liouville distribution Pearson-Rayleigh random walk random flights simplex uniform distribution

Mathematics Subject Classification ID

Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41)

Abstract: A constrained diffusive random walk of n steps and a random flight in Rd, which can be expressed in the same terms, were investigated independently in recent papers. The n steps of the walk are identically and independently distributed random vectors of exponential length and uniform orientation. Conditioned on the sum of their lengths being equal to a given value l, closed-form expressions for the distribution of the endpoint of the walk were obtained altogether for any n for d=1, 2, 4 . Uniform distributions of the endpoint inside a ball of radius l were evidenced for a walk of three steps in 2D and of two steps in 4D. The previous walk is generalized by considering step lengths which are distributed over the unit (n-1) simplex according to a Dirichlet distribution whose parameters are all equal to q, a given positive value. The walk and the flight above correspond to q=1. For any d >= 3, there exist, for integer and half-integer values of q, two families of Pearson-Dirichlet walks which share a common property. For any n, the d components of the endpoint are jointly distributed as are the d components of a vector uniformly distributed over the surface of a hypersphere of radius l in a space Rk whose dimension k is an affine function of n for a given d. Five additional walks, with a uniform distribution of the endpoint in the inside of a ball, are found from known finite integrals of products of powers and Bessel functions of the first kind. They include four different walks in R3 and two walks in R4. Pearson-Liouville random walks, obtained by distributing the total lengths of the previous Pearson-Dirichlet walks, are finally discussed.

Review text

The author introduces a variant of the Pearson-Rayleigh random walk of \(n\geq 2\) steps which are random vectors whose orientations are independent and uniform in \(\mathbb{R}^d\) and whose lengths have a Dirichlet distribution whose parameters are all equal to a given positive number \(q\). Two families of walks, named ``hyperspherical uniform, are obtained for values of the parameter \(q\) equal to \({d\over i}-1\), with \(d\geq i+1\), for \(i=1,2\) respectively. For any number of steps, the endpoint distributions of the latter walks are identical to the distributions of the projection in the walk space \(\mathbb{R}^d\) of a point randomly chosen on the surface of the unit hypersphere of a hyperspace \(\mathbb{R}^k\). The hyperspace dimension associated with each family is equal to \(n(d-i)+i\). The associated probability density function of the endpoint position \(\mathbf{r}\) is given by \(p_{d,n,q}(\mathbf{r})\propto (1-r^2)^\delta\) where \(2\delta=n(d-i)-(d+2-i).\) Four walks, two of two steps and two of three steps, whose endpoints are uniformly distributed in the inside of the unit hypersphere in \(\mathbb{R}^d\) are then found for \(d=2,3,4\) from \(\delta=0\). Three additional uniform walks are obtained from finite integrals of products of powers and Bessel functions of the first kind for Dirichlet distributions of step lengths whose parameters are not all the same.

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