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

DOI10.1007/S10955-010-0015-8zbMATH Open1203.82050arXiv0912.3500OpenAlexW3099634642MaRDI QIDQ5961872FDOQ5961872

Gérard Le Caër

Publication date: 16 September 2010

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

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.

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

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zbMATH Keywords

uniform distributionDirichlet distributionsimplexrandom flightshypersphereLiouville distributiondevision of the unit intervalPearson-Rayleigh random walk

Mathematics Subject Classification ID

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

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• Slow diffusion by Markov random flights
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• Flying randomly in \(\mathbb R^d\) with Dirichlet displacements
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• A note on isotropic random flights moving in mixed Poisson environments
• Multidimensional random motion with uniformly distributed changes of direction and Erlang steps
• Stochastic models associated to a nonlocal porous medium equation
• Random motion with gamma steps in higher dimensions
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