Exact probability distributions for noncorrelated random walk models

DOI10.1007/BF01044444zbMath0714.60058OpenAlexW2050472615MaRDI QIDQ751051

Wolfgang Stadje

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1007/bf01044444

zbMATH Keywords

Fourier-Laplace transformrandom walkintegrodifferential equation for the transition function

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

Related Items (25)

Transport processes with random jump rate ⋮ Slow diffusion by Markov random flights ⋮ Rigorous Asymptotic and Moment-Preserving Diffusion Approximations for Generalized Linear Boltzmann Transport in Arbitrary Dimension ⋮ Asymptotic relation for the transition density of the three-dimensional Markov random flight on small time intervals ⋮ Distribution of random motion at renewal instants in three-dimensional space ⋮ Saddlepoint approximations to the distribution of the total distance of the multivariate isotropic and von Mises-Fisher random walks ⋮ A note on isotropic random flights moving in mixed Poisson environments ⋮ Random flights governed by Klein-Gordon-type partial differential equations ⋮ Random motions in \(\mathbb{R}^3\) with orthogonal directions ⋮ From semi-Markov random evolutions to scattering transport and superdiffusion ⋮ Random evolutions are driven by the hyperparabolic operators ⋮ Large deviations approximations to distributions of the total distance of compound random walks with von Mises directions ⋮ Isotropic random motion at finite speed with \(K\)-Erlang distributed direction alternations ⋮ Random flights connecting porous medium and Euler–Poisson–Darboux equations ⋮ Random motions at finite speed in higher dimensions ⋮ Random flights in higher spaces ⋮ Telegraph processes with random velocities ⋮ Probability law for the Euclidean distance between two planar random flights ⋮ A Note on Planar Random Motion at Finite Speed ⋮ A four-dimensional random motion at finite speed ⋮ Stochastic velocity motions and processes with random time ⋮ Reflecting random flights ⋮ A planar random motion with an infinite number of directions controlled by the damped wave equation ⋮ Multidimensional random motion with uniformly distributed changes of direction and Erlang steps ⋮ Stochastic models associated to a nonlocal porous medium equation

Cites Work

• Unnamed Item
• Amoeboid movement as a correlated walk
• Asymptotic normality in a two-dimensional random walk model for cell motility.
• Some stochastic processes which arise from a model of the motion of a bacterium

This page was built for publication: Exact probability distributions for noncorrelated random walk models