A \(q\)-random walk approximated by a \(q\)-Brownian motion

DOI10.1016/J.ENDM.2017.05.005zbMath1426.60054OpenAlexW2623885049MaRDI QIDQ1687780

Malvina G. Vamvakari

Publication date: 4 January 2018

Full work available at URL: https://doi.org/10.1016/j.endm.2017.05.005

zbMATH Keywords

\(q\)-Brownian motionStieltjes-Wigert distribution\(q\)-analogue of DeMoivre-Laplace theorem\(q\)-Bernoulli trial\(q\)-binomial distribution of the first kind\(q\)-random walk

Mathematics Subject Classification ID

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

Related Items (1)

\(q\)-random walks on \(\mathbb Z^d\), \(d = 1, 2, 3\)

Cites Work

• Discrete \(q\)-distributions on Bernoulli trials with a geometrically varying success probability
• A \(q\)-analogue of the Stirling formula and a continuous limiting behaviour of the \(q\)-binomial distribution -- numerical calculations
• Heine-euler extensions of the poisson distribution
• Certain state-dependent processes for dichotomised parasite populations
• Steady-state Markov chain models for the Heine and Euler distributions
• Heine process as a q-analog of the Poisson process—waiting and interarrival times

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