The Pearson random walk with unequal step sizes

DOI10.1088/0305-4470/16/3/009zbMath0508.60059OpenAlexW1999026833MaRDI QIDQ4746605

James E. Kiefer, George H. Weiss

Publication date: 1983

Published in: Journal of Physics A: Mathematical and General (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1088/0305-4470/16/3/009

zbMATH Keywords

central limit theoremnumerical comparisonsPearson random walks

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Statistical mechanics of polymers (82D60) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

Related Items (7)

Similarity and self-similarity in random walk with fixed, random and shrinking steps ⋮ Joint densities for random walks in the plane ⋮ Saddlepoint approximations to the distribution of the total distance of the multivariate isotropic and von Mises-Fisher random walks ⋮ Large deviations approximations to distributions of the total distance of compound random walks with von Mises directions ⋮ The Pearson walk with shrinking steps in two dimensions ⋮ Saddlepoint approximations for some models of circular data ⋮ Exact solutions for isotropic random flights in odd dimensions

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