The transient behaviour of the simple random walk in the plane

1988 ◽  
Vol 25 (01) ◽  
pp. 58-69 ◽  
Author(s):  
D. Y. Downham ◽  
S. B. Fotopoulos
Keyword(s):  
Random Walk ◽  
Transient Process ◽  
Asymptotic Form ◽  
Simple Random Walk ◽  
Rectangular Lattice ◽  
Two Dimensional ◽  
Transient Behaviour ◽  
Practical Implications ◽  
Asymptotic Forms

For the simple two-dimensional random walk on the vertices of a rectangular lattice, the asymptotic forms of several properties are well known, but their forms can be insufficiently accurate to describe the transient process. Inequalities with the correct asymptotic form are derived for six such properties. The rates of approach to the asymptotic form are derived. The accuracy of the bounds and some practical implications of the results are discussed.

The transient behaviour of the simple random walk in the plane

1988 ◽  
Vol 25 (1) ◽  
pp. 58-69 ◽  
Author(s):  
D. Y. Downham ◽  
S. B. Fotopoulos
Keyword(s):  
Random Walk ◽  
Transient Process ◽  
Asymptotic Form ◽  
Simple Random Walk ◽  
Rectangular Lattice ◽  
Two Dimensional ◽  
Transient Behaviour ◽  
Practical Implications ◽  
Asymptotic Forms

For the simple two-dimensional random walk on the vertices of a rectangular lattice, the asymptotic forms of several properties are well known, but their forms can be insufficiently accurate to describe the transient process. Inequalities with the correct asymptotic form are derived for six such properties. The rates of approach to the asymptotic form are derived. The accuracy of the bounds and some practical implications of the results are discussed.

The size of the region occupied by one type in an invasion process

1976 ◽  
Vol 13 (02) ◽  
pp. 355-356 ◽  
Author(s):  
Aidan Sudbury
Keyword(s):  
Random Walk ◽  
Simple Random Walk ◽  
Rectangular Lattice ◽  
Invasion Process

Particles are situated on a rectangular lattice and proceed to invade each other's territory. When they are equally competitive this creates larger and larger blocks of one type as time goes by. It is shown that the expected size of such blocks is equal to the expected range of a simple random walk.

scholarly journals On the range of a two-dimensional conditioned simple random walk

2019 ◽  
Vol 2 ◽  
pp. 349-368 ◽  
Author(s):  
Nina Gantert ◽  
Serguei Popov ◽  
Marina Vachkovskaia
Keyword(s):  
Random Walk ◽  
Simple Random Walk ◽  
Two Dimensional

The size of the region occupied by one type in an invasion process

1976 ◽  
Vol 13 (2) ◽  
pp. 355-356 ◽  
Author(s):  
Aidan Sudbury
Keyword(s):  
Random Walk ◽  
Simple Random Walk ◽  
Rectangular Lattice ◽  
Invasion Process

Particles are situated on a rectangular lattice and proceed to invade each other's territory. When they are equally competitive this creates larger and larger blocks of one type as time goes by. It is shown that the expected size of such blocks is equal to the expected range of a simple random walk.

A random walk problem

1960 ◽  
Vol 56 (4) ◽  
pp. 390-392 ◽  
Author(s):  
J. Gillis
Keyword(s):  
Random Walk ◽  
Legendre Polynomial ◽  
Rectangular Lattice ◽  
Nearest Neighbour ◽  
Two Dimensional ◽  
Image Position ◽  
The Right ◽  
Step Turn ◽  
Previous Step

We consider a random walk on a two-dimensional rectangular lattice in which steps are strictly between nearest neighbour points. The conditions of the walk are that the walker must, at each step, turn either to the right or to the left of his previous step with respective probabilities ½(1+α), ½(1−α), (≤ α ≤ 1). To fix the ideas it is assumed that he starts from the origin and the probability of each of the four possible starting directions is ¼. If Ar denotes the probability of return to the origin after r steps we shall show thatwhere β = ½(α + α−1) and Pn is the nth Legendre polynomial. It is clear that Ar is zero for r ≢ 0(mod 4).

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