Distribution of the angle of rotation plane random walks

F.W. Wiegel

Physica A: Statistical Mechanics and its Applications, 1984, vol. 129, issue 1, 211-219

Abstract: We study the probability distribution of the angle by which the tangent to the trajectory rotates in the course of a plane random walk. It is shown that the determination of this distribution function can be reduced to an integral equation, which can be rigorously transformed into a differential equation of Hill's type. We derive the asymptotic distribution for very long walks.

Date: 1984
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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:129:y:1984:i:1:p:211-219

DOI: 10.1016/0378-4371(84)90029-3

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