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Multiple-step random walks: Distribution functions from Toeplitz matrices

Douglas Poland

Physica A: Statistical Mechanics and its Applications, 1994, vol. 203, issue 2, 243-260

Abstract: Toeplitz matrices are used to calculate the distribution function for a random walk on a lattice in continuous time where multiple hops covering an arbitrary number of lattice sites are allowed. The method employed is similar to that used to calculate the complete end-to-end distance distribution for polymers.

Date: 1994
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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:203:y:1994:i:2:p:243-260

DOI: 10.1016/0378-4371(94)90154-6

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