Eigenfunction approach to the persistent random walk in two dimensions

Christian Bracher

Physica A: Statistical Mechanics and its Applications, 2004, vol. 331, issue 3, 448-466

Abstract: The Fourier–Bessel expansion of a function on a circular disc yields a simple series representation for the end-to-end probability distribution function w(R,φ) encountered in a planar persistent random walk, where the direction taken in a step depends on the relative orientation towards the preceding step. For all but the shortest walks, the proposed method provides a rapidly converging, numerically stable algorithm that is particularly useful for the precise study of intermediate-size chains that have not yet approached the diffusion limit.a

Keywords: Persistent random walk; Eigenfunction expansion (search for similar items in EconPapers)
Date: 2004
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:331:y:2004:i:3:p:448-466

DOI: 10.1016/j.physa.2003.07.003

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