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The mean square displacement of random walk on the Manhattan lattice

Nicholas R. Beaton and Mark Holmes

Statistics & Probability Letters, 2023, vol. 193, issue C

Abstract: We give an explicit formula for the mean square displacement of the random walk on the d-dimensional Manhattan lattice after n steps, for all n and all dimensions d≥2.

Keywords: Manhattan lattice; Random walk; Mean square displacement (search for similar items in EconPapers)
Date: 2023
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DOI: 10.1016/j.spl.2022.109706

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