WINDING ANGLE AND MAXIMUM WINDING ANGLE OF THE 2-DIMENSIONAL RANDOM-WALK

被引:12
作者
BELISLE, C
FARAWAY, J
机构
关键词
BROWNIAN MOTION; RANDOM WALK ON INTEGER LATTICE;
D O I
10.2307/3214675
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Recent results on the winding angle of the ordinary two-dimensional random walk on the integer lattice are reviewed. The difference between the Brownian motion winding angle and the random walk winding angle is discussed. Other functionals of the random walk, such as the maximum winding angle, are also considered and new results on their asymptotic behavior, as the number of steps increases, are presented. Results of computer simulations are presented, indicating how well the asymptotic distributions fit the exact distributions for random walks with 10m steps, for m = 2, 3, 4, 5, 6, 7.
引用
收藏
页码:717 / 726
页数:10
相关论文
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