pith. sign in

arxiv: 1605.00001 · v1 · pith:MNZYPQZRnew · submitted 2016-04-28 · 🧮 math.PR

Joint Statistics of Random Walk on Z¹ and Accumulation of Visits

classification 🧮 math.PR
keywords distributionwalkjointrandomaccumulationdiffusionformfunction
0
0 comments X
read the original abstract

We obtain the joint distribution $P_N (X, K|Z)$ of the location $X$ of a one-dimensional symmetric next neighbor random walk on the integer lattice, and the number of times the walk has visited a specified site $Z$. This distribution has a simple form in terms of the one variable distribution $p_{N'}(X')$, where $N'=N-K$ and $X'$ is a function of $X, K$, and $Z$. The marginal distribution of $X$ and $K$ are obtained, as well as their diffusion scaling limits.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.