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A correlated random walk for the transport and sedimentation of particles

Published online by Cambridge University Press:  14 July 2016

J. Gani
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Abstract

This paper considers a bivariate random walk model on a rectangular lattice for a particle injected into a fluid flowing in a tank. The numbers of jumps of the particle in the x and y directions in this particular model are correlated. It is shown that when the random walk forms a bivariate Markov chain in continuous time, it is possible to obtain the state probabilities pxy(t) through their Laplace transforms. Two exit rules are considered and results for both of them derived.

Keywords

MARKOV CHAINEXIT RULES
Type
Part 8 - Random Walks, Graphs and Networks
Information
Journal of Applied Probability , Volume 25 , Issue A , 1988 , pp. 335 - 346
Copyright
Copyright © Applied Probability Trust 1988 

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References

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