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A note on the asymptotic properties of correlated random walks

Published online by Cambridge University Press:  14 July 2016

J. B. T. M. Roerdink
J. B. T. M. Roerdink*
Affiliation:
University of California, San Diego
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Abstract

We describe a simple relation between the asymptotic behavior of the variance and of the expected number of distinct sites visited during a correlated random walk. The relation is valid for multistate random walks with finite variance in dimensions 1 and 2. A similar relation, valid in all dimensions, exists between the asymptotic behavior of the variance and of the probability of return to the origin.

Keywords

MULTISTATE RANDOM WALKSVARIANCERANGE AND RETURN PROBABILITY
Type
Short Communications
Information
Journal of Applied Probability , Volume 22 , Issue 4 , December 1985 , pp. 951 - 956
Copyright
Copyright © Applied Probability Trust 1985 

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References

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