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A random walk problem

Published online by Cambridge University Press:  24 October 2008

J. Gillis
Affiliation:
Department of Applied MathematicsThe Weizmann Institute of ScienceRehovothIsrael

Extract

We consider a random walk on a two-dimensional rectangular lattice in which steps are strictly between nearest neighbour points. The conditions of the walk are that the walker must, at each step, turn either to the right or to the left of his previous step with respective probabilities ½(1+α), ½(1−α), (≤ α ≤ 1). To fix the ideas it is assumed that he starts from the origin and the probability of each of the four possible starting directions is ¼. If Ar denotes the probability of return to the origin after r steps we shall show that

where β = ½(α + α−1) and Pn is the nth Legendre polynomial. It is clear that Ar is zero for r ≢ 0(mod 4).

Type
Research Article
Copyright
Copyright © Cambridge Philosophical Society 1960

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References

REFERENCES

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