Moments of random walk with fixed end point

It is shown that, for d-dimensional random walks with fixed end points, the rth moments at the ith step are rth order polynomials of i. The results are applicable to (1 + 1)-dimensional SOS models of interfaces.

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Year of publication:	1993
Authors:	Lipowski, Adam ; Lipowska, Dorota
Published in:	Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 199.1993, 1, p. 67-74
Publisher:	Elsevier

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010871868