Two-step Dirichlet random walks
Random walks of n steps taken into independent uniformly random directions in a d-dimensional Euclidean space (d⩾2), which are characterized by a sum of step lengths which is fixed and taken to be 1 without loss of generality, are named “Dirichlet” when this constraint is realized via a Dirichlet law of step lengths. The latter continuous multivariate distribution, which depends on n positive parameters, generalizes the beta distribution (n=2). It is simply obtained from n independent gamma random variables with identical scale factors. Previous literature studies of these random walks dealt with symmetric Dirichlet distributions whose parameters are all equal to a value q which takes half-integer or integer values. In the present work, the probability density function of the distance from the endpoint to the origin is first made explicit for a symmetric Dirichlet random walk of two steps. It is valid for any positive value of q and for all d⩾2. The latter pdf is used in turn to express the related density of a random walk of two steps whose step length is distributed according to an asymmetric beta distribution which depends on two parameters, namely q and q+s where s is a positive integer.
Year of publication: |
2015
|
---|---|
Authors: | Le Caër, Gérard |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 430.2015, C, p. 201-215
|
Publisher: |
Elsevier |
Subject: | Dirichlet random walks | Random flights | Dirichlet distribution | Asymmetric distributions | Pochhammer symbols | Lucas coefficients |
Saved in:
Online Resource
Saved in favorites
Similar items by subject
-
Diagrammatic computation of the random flight motion
Hatamian, S.T, (2004)
-
Vliet, Carolyne M. Van, (2002)
-
Flying randomly in Rd with Dirichlet displacements
De Gregorio, Alessandro, (2012)
- More ...