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Variance of the range of a random walk
Authors:David C. Torney
Affiliation:(1) Theoretical Biology and Biophysics, Theoretical Division, Los Alamos National Laboratory, Group T-10, Mail Stop K710, 87545 Los Alamos, New Mexico, USA
Abstract:Tn, the expectation of the square of the number of distinct sites occupied by a random walk in steps 1 throughn, is obtained from its relation to the dual first occupancy probabilityFij(x, xprime), and the latter quantity is obtained from a recursion with the first occupancy probabilityFk(xPrime). The varianceVn of the number of distinct sites occupied is calculated directly from Tn; the procedure is illustrated by the calculation ofVn (4096 /gesn) and the derivation of asymptotic expansions forVn for a particular random walk in dimensions 1 through 3.Work completed under the auspices of the United States Department of Energy.
Keywords:Number of distinct sites  asymptotic expansions  generating functions  one dimension (1-d)  two dimensions (2-d)  three dimensions (3-d)  body-centered cubic (b.c.c) random walk
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