Variance of the range of a random walk |
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Authors: | David C. Torney |
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Affiliation: | (1) Theoretical Biology and Biophysics, Theoretical Division, Los Alamos National Laboratory, Group T-10, Mail Stop K710, 87545 Los Alamos, New Mexico, USA |
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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, x), and the latter quantity is obtained from a recursion with the first occupancy probabilityFk(x). The varianceVn of the number of distinct sites occupied is calculated directly from Tn; the procedure is illustrated by the calculation ofVn (4096 /n) 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. |
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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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