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Area Distribution of Two-Dimensional Random Walks on a Square Lattice.

Authors :
Mashkevich, Stefan
Ouvry, Stéphane
Source :
Journal of Statistical Physics. Oct2009, Vol. 137 Issue 1, p71-78. 8p. 1 Chart, 1 Graph.
Publication Year :
2009

Abstract

The algebraic area probability distribution of closed planar random walks of length N on a square lattice is considered. The generating function for the distribution satisfies a recurrence relation in which the combinatorics is encoded. A particular case generalizes the q-binomial theorem to the case of three addends. The distribution fits the Lévy probability distribution for Brownian curves with its first-order 1/ N correction quite well, even for N rather small. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
00224715
Volume :
137
Issue :
1
Database :
Academic Search Index
Journal :
Journal of Statistical Physics
Publication Type :
Academic Journal
Accession number :
44820440
Full Text :
https://doi.org/10.1007/s10955-009-9827-9