2012
DOI: 10.4153/cjm-2011-079-2
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Densities of Short Uniform Random Walks

Abstract: Abstract. We study the densities of uniform random walks in the plane. A special focus is on the case of short walks with three or four steps and less completely those with five steps. As one of the main results, we obtain a hypergeometric representation of the density for four steps, which complements the classical elliptic representation in the case of three steps. It appears unrealistic to expect similar results for more than five steps. New results are also presented concerning the moments of uniform rando… Show more

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Cited by 59 publications
(122 citation statements)
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“…This is illustrated in Figure 2 on the real line and later in Figure 3 on the complex plane. Notice that both W 3 (s) and W 4 (s) do not have zeroes for negative odd integers; however, as shown in [15], W 3 (−2k − 1) decays to 0 very rapidly as k → ∞.…”
Section: General Moments Of Random Walksmentioning
confidence: 99%
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“…This is illustrated in Figure 2 on the real line and later in Figure 3 on the complex plane. Notice that both W 3 (s) and W 4 (s) do not have zeroes for negative odd integers; however, as shown in [15], W 3 (−2k − 1) decays to 0 very rapidly as k → ∞.…”
Section: General Moments Of Random Walksmentioning
confidence: 99%
“…However, it should be noted that care [15] is needed when rigorously establishing that the densities p n satisfy the formally obtained differential equations: for instance, p 4 (x) is approximated by a constant multiple of √ 4 − x as x → 4 − , so that the second derivative of p 4 is not even locally integrable. In particular, p 4 does not have a Mellin transform in the classical sense.…”
Section: Densities Of Random Walksmentioning
confidence: 99%
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