LATTICE-VALUED RANDOM-WALKS WITH MARKOV-CHAIN DEPENDENT STEPS

被引：5

作者：

DALEY, DJ

机构：

[1] Statistics Department (IAS), The Australian National University

来源：

MATHEMATICAL PROCEEDINGS OF THE CAMBRIDGE PHILOSOPHICAL SOCIETY | 1979年 / 86卷 / JUL期

关键词：

D O I：

10.1017/S0305004100000682

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

The probability of ever returning to the origin and the mean square displacement after n steps are studied for some lattice-valued random walks, whose successive steps constitute a Markov chain on a finite state space with transition probabilities of a simple kind, and such that the returns to the origin form a regenerative phenomenon. The case of walks on a diamond lattice with no immediate reversals is included: this example is relevant as a polymer chain building model. The numerical evaluation of the return probabilities of some three-dimensional walks is discussed and examples given. © 1979, Cambridge Philosophical Society. All rights reserved.

引用

页码：115 / 126

页数：12

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