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Zapiski Nauchnykh Seminarov POMI, 2021, Volume 501, Pages 24–35 (Mi znsl7075)  
Distributions and characterizations associated with a random walk

M. Ahsanullaha, V. B. Nevzorovb, A. V. Stepanovc

a Department of Management Sciences, Rider University, 2083 Lawrenceville Road, Lawrenceville, NJ, 08648 USA
b Department of Mathematics and Mechanics, St. Petersburg State University, Universitetskaya nab., 7/9, 199034 St. Petersburg, Russia
c Institute of Physics, Mathematics and Information Technology, Immanuel Kant Baltic Federal University, A. Nevskogo 14, 236041 Kaliningrad, Russia
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Abstract: In the present paper, we discuss some properties of the distribution and density of the random direction walk after n steps. We further calculate moments of the random walk and propose some characterizations of its distribution. We illustrate our results by tables and graphs.
Key words and phrases: distribution of random direction walk, Bessel function, Rayleigh approximation, Shannon entropy.
Funding agency Grant number
Ministry of Science and Higher Education of the Russian Federation 075-02-2021-1748
The work of the third author was supported by the Ministry of Science and Higher Education of the Russian Federation (agreement no. 075-02-2021-1748).
Received: 08.06.2021
Document Type: Article
UDC: 519.2
Language: English
Citation: M. Ahsanullah, V. B. Nevzorov, A. V. Stepanov, “Distributions and characterizations associated with a random walk”, Probability and statistics. Part 30, Zap. Nauchn. Sem. POMI, 501, POMI, St. Petersburg, 2021, 24–35
Citation in format AMSBIB
\Bibitem{AhsNevSte21}
\by M.~Ahsanullah, V.~B.~Nevzorov, A.~V.~Stepanov
\paper Distributions and characterizations associated with a random walk
\inbook Probability and statistics. Part~30
\serial Zap. Nauchn. Sem. POMI
\yr 2021
\vol 501
\pages 24--35
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl7075}
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