Densities of short uniform random walks in higher dimensions
Classical Analysis and ODEs
2015-08-20 v1 Number Theory
Abstract
We study arithmetic properties of short uniform random walks in arbitrary dimensions, with a focus on explicit (hypergeometric) evaluations of the moment functions and probability densities in the case of up to five steps. Somewhat to our surprise, we are able to provide complete extensions to arbitrary dimensions for most of the central results known in the two-dimensional case.
Keywords
Cite
@article{arxiv.1508.04729,
title = {Densities of short uniform random walks in higher dimensions},
author = {Jonathan M. Borwein and Armin Straub and Christophe Vignat},
journal= {arXiv preprint arXiv:1508.04729},
year = {2015}
}
Comments
42 pages