M. Ahsanullah, V. B. Nevzorov, A. V. Stepanov, “Distributions and characterizations associated with a random walk”, Zap. Nauchn. Sem. POMI, 2021, Volume 501,Pages <nobr>24

Distributions and characterizations associated with a random walk

M. Ahsanullah^a, V. B. Nevzorov^b, A. V. Stepanov^c

^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

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.

UDC: 519.2

Received: 08.06.2021

Language: English