Densities of short uniform random walks in higher dimensions

Title: Densities of short uniform random walks in higher dimensions
Creator: Borwein, Jonathan M.; Straub, Armin; Vignat, Christophe
Relation: Journal of Mathematical Analysis and Applications Vol. 437, Issue 1, p. 668-707
Publisher Link: http://dx.doi.org/10.1016/j.jmaa.2016.01.017
Publisher: Academic Press
Resource Type: journal article
Date: 2016
Description: 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.
Subject: short random walks; generalised hypergeometric functions; Bessel integrals; Narayana numbers
Identifier: http://hdl.handle.net/1959.13/1321817
Identifier: uon:24454
Identifier: ISSN:0022-247X
Language: eng
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