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Hitting Point Distribution of Two-Dimensional Random Walk
http://hdl.handle.net/10424/3573
http://hdl.handle.net/10424/3573cb5d2028-7b16-40c6-9a2c-0a7d85caae96
名前 / ファイル | ライセンス | アクション |
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kenshi43717.pdf (188.4 kB)
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Item type | 紀要論文 / Departmental Bulletin Paper(1) | |||||
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公開日 | 2011-03-03 | |||||
タイトル | ||||||
言語 | en | |||||
タイトル | Hitting Point Distribution of Two-Dimensional Random Walk | |||||
言語 | ||||||
言語 | jpn | |||||
資源タイプ | ||||||
資源タイプ識別子 | http://purl.org/coar/resource_type/c_6501 | |||||
資源タイプ | departmental bulletin paper | |||||
著者 |
Suzuki, Masashi
× Suzuki, Masashi |
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著者(別言語) | ||||||
鈴木, 将史 | ||||||
抄録 | ||||||
内容記述タイプ | Abstract | |||||
内容記述 | It is known that each path of the 2-dimensional (standard) random walk starting at arbitrary point on the plane passes the x-axis in the long run with probability 1. The purpose of this article is to calculate the probability distribution of the point where a particle of random walk for the first time hits the x-axis. The distribution is formulat- ed in terms of the starting point of the particle. It is also applied to the solution of the discrete Dirichlet problem for the half plane. Since the random walk can be considered as a discretization of the Brownian motion, the above distribution should be closely related to the Cauchy distribution, which is well known as the hitting point distribution of the 2-dimensional Brownian motion to the x-axis. This relation is also mentioned later. In the last part, the 2-dimensional biased random walk which moves at each step in four directions with different probabilities is considered. | |||||
書誌事項 |
愛知教育大学研究報告. 自然科学 巻 43, p. 7-17, 発行日 1994-02-10 |
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出版者 | ||||||
出版者 | 愛知教育大学 | |||||
ISSN | ||||||
収録物識別子タイプ | ISSN | |||||
収録物識別子 | 0365-3722 | |||||
書誌情報 | ||||||
愛知教育大学研究報告, 自然科学. 1994, 43, p.7-17. | ||||||
書誌レコードID | ||||||
収録物識別子タイプ | NCID | |||||
収録物識別子 | AN0000681X | |||||
著者版フラグ | ||||||
出版タイプ | VoR | |||||
出版タイプResource | http://purl.org/coar/version/c_970fb48d4fbd8a85 | |||||
著者別名 | ||||||
スズキ, マサシ | ||||||
資源タイプ | ||||||
内容記述タイプ | Other | |||||
内容記述 | text |