A two-parameter random walk with approximate exponential probability distribution
Van der Straeten, Erik ; Naudts, Jan
arXiv, 0512077 / Harvested from arXiv
Text on arXiv
We study a non-Markovian random walk in dimension 1. It depends on two parameters eps_r and eps_l, the probabilities to go straight on when walking to the right, respectively to the left. The position x of the walk after n steps and the number of reversals of direction k are used to estimate eps_r and eps_l. We calculate the joint probability distribution p_n(x,k) in closed form and show that, approximately, it belongs to the exponential family.
Publié le : 2005-12-22
Classification:  Mathematical Physics,  Condensed Matter - Statistical Mechanics,  60G50 
@article{0512077,
     author = {Van der Straeten, Erik and Naudts, Jan},
     title = {A two-parameter random walk with approximate exponential probability
  distribution},
     journal = {arXiv},
     volume = {2005},
     number = {0},
     year = {2005},
     language = {en},
     url = {http://dml.mathdoc.fr/item/0512077}
}

Van der Straeten, Erik; Naudts, Jan. A two-parameter random walk with approximate exponential probability
  distribution. arXiv, Tome 2005 (2005) no. 0, . http://gdmltest.u-ga.fr/item/0512077/