A correlated random walk model for two-dimensional diffusion
- 1 June 1984
- journal article
- research article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 21 (02) , 233-246
- https://doi.org/10.1017/s0021900200024645
Abstract
A two-dimensional lattice random walk is studied in which, at each stage, the direction of the next step is correlated to that of the previous step. An exact expression is obtained from the characteristic function for the dispersion matrix of the n-step transition probabilities, and the limiting diffusion equation is derived.Keywords
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