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A note on the asymptotic properties of correlated random walks

  • J. B. T. M. Roerdink (a1)

Abstract

We describe a simple relation between the asymptotic behavior of the variance and of the expected number of distinct sites visited during a correlated random walk. The relation is valid for multistate random walks with finite variance in dimensions 1 and 2. A similar relation, valid in all dimensions, exists between the asymptotic behavior of the variance and of the probability of return to the origin.

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A note on the asymptotic properties of correlated random walks

  • J. B. T. M. Roerdink (a1)

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