Abstract
It is shown that recursion relation for the generalized random walks (GRW) or correlated random walks can be directly transformed into the recursion relation for the usual random walks. The recursion relation for the GRW is expressed by a non-linear difference equation. To transform the non-linear difference equation, the Hopf-Cole transformation is modified and expressed in a discrete form. Formal solution of the GRW is obtained in an integral representation.
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Hara, H. Transformation of recursion relations for generalized random walks. Z. Physik B - Condensed Matter 39, 261–267 (1980). https://doi.org/10.1007/BF01292671
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DOI: https://doi.org/10.1007/BF01292671