Skip to main content
Log in

The exact probability distribution of a two-dimensional random walk

  • Articles
  • Published:
Journal of Statistical Physics Aims and scope Submit manuscript

Abstract

A calculation is made of the exact probability distribution of the two-dimensional displacement of a particle at timet that starts at the origin, moves in straight-line paths at constant speed, and changes its direction after exponentially distributed time intervals, where the lengths of the straight-line paths and the turn angles are independent, the angles being uniformly distributed. This random walk is the simplest model for the locomotion of microorganisms on surfaces. Its weak convergence to a Wiener process is also shown.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. M. Gail and C. Boone,Biophys. J. 10:980 (1970).

    Google Scholar 

  2. S. C. Peterson and P. B. Noble,Biophys. J. 12:1048 (1972).

    Google Scholar 

  3. H. C. Berg and D. A. Brown,Nature 239:500 (1972).

    Google Scholar 

  4. R. L. Hall and S. C. Peterson,Biophys. J. 25:365 (1979).

    Google Scholar 

  5. G. H. Weiss,Am. Sci. 71:65 (1983).

    Google Scholar 

  6. R. J. Nossal and G. H. Weiss,J. Theor. Biol. 47:103 (1974).

    Google Scholar 

  7. R. J. Nossal and G. H. Weiss,J. Stat. Phys. 10:245 (1974).

    Google Scholar 

  8. C. R. Rao,Linear Statistical Inference and Its Applications (Wiley, New York, 1973).

    Google Scholar 

  9. W. Feller,An Introduction to Probability Theory and Its Applications, Vol. I, 3rd ed. (Wiley, New York, 1968).

    Google Scholar 

  10. W. Feller,An Introduction to Probability Theory and Its Applications, Vol. II, 2nd ed. (Wiley, New York, 1971).

    Google Scholar 

  11. I. S. Gradshteyn and I. M. Rychik,Tables of Integrals, Series, and Products, 4th ed. (Academic Press, New York, 1980).

    Google Scholar 

  12. P. Billingsley,Convergence of Probability Measures (Wiley, New York, 1968).

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

About this article

Cite this article

Stadje, W. The exact probability distribution of a two-dimensional random walk. J Stat Phys 46, 207–216 (1987). https://doi.org/10.1007/BF01010341

Download citation

  • Received:

  • Revised:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF01010341

Key words

Navigation