A Random Walk,

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Abstract:

A particle moves with a uniform speed along a straight line. The direction is positive with probability p and negative with probability l-p over intervals of time determined by a random Poisson process. The distribution of the position of the particle at a given time is considered. Estimates of the parameters of the distribution are given. Author

Author(s):
Alam, Khursheed
Author Organization(s):
CLEMSON UNIV S C DEPT OF MATHEMATICAL SCIENCES
Pagination:
0014

Security Markings

DOCUMENT & CONTEXTUAL SUMMARY

Distribution:
Approved For Public Release

RECORD

Collection: TR
Identifying Numbers
Report Number(s):
TR-86
Contract/Grant Number(s):
N00014-71-A-0339-0002
Project Number(s):
NR-042 271
 Subject Terms
Communities of Interest:
No COI(s) Identified
Descriptor(s):
(*STOCHASTIC PROCESSES, *TIME SERIES ANALYSIS), TIME LAG THEORY, DISTRIBUTION FUNCTIONS, RANDOM VARIABLES, PARTICLE TRAJECTORIES, POSITION FINDING
Field(s)/Group(s):
Statistics and Probability
Keyword(s):
ORDER STATISTICS, PARAMETER ESTIMATION, *POISSON PROCESSES, *RANDOM WALK
Report Date:
1971 Sep 15