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Iterated random walk

L. Turban
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Abstract

The iterated random walk is a random process in which a random walker moves on a one-dimensional random walk which is itself taking place on a one-dimensional random walk, and so on. This process is investigated in the continuum limit using the method of moments. When the number of iterations goes to infinity, a time-independent asymptotic density is obtained. It has a simple symmetric exponential form which is stable against the modification of a finite number of iterations. When n is large, the deviation from the stationary density is exponentially small in n. The continuum results are compared to Monte Carlo data for the discrete iterated random walk.

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L. Turban. 2003-12-15. Iterated random walk. https://doi.org/10.1209/epl%2Fi2003-10165-4

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