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Random Walkers with Shrinking Steps in d-Dimensions and Their Long Term Memory

Tonguc Rador
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Abstract

We study, in d-dimensions, the random walker with geometrically shrinking step sizes at each hop. We emphasize the integrated quantities such as expectation values, cumulants and moments rather than a direct study of the probability distribution. We develop a 1/d expansion technique and study various correlations of the first step to the position as ti me goes to infinity. We also show and substantiate with a study of the cumulants that to order 1/d the system admits a continuum counterpart equation which can be obtained with a generalization of the ordinary technique to obtain the continuum limit. We also advocate that this continuum counterpart equation, which is nothing but the ordinary diffusion equation with a diffusion constant decaying exponentially in continuous time, captures all the qualitative aspects of t he discrete system and is often a good starting point for quantitative approximations.

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Tonguc Rador. 2006-08-02. Random Walkers with Shrinking Steps in d-Dimensions and Their Long Term Memory. https://doi.org/10.1103/physreve.74.051105

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