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Characteristic functions

J. Klafter and I.M. Sokolov

in First Steps in Random Walks: From Tools to Applications

Published in print:
2011
Published Online:
December 2013
ISBN:
9780199234868
eISBN:
9780191775024
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199234868.003.0001
Subject:
Physics, Soft Matter / Biological Physics

Since simple random walk is a process with independent increments, its properties are represented in the most simple way by using the techniques based on characteristic functions. This chapter ... More


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