Random Walk in Arbitrary Dimension

In summary, the conversation discusses finding the probability distribution for a random walk on a d-dimensional lattice with a lattice constant a. The walker must move to an adjacent spot on the lattice in each step, and the distribution is represented as \rho^L_{\vec{r}/a, t/\tau} = \langle \delta_{\vec{R}(t), \vec{r}} \rangle. The conversation also covers the use of a Fourier representation of a delta function and the formula for the probability distribution in terms of this representation. The conversation concludes with the mention of computer simulations and the need for further advice on how to proceed with the final integral.
  • #1
mjordan2nd
177
1

Homework Statement



Find the probability distribution for a random walk on a d-dimensional lattice.[/B]

Homework Equations


[/B]

The Attempt at a Solution



I'm trying to find the probability distribution for a random walk on a lattice with lattice constant a in arbitrary dimension d. The rules for my walk is that in each step the walker has to move to an adjacent spot on the lattice along one and only one component. My logic is as follows.

My probability distribution ought to be

[tex]\rho^L_{\vec{r}/a, t/\tau} = \langle \delta_{\vec{R}(t), \vec{r}} \rangle.[/tex]

Here, [itex]\vec{r}[/itex] is my final position vector from the starting point of the walk, t is the total time since we started the walk and $\tau$ the time per step. [itex]\vec{R}(t)[/itex] is a random variable consistent with the final position of the walk. [itex]L[/itex] simply indicates that we are on a lattice, and is merely included for consistency with my textbook. The delta-function is a d-dimensional delta function, d being the dimensionality of my lattice. Since the delta-function is normalized the right-hand side should represent the probability distribution of my random walk. Using the Fourier representation of a delta function, and the fact that a multidimensional delta-function is a product of single dimensional delta-functions, I can rewrite my probability distribution as

[tex]\rho^L_{\vec{r}/a, t/\tau} = \langle \prod_{i=1}^d \int_{- \pi}^{\pi} \frac{dq_i}{2 \pi} e^{iq_i(R_i(t)-r_i)/a} \rangle.[/tex]

[itex]R_i[/itex] and [itex]r_i[/itex] represent the ith component of my random variable and the ith component of the position on my lattice whose probability I want to find respectively. I can rewrite [itex]R_i[/itex] as follows:

[tex]R_i = \sum_j^{t/\tau} \xi_{j,i}.[/tex]

Here, my [itex]\xi_{j,i}[/itex] represent the change in [itex]R_i[/itex] on step j. Writing [itex[M=t/\tau[/itex] my probability distribution is therefore

[tex]\rho^L_{\vec{r}/a, t/\tau} = \prod_{i=1}^d \int_{- \pi}^{\pi} \frac{dq_i}{2 \pi} e^{-iq_ir_i/a} \langle \prod_{j=1}^M e^{iq_i \xi_{j,i}/a} \rangle.[/tex]

[itex]\xi_{j,i}/a[/itex] can take on values of +1, 0, or -1 with probability 1/2d, (d-1)/d, and 1/2d respectively. So

[tex]\langle e^{iq_i \xi_{j,i}/a} \rangle = \frac{e^{iq_i}}{2d} + \frac{d-1}{d} + \frac{e^{-iq_i}}{2d} = \frac{\cos \left( q_i \right) + d - 1}{d}[/tex]

[tex]\rho^L_{\vec{r}/a, t/\tau} = \prod_{i=1}^d \int_{- \pi}^{\pi} \frac{dq_i}{2 \pi} e^{-iq_ir_i/a} \left[ \frac{\cos \left( q_i \right) + d - 1}{d} \right]^M$[/tex]

Most of the probability distributions I'v seen for the d-dimensional random walk are based on combinatoric considerations. Can anyone confirm that the logic and final expression for my probability distribution are correct. Also, does anyone have any advice on how to proceed with the final integral?

Computer simulations show that my model is only valid for d=1, though I don't see why. I computed the integral numerically using wolfram alpha.
 
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  • #2
Bummpadumpdump
 

Related to Random Walk in Arbitrary Dimension

What is a random walk in arbitrary dimension?

A random walk in arbitrary dimension is a mathematical model used to describe the movement of a particle or object in a multi-dimensional space. It is based on the concept of a random process, where the direction of each step is determined by random chance.

How is a random walk in arbitrary dimension different from a regular random walk?

A regular random walk takes place in a one-dimensional space, where each step can only move forward or backward. In a random walk in arbitrary dimension, the object can move in any direction in a multi-dimensional space, making it more complex and realistic.

What is the significance of studying random walks in arbitrary dimension?

Random walks in arbitrary dimension have many applications in fields such as physics, biology, economics, and computer science. They can be used to model diffusion processes, stock market movements, and the behavior of molecules in a gas, among other things.

What factors affect the behavior of a random walk in arbitrary dimension?

The behavior of a random walk in arbitrary dimension is affected by several factors, including the dimension of the space, the step size, and the number of steps taken. In higher dimensions, the object is more likely to return to its starting point, while larger step sizes and more steps can lead to a wider spread of the object's position.

Are there any limitations to the random walk in arbitrary dimension model?

One limitation of the random walk in arbitrary dimension model is that it assumes the object's movements are completely random and independent of each other. In reality, there may be external factors or constraints that influence the object's movement, making the model less accurate.

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