Emanuele G. Casini

Asymptotic Behaviour for Isotropic Pearson Random Walks

In the Pearson random walk the direction of the i-th step is a random variable uniformly distributed on the d-dimensional sphere, and its length is a non-negative random variable. In a general framework, we are going to study the asymptotic behaviour of the Pearson random walks when the dimension d goes to infinity. Fu...