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Asymptotic properties of multistate random walks. I. Theory

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Abstract

A calculation is presented of the long-time behavior of various random walk properties (moments, probability of return to the origin, expected number of distinct sites visited) formultistate random walks on periodic lattices. In particular, we consider inhomogeneous periodic lattices, consisting of a periodically repeated unit cell which contains a finite number of internal states (sites). The results are identical to those for perfect lattices except for a renormalization of coefficients. For walks without drift, it is found that all the asymptotic random walk properties are determined by the diffusion coefficients for the multistate random walk. The diffusion coefficients can be obtained by a simple matrix algorithm presented here. Both discrete and continuous time random walks are considered. The results are not restricted to nearest-neighbor random walks but apply as long as the single-step probability distributions associated with each of the internal states have finite means and variances.

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Roerdink, J.B.T.M., Shuler, K.E. Asymptotic properties of multistate random walks. I. Theory. J Stat Phys 40, 205–240 (1985). https://doi.org/10.1007/BF01010534

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  • DOI: https://doi.org/10.1007/BF01010534

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