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Название: The Exact Probability Distribution of a Two-Dimensional Random Walk
Автор: Stadje W.
A calculation is made of the exact probability distribution of the two-dimensional displacement of a particle at time t that starts at the origin, moves in straight-line paths at constant speed, and changes its direction after exponentially distributed time intervals, where the lengths of the straight-line paths and the turn angles are independent, the angles being uniformly distributed. This random walk is the simplest model for the locomotion of microorganisms on surfaces. Its weak convergence to a Wiener process is also shown.