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Название: Variance of the Range of a Random Walk
Автор: Torney D.C.
Journal of Statistical Physics, Vol. 44, Nos. 1/2, 1986. p. 49-66.
Tn, the expectation of the square of the number of distinct sites occupied by a random walk in steps 1 through n, is obtained from its relation to the dual first occupancy probability Fij(x,x'), and the latter quantity is obtained from a recursion with the first occupancy probability Fk(x")...