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A new family of solvable Pearson-Dirichlet random walks
Pearson-Rayleigh random walks random flights Dirichlet distribution gamma distribution Gauss hypergeometric function Bessel numbers Inverse Laplace transform
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2011/9/6
A n-step Pearson-Gamma random walk in dstarts at the origin and consists of n independent steps with gamma distributed lengths and uniform orientations. The gamma distribution of each step length has ...