• Corpus ID: 15270206

1D analysis of 2D isotropic random walks

  title={1D analysis of 2D isotropic random walks},
  author={Claus Metzner},
  journal={arXiv: Quantitative Methods},
  • C. Metzner
  • Published 5 July 2012
  • Mathematics
  • arXiv: Quantitative Methods
Many stochastic systems in physics and biology are investigated by recording the two-dimensional (2D) positions of a moving test particle in regular time intervals. The resulting sample trajectories are then used to induce the properties of the underlying stochastic process. Often, it can be assumed a priori that the underlying discrete-time random walk model is independent from absolute position (homogeneity), direction (isotropy) and time (stationarity), as well as ergodic. In this article we…