Random Walk in Arbitrary Dimension

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SUMMARY

The discussion focuses on deriving the probability distribution for a random walk on a d-dimensional lattice with lattice constant a. The proposed probability distribution is expressed as ρ^L_{&vec;r/a, t/τ} = &langle δ_{&vec{R}(t), &vec{r}} &rangle, utilizing a d-dimensional delta function. The final expression for the probability distribution incorporates a Fourier representation and is given by ρ^L_{&vec;r/a, t/τ} = ∏_{i=1}^d ∫_{-π}^{π} &frac{dq_i}{2 π} e^{-iq_ir_i/a} &left[ &frac{cos(q_i) + d - 1}{d} &right]^M. The author seeks confirmation of the correctness of this expression and advice on evaluating the final integral.

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  • Understanding of probability distributions in statistical mechanics
  • Familiarity with Fourier transforms and delta functions
  • Knowledge of random walks and lattice structures
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  • Study the properties of d-dimensional delta functions in probability theory
  • Learn about Fourier analysis in the context of random walks
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mjordan2nd
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Homework Statement



Find the probability distribution for a random walk on a d-dimensional lattice.[/B]

Homework Equations


[/B]

The Attempt at a Solution



I'm trying to find the probability distribution for a random walk on a lattice with lattice constant a in arbitrary dimension d. The rules for my walk is that in each step the walker has to move to an adjacent spot on the lattice along one and only one component. My logic is as follows.

My probability distribution ought to be

\rho^L_{\vec{r}/a, t/\tau} = \langle \delta_{\vec{R}(t), \vec{r}} \rangle.

Here, \vec{r} is my final position vector from the starting point of the walk, t is the total time since we started the walk and $\tau$ the time per step. \vec{R}(t) is a random variable consistent with the final position of the walk. L simply indicates that we are on a lattice, and is merely included for consistency with my textbook. The delta-function is a d-dimensional delta function, d being the dimensionality of my lattice. Since the delta-function is normalized the right-hand side should represent the probability distribution of my random walk. Using the Fourier representation of a delta function, and the fact that a multidimensional delta-function is a product of single dimensional delta-functions, I can rewrite my probability distribution as

\rho^L_{\vec{r}/a, t/\tau} = \langle \prod_{i=1}^d \int_{- \pi}^{\pi} \frac{dq_i}{2 \pi} e^{iq_i(R_i(t)-r_i)/a} \rangle.

R_i and r_i represent the ith component of my random variable and the ith component of the position on my lattice whose probability I want to find respectively. I can rewrite R_i as follows:

R_i = \sum_j^{t/\tau} \xi_{j,i}.

Here, my \xi_{j,i} represent the change in R_i on step j. Writing [itex[M=t/\tau[/itex] my probability distribution is therefore

\rho^L_{\vec{r}/a, t/\tau} = \prod_{i=1}^d \int_{- \pi}^{\pi} \frac{dq_i}{2 \pi} e^{-iq_ir_i/a} \langle \prod_{j=1}^M e^{iq_i \xi_{j,i}/a} \rangle.

\xi_{j,i}/a can take on values of +1, 0, or -1 with probability 1/2d, (d-1)/d, and 1/2d respectively. So

\langle e^{iq_i \xi_{j,i}/a} \rangle = \frac{e^{iq_i}}{2d} + \frac{d-1}{d} + \frac{e^{-iq_i}}{2d} = \frac{\cos \left( q_i \right) + d - 1}{d}

\rho^L_{\vec{r}/a, t/\tau} = \prod_{i=1}^d \int_{- \pi}^{\pi} \frac{dq_i}{2 \pi} e^{-iq_ir_i/a} \left[ \frac{\cos \left( q_i \right) + d - 1}{d} \right]^M$

Most of the probability distributions I'v seen for the d-dimensional random walk are based on combinatoric considerations. Can anyone confirm that the logic and final expression for my probability distribution are correct. Also, does anyone have any advice on how to proceed with the final integral?

Computer simulations show that my model is only valid for d=1, though I don't see why. I computed the integral numerically using wolfram alpha.
 
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