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Oscillating Random Walk and Diffusion Process under Centripetal Force

B. R. Bhat
Sankhyā: The Indian Journal of Statistics, Series A (1961-2002)
Vol. 31, No. 4 (Dec., 1969), pp. 391-402
Published by: Springer on behalf of the Indian Statistical Institute
Stable URL: http://www.jstor.org/stable/25049604
Page Count: 12
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Oscillating Random Walk and Diffusion Process under Centripetal Force
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Abstract

The usual random walk and its diffusion approximation have been found to be good models for describing several physical and bilogical processes. In this paper, centrally biased random walk and its diffusion approximation are discussed. It is hoped that this model will describe a process well, when there is a centripetal force acting on the particles of the system or when there is inherent stability in the system and the particles when disturbed, have a tendency to return to this stable position.

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